From Denoising Score Matching to Langevin Sampling: A Fine-Grained Error Analysis in the Gaussian Setting

• URL: http://arxiv.org/abs/2503.11615v1
• Date: Fri, 14 Mar 2025 17:35:00 GMT
• Title: From Denoising Score Matching to Langevin Sampling: A Fine-Grained Error Analysis in the Gaussian Setting
• Authors: Samuel Hurault, Matthieu Terris, Thomas Moreau, Gabriel Peyré,
• Abstract summary: We analyze the sampling process in a simple yet representative setting using a Langevin diffusion sampler.<n>We show that the Wasserstein sampling error can be expressed as a kernel-type norm of the data power spectrum.
• Score: 25.21429354164613
• License: http://creativecommons.org/licenses/by/4.0/
• Abstract: Sampling from an unknown distribution, accessible only through discrete samples, is a fundamental problem at the core of generative AI. The current state-of-the-art methods follow a two-step process: first estimating the score function (the gradient of a smoothed log-distribution) and then applying a gradient-based sampling algorithm. The resulting distribution's correctness can be impacted by several factors: the generalization error due to a finite number of initial samples, the error in score matching, and the diffusion error introduced by the sampling algorithm. In this paper, we analyze the sampling process in a simple yet representative setting-sampling from Gaussian distributions using a Langevin diffusion sampler. We provide a sharp analysis of the Wasserstein sampling error that arises from the multiple sources of error throughout the pipeline. This allows us to rigorously track how the anisotropy of the data distribution (encoded by its power spectrum) interacts with key parameters of the end-to-end sampling method, including the noise amplitude, the step sizes in both score matching and diffusion, and the number of initial samples. Notably, we show that the Wasserstein sampling error can be expressed as a kernel-type norm of the data power spectrum, where the specific kernel depends on the method parameters. This result provides a foundation for further analysis of the tradeoffs involved in optimizing sampling accuracy, such as adapting the noise amplitude to the choice of step sizes.

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