Ornstein-Uhlenbeck Is Hard to Beat, Yet Superlinear Drift Ships Lower Transport Costs

Despite their empirical success, why diffusion models overcome the bottlenecks of classical score-based samplers remains unclear. In this work, we leverage Gaussian distributions to isolate this phenomenon. We establish 2-Wasserstein convergence bounds for optimized hyperparameters, showing that diffusion processes achieve a sampling error of $O(\sqrt{dλ_{\max}}\log N/N)$, where $d$ is the dimension, $N$ the number of sampling steps, and $λ_{\max}$ the largest eigenvalue of the target covariance matrix. Unadjusted and underdamped Langevin dynamics suffer from an additional $\sqrtκ$ factor, where $κ$ is the condition number. These rates follow from spectral bounds which are sharp: we confirm them via matching first-order asymptotics as $N\rightarrow\infty$. Our analysis provides a rigorous characterization, in the Gaussian setting, of how time-dependent score trajectories remove condition-number dependence during sampling. By contrast, in the learning phase, we show that estimating the unnoised score by gradient descent leads to essentially the same estimator as estimating a noisy score, which suggests that the benefits of noising do not come from the learning phase.

We consider the robustness of score-based generative modeling to errors in the estimate of the score function. In particular, we show that Langevin dynamics is not robust to the $L^2$ errors (more generally $L^p$ errors) in the estimate of the score function. It is well-established that with small $L^2$ errors in the estimate of the score function, diffusion models can sample faithfully from the target distribution under fairly mild regularity assumptions in a polynomial time horizon. In contrast, our work shows that even for simple distributions in high dimensions, Langevin dynamics run for any polynomial time horizon will produce a distribution far from the target distribution in Total Variation (TV) distance, even when the $L^2$ error (more generally $L^p$) of the estimate of the score function is arbitrarily small. Considering such an error in the estimate of the score function is unavoidable in practice when learning the score function from data, our results provide further justification for diffusion models over Langevin dynamics and serve to caution against the use of Langevin dynamics with estimated scores.

Diffusion models are often introduced from multiple perspectives, such as VAEs, score matching, or flow matching, accompanied by dense and technically demanding mathematics that can be difficult for beginners to grasp. One classic question is: how does the reverse process invert the forward process to generate data from pure noise? This article systematically organizes the diffusion model from a fresh Langevin perspective, offering a simpler, clearer, and more intuitive answer. We also address the following questions: how can ODE-based and SDE-based diffusion models be unified under a single framework? Why are diffusion models theoretically superior to ordinary VAEs? Why is flow matching not fundamentally simpler than denoising or score matching, but equivalent under maximum-likelihood? We demonstrate that the Langevin perspective offers clear and straightforward answers to these questions, bridging existing interpretations of diffusion models, showing how different formulations can be converted into one another within a common framework, and offering pedagogical value for both learners and experienced researchers seeking deeper intuition.