Doob H-Transform
Overview
A Doob H-transform changes the dynamics of a stochastic process by weighting states according to how likely they are to lead to a desired outcome. In diffusion and flow models, it provides a way to guide generation toward rewards, constraints, or source-consistent edits, including when rewards are non-differentiable or the model cannot be retrained. Approaches include estimating the guiding function from samples, adjusting reverse transitions in discrete diffusion, and distilling guidance into a model; related bridge methods soften endpoint constraints for greater stability. A central challenge is that approximate guidance can distort sampling or miss high-reward modes, so work continues to balance fidelity, diversity, computational cost, and guarantees on approximation error.
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