Diffusion-based Denoising Beats Vanilla Score Matching in Parameter Estimation: A Theoretical Explanation

Maximum likelihood (ML) estimation is a principled and statistically efficient approach for learning probabilistic models. However, for unnormalized models, ML estimation requires evaluating the partition function and differentiating through it, which may not always be tractable. Score matching provides a practically viable alternative that circumvents this obstacle by fitting the score in a way that eliminates dependence on the normalizing constant. We derive the generalized score matching objective on a convex subset of $\mathbb{R}^{d}$ constructively starting from Minimum Probability Flow (MPF) learning, and show how classical score matching as well as domain-adapted variants for non-negative data arise naturally within the proposed framework. We show that the resulting objective is a {\it proper local scoring rule} of second-order, which provides the theoretical guarantee that the true density is recovered when the objective is minimized. Furthermore, for a model belonging to the exponential family, we establish convexity of the objective together with consistency of the finite-sample estimator under standard regularity conditions. Our derivation sheds new light on the scope and applicability of generalized score matching in various problem settings. We compare generalized score matching-based estimators on constrained domains, where the partition function is analytically intractable. We provide experimental results on parameter estimation for model densities belonging to the exponential family defined over convex subsets of $\mathbb{R}^{d}$, and a generative modeling use-case to demonstrate broader applicability of the proposed generalized score matching framework.

Diffusion models (DMs) are a state-of-the-art generative method to approximately sample from an unknown distribution. Their training and evaluation primarily rely on an Evidence Lower Bound (ELBO), which relates the Kullback-Leibler (KL) divergence of model samples to the score matching loss along the path, which serves as a tractable surrogate. The difference between sample quality and the score matching loss produced by this bound leads to the \emph{score matching gap}, which is known to be tight in the worst-case but not descriptive of sample quality in general. In this work, we provide a theoretical analysis of this gap, developing tighter bounds for three metrics: KL divergence, reverse KL divergence, and Wasserstein distance, effectively exploiting the regularity of the class of score estimators. Our results suggest that the quality of the score approximation has more impact on closing the score matching gap for low noise scales. To obtain these bounds, our key technical insight is to exploit the contraction properties of the backward processes. In particular, we rely on entropy flows, logarithmic Sobolev inequalities and reflection couplings, rigorously linking the ergodicity of the Langevin diffusion to the score matching gap problem.

We study denoising score matching (DSM) when the latent distribution is supported on a smooth embedded manifold $M \subset \mathbb{R}^D$. Under ambient Gaussian corruption, the tangent denoising target contains a singular normal-fiber noise channel whose variance diverges as $d/σ^2$ as $σ\to 0^+$. We show that conditioning on the nearest-point projection $π(X)$ canonically removes this singularity: the resulting conditional expectation is the unique $L^2$-optimal Rao-Blackwellized predictor of the tangent DSM target among all estimators depending only on the projected observation $π(X)$. We then compute the small-noise expansion of this canonical target and show that it equals the intrinsic Riemannian score up to an explicit order-$σ^2$ correction that decomposes into an intrinsic Tweedie term and an extrinsic curvature term involving the Weingarten and Ricci operators. In the flat case, the construction reduces exactly to ordinary lower-dimensional Gaussian DSM, while on $S^d$ the extrinsic correction simplifies to the scalar factor $(1-d/2)\nabla_M \log q$; this extrinsic $σ^2$ correction cancels identically on $S^2$, though the intrinsic Tweedie term remains.