We introduce and study a class of probabilistic generative models, where the latent object is a finite-dimensional diffusion process on a finite time interval and the observed variable is drawn conditionally on the terminal point of the diffusion. We make the following contributions: We provide a unified viewpoint on both sampling and variational inference in such generative models through the lens of stochastic control. We quantify the expressiveness of diffusion-based generative models. Specifically, we show that one can efficiently sample from a wide class of terminal target distributions by choosing the drift of the latent diffusion from the class of multilayer feedforward neural nets, with the accuracy of sampling measured by the Kullback-Leibler divergence to the target distribution. Finally, we present and analyze a scheme for unbiased simulation of generative models with latent diffusions and provide bounds on the variance of the resulting estimators. This scheme can be implemented as a deep generative model with a random number of layers.

本文介绍和研究了一类概率生成模型，其中潜在对象是有限时间间隔上的有限维扩散过程，观察变量是在扩散的终端点条件下绘制的。 通过随机控制的视角，我们为这种生成模型的采样和变分推断提供了统一的观点，并量化了基于扩散的生成模型的表现力。我们最后提出并分析了一个无偏模拟的方案，并提供了结果估计值的方差上限。这个方案可以实现为深度生成模型并具有随机层数。

具有潜态扩散的生成模型采样与推断的理论保证