Diffusion models, a powerful and universal generative AI technology, have achieved tremendous success in computer vision, audio, reinforcement learning, and computational biology. In these applications, diffusion models provide flexible high-dimensional data modeling, and act as a sampler for generating new samples under active guidance towards task-desired properties. Despite the significant empirical success, theory of diffusion models is very limited, potentially slowing down principled methodological innovations for further harnessing and improving diffusion models. In this paper, we review emerging applications of diffusion models, understanding their sample generation under various controls. Next, we overview the existing theories of diffusion models, covering their statistical properties and sampling capabilities. We adopt a progressive routine, beginning with unconditional diffusion models and connecting to conditional counterparts. Further, we review a new avenue in high-dimensional structured optimization through conditional diffusion models, where searching for solutions is reformulated as a conditional sampling problem and solved by diffusion models. Lastly, we discuss future directions about diffusion models. The purpose of this paper is to provide a well-rounded theoretical exposure for stimulating forward-looking theories and methods of diffusion models.

扩散模型是强大且通用的生成式人工智能技术，在计算机视觉、音频、强化学习和计算生物学等领域取得了巨大的成功。本文回顾了扩散模型的新兴应用，理解了它们在各种控制下的样本生成。同时，我们概述了现有的扩散模型理论，涵盖了它们的统计性质和采样能力。进一步地，我们评述了通过条件扩散模型进行高维结构化优化的新途径，将解决方案的搜索重新定义为条件采样问题，并通过扩散模型进行求解。最后，我们讨论了扩散模型的未来发展方向。本文旨在为刺激前瞻性的扩散模型理论和方法提供全面的理论介绍。

扩散模型概述：应用、引导生成、统计速率和优化