Approximation Families and the Statistical Efficiency of Denoising Score Matching

Score matching is an alternative to maximum likelihood estimation when the normalizing constant is unknown or too costly to evaluate. However, vanilla score matching has shown to be inefficient relative to maximum likelihood estimation for multimodal distributions with well-separated modes, which are commonly encountered in practical applications. We compare a novel diffusion-based denoising score matching estimator (DDSME) to the vanilla score matching estimator (SME) in this scenario. In particular, we prove statistical guarantees for both estimators, showing that the error bound for the vanilla SME worsens when the separation between the modes increases, which can be avoided in case of the DDSME with suitable hyperparameter tuning. This provides a novel theoretical explanation for the superior behavior of diffusion-based score matching over the vanilla version.

We study the sample complexity of estimating Ornstein--Uhlenbeck diffusion scores in $\mathbb R^d$ using denoising score matching (DSM) with finite-width shallow ReLU networks, and its implications for reverse-process sampling. Under weak differentiability and polynomial-growth conditions on normalized derivatives of the initial density, we combine complementary estimates from the Gaussian transition kernel and the initial density to obtain explicit Sobolev bounds that are uniform in time on each fixed ball. Combining these bounds with existing shallow-network approximation theory gives explicit control of the approximation error and a sufficient path-norm budget. We then use truncation and localized Rademacher complexity to establish high-probability risk bounds for path-norm-constrained empirical DSM minimizers with unbounded inputs and labels. Under additional bounded-density and sub-Gaussian assumptions, suitable choices of network width and path-norm budget yield squared $L^2(P_t)$ score risk $\widetilde O(n^{-(d+3)/(2d+3)})$ at each fixed time $t>0$, where $n$ is the number of independent training samples and $P_t$ is the forward marginal. The nonasymptotic bounds retain explicit dependence on diffusion time and the regularity and tail parameters of the initial distribution. Aggregating the score errors over a time grid and applying existing sampling theory together with an early-stopping bound yields a high-probability total-variation error $\widetilde O(n^{-(d+3)/(4d+6)})$ between the generated and original data distributions under suitable sampling parameters. Here $\widetilde O$ suppresses logarithmic factors for fixed dimension, confidence level, and initial distribution.

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 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.