Finite-Sample Guarantees for Fully Discrete Conditional Diffusion Models
Organizations: Department of Statistics and Actuarial Science University of Iowa
Abstract
We establish finite-sample guarantees for conditional diffusion models learned from data and implemented with finitely many denoising steps. Our approach aligns the score-training objective with the sampling grid, allowing statistical estimation and numerical discretization errors to be analyzed together. Under a smooth conditional density model, we derive high-probability bounds on the generated distribution's error and quantify the required number of score evaluations. For every smoothness index , a suitable grid yields averaged conditional Kullback--Leibler (KL) divergence relative to the original target with or without early stopping. Both the full and early-stopped samplers attain average target total-variation (TV) error . Here is the sample size, are the data and conditioning dimensions, and errors are averaged over the conditioning variable. The total-variation bound matches the rate established in existing conditional distribution-estimation theory, up to logarithmic factors.