Score Approximation, Estimation and Distribution Recovery of Diffusion Models on Low-Dimensional Data

Minshuo ChenKaixuan HuangTuo ZhaoMengdi Wang

article2023ICML203 citations

Establishes the first end-to-end theoretical guarantees for diffusion models on low-dimensional subspace data, proving that an encoder-decoder architecture overcomes the curse of ambient dimensionality with sample complexity and convergence rates governed solely by the intrinsic data dimension.

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High-dimensional data in modern applications, such as high-resolution images and audio, frequently exhibit underlying low-dimensional structures due to natural symmetries and patterns. While diffusion models have demonstrated state-of-the-art empirical performance in generating these complex data types, the theoretical understanding of how and why they succeed has lagged behind. Existing theoretical analyses typically assume access to an already well-estimated score function without explaining how neural networks learn it or how the data's intrinsic geometry influences statistical complexity.

The article establishes an integrated theoretical framework that evaluates both score estimation via neural networks and distribution recovery in diffusion models. Specifically, it demonstrates how diffusion models avoid the curse of ambient dimensionality when data reside on an unknown low-dimensional linear subspace.

To conduct this evaluation, the authors mathematically analyzed a standard score-based diffusion model using a variance-preserving Ornstein-Uhlenbeck forward process and a learned reverse process. They designed a specialized score network class featuring an encoder-decoder architecture with shortcut connections, closely mirroring practical architectures like U-Net. The theoretical framework evaluates score function approximation over unbounded domains using a truncation technique, bounds statistical estimation errors using empirical process theory on finite sample sizes, and derives convergence guarantees for the simulated, discretized reverse sampling process.

The analysis reveals several key findings. First, the score function naturally decomposes into an on-support component that captures the underlying data distribution and an orthogonal component that enforces subspace recovery. Second, the proposed neural network architecture accurately approximates the score function, with network size depending primarily on the intrinsic data dimension rather than the ambient dimension. Third, score matching achieves an explicit statistical convergence rate where the estimation error scales with sample size as the intrinsic dimension increases, rather than suffering from ambient dimensionality. Fourth, the generated data distribution converges to the true distribution with strong total variation and Wasserstein distance guarantees, while the variance in orthogonal directions vanishes as the stopping time nears zero.

These results provide a formal mathematical justification for the remarkable empirical efficiency of diffusion models in high-dimensional domains. They show that practitioners do not need separate dimensionality reduction steps, such as principal component analysis, because diffusion models naturally and end-to-end recover low-dimensional structures while estimating data distributions. Furthermore, the findings highlight a practical trade-off regarding the early-stopping time parameter: stopping too early amplifies score estimation errors due to score blowup, whereas stopping too late introduces distributional bias.

For engineering and deploying diffusion models, teams should adopt encoder-decoder architectures with residual connections and enforce Lipschitz regularity during training to maintain stability. Practitioners should also calibrate early-stopping thresholds and discretization step sizes to balance the trade-off between score stability and distribution bias. Organizations should support further research to extend these theoretical guarantees from linear subspaces to non-linear Riemannian manifolds and investigate modern temporal embeddings such as sinusoidal positional encodings.

Confidence in these findings is high for linear subspace settings under standard assumptions, including sub-Gaussian distribution tails and Lipschitz-smooth score components. However, leaders should note that real-world image manifolds frequently contain nonlinear curvatures and complex topological structures that exceed the linear subspace boundaries analyzed in the article.

arXiv: 2302.07194
  • Paper: Denoising Diffusion Probabilistic Models, Jonathan Ho et al. (2020). Its foundational denoising diffusion formulation supplies the reverse-process and score-estimation framework that this paper analyzes theoretically.

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Cover for Score Approximation, Estimation and Distribution Recovery of Diffusion Models on Low-Dimensional Data

Abstract

Diffusion models achieve state-of-the-art performance in various generation tasks. However, their theoretical foundations fall far behind. This paper studies score approximation, estimation, and distribution recovery of diffusion models, when data are supported on an unknown low-dimensional linear subspace. Our result provides sample complexity bounds for distribution estimation using diffusion models. We show that with a properly chosen neural network architecture, the score function can be both accurately approximated and efficiently estimated. Further, the generated distribution based on the estimated score function captures the data geometric structures and converges to a close vicinity of the data distribution. The convergence rate depends on subspace dimension, implying that diffusion models can circumvent the curse of data ambient dimensionality.

Table of Contents

  • 1. Introduction
  • 1.1. Related Work
  • 2. Preliminaries
  • 3. Score Decomposition
  • 4. Score Approximation and Estimation
  • 4.1. Score Approximation
  • 4.2. Score Estimation Theory
  • 5. Distribution Estimation
  • 6. Conclusion and Discussion
  • Acknowledgements
  • References
  • A. Omitted Proofs in Section 3
  • A.1. Proof of Lemma 1
  • A.2. Computation in Example 1
  • B. Omitted Proofs in Section 4
  • B.1. Proof of Theorem 1
  • B.2. Proof of Theorem 2
  • B.3. Conditional Covariance Bound
  • B.4. Truncation Error
  • C. Omitted Proofs in Section 5
  • C.1. Subspace Error and Latent Score Matching Error
  • C.2. Backward Processes
  • C.3. Orthogonal Process
  • C.4. Proof of Theorem 3
  • D. Omitted Proofs in Section C
  • D.1. Proof of Lemma 3
  • D.1.1. Evolution of Score Function
  • D.1.2. Other Lemmas
  • D.2. Proof of Lemma 4, Undiscretized Setting
  • D.3. Proof of Lemma 4, Discretized Setting
  • D.4. Proof of Lemma 5
  • E. Helper Lemmas

Knowls

  1. Knowl 1 — Neural score estimation has intrinsic-dimension-dependent sample complexity

    theoretical result

    Suppose data have the form X=AZX=AZ, where A∈RD×dA\in\mathbb{R}^{D\times d} has orthonormal columns and the latent variable Z∈RdZ\in\mathbb{R}^d satisfies the paper’s smoothness, tail, and score-Lipschitz assumptions. Train the encoder–decoder score class described below by empirical denoising score matching, and choose its approximation parameter as ϵ=n−(1−δ(n))/(d+5)\epsilon=n^{-(1-\delta(n))/(d+5)}, where nn is the sample size and δ(n)=dlog⁡log⁡n/log⁡n\delta(n)=d\log\log n/\log n. With probability at least 1−1/n1-1/n, the fitted score s^\widehat s satisfies

    1T−t0∫t0T∥s^(⋅,t)−∇log⁡pt(⋅)∥L2(Pt)2 dt=O~ ⁣(1t0[n−2−2δ(n)d+5+Dn−d+3d+5]log⁡3n).\frac{1}{T-t_0}\int_{t_0}^{T}\|\widehat s(\cdot,t)-\nabla\log p_t(\cdot)\|_{L^2(P_t)}^2\,dt =\widetilde O\!\left(\frac{1}{t_0}\left[n^{-\frac{2-2\delta(n)}{d+5}}+D n^{-\frac{d+3}{d+5}}\right]\log^3 n\right).

    Here PtP_t is the forward-noised data distribution at time tt, ptp_t its density, TT the forward horizon, and t0>0t_0>0 the early-stopping time. The suppressed factors depend on β\beta, log⁡D\log D, dd, log⁡t0\log t_0, and the time-regularity constant τ\tau of the approximation theorem. In particular, the leading sample-size exponent is governed by intrinsic dimension dd, rather than by ambient dimension DD.

  2. Knowl 2 — The learned reverse process estimates the latent noised data distribution

    theoretical result

    Let PzP_z be the latent data law, let PtLDP_t^{\mathrm{LD}} be the law of e−t/2Z+1−e−t Ge^{-t/2}Z+\sqrt{1-e^{-t}}\,G for independent Z∼PzZ\sim P_z and G∼N(0,Id)G\sim\mathcal N(0,I_d), and let P^t0dis\widehat P_{t_0}^{\mathrm{dis}} be the distribution generated by simulating the learned, discretized reverse process from N(0,ID)\mathcal N(0,I_D) to time t0t_0. Under the score-estimation conditions, take T=Θ(log⁡n)T=\Theta(\log n) and assume KL(Pz∥N(0,Id))<∞\mathrm{KL}(P_z\|\mathcal N(0,I_d))<\infty. If the discretization step satisfies η≤(t02/d)n−(2−2δ(n))/(d+5)\eta\le (t_0^2/d)n^{-(2-2\delta(n))/(d+5)}, then an orthogonal matrix U∈Rd×dU\in\mathbb{R}^{d\times d} exists such that

    TV ⁣(Pt0LD,(VU)♯⊤P^t0dis)=O~ ⁣(1c0t0n−1−δ(n)d+5log⁡2n).\mathrm{TV}\!\left(P_{t_0}^{\mathrm{LD}},(VU)^\top_{\sharp}\widehat P_{t_0}^{\mathrm{dis}}\right) =\widetilde O\!\left(\frac{1}{\sqrt{c_0t_0}}n^{-\frac{1-\delta(n)}{d+5}}\log^2 n\right).

    Here V∈RD×dV\in\mathbb{R}^{D\times d} is the learned encoder–decoder subspace matrix, (VU)♯⊤(VU)^\top_{\sharp} denotes pushforward by x↦(VU)⊤xx\mapsto(VU)^\top x, c0=λmin⁡(E[ZZ⊤])c_0=\lambda_{\min}(\mathbb E[ZZ^\top]), and δ(n)=dlog⁡log⁡n/log⁡n\delta(n)=d\log\log n/\log n. The guarantee compares the generated latent law to the forward-noised latent target at the stopping time, not directly to the clean latent law.

  3. Knowl 3 — Score matching recovers the unknown data subspace

    theoretical result

    For data X=AZX=AZ with orthonormal-column A∈RD×dA\in\mathbb{R}^{D\times d}, define c0=λmin⁡(E[ZZ⊤])>0c_0=\lambda_{\min}(\mathbb E[ZZ^\top])>0. With the estimated score network trained as in the score-estimation result, choose T=Θ(log⁡n)T=\Theta(\log n) and an admissible early-stopping time t0=O(min⁡{c0,1/β})t_0=O(\min\{c_0,1/\beta\}). The learned encoder–decoder matrix VV then recovers the data subspace in projector distance:

    ∥VV⊤−AA⊤∥F2=O~ ⁣(1c0n−2−2δ(n)d+5log⁡7/2n),δ(n)=dlog⁡log⁡nlog⁡n.\|VV^\top-AA^\top\|_F^2 =\widetilde O\!\left(\frac{1}{c_0}n^{-\frac{2-2\delta(n)}{d+5}}\log^{7/2}n\right), \qquad \delta(n)=\frac{d\log\log n}{\log n}.

    This is a guarantee on the column spaces, not on ∥V−A∥F\|V-A\|_F: an orthogonal change of coordinates within the dd-dimensional subspace does not change its projector.

  4. Knowl 4 — A low-dimensional encoder–decoder network approximates the score

    theoretical result

    Assume X=AZX=AZ, with orthonormal-column A∈RD×dA\in\mathbb R^{D\times d}, and assume the latent density has the sub-Gaussian tail and the on-support score has the β\beta-Lipschitz regularity stated in the paper. For any ϵ>0\epsilon>0, a network of the form sV,θ(x,t)=h(t)−1Vfθ(V⊤x,t)−h(t)−1xs_{V,\theta}(x,t)=h(t)^{-1}Vf_\theta(V^\top x,t)-h(t)^{-1}x can be configured so that, for every t∈[t0,T]t\in[t_0,T],

    ∥sˉV,θ(⋅,t)−∇log⁡pt(⋅)∥L2(Pt)≤d+1h(t)ϵ.\|\bar s_{V,\theta}(\cdot,t)-\nabla\log p_t(\cdot)\|_{L^2(P_t)} \le \frac{\sqrt{d}+1}{h(t)}\epsilon.

    One valid configuration has depth L=O(log⁡(1/ϵ)+d)L=O(\log(1/\epsilon)+d), output bound K=O((1+β)dlog⁡1/2(d/(t0ϵ)))K=O((1+\beta)^d\log^{1/2}(d/(t_0\epsilon))), width

    M=O ⁣((1+β)dTτdd/2+1ϵ−(d+1)log⁡d/2 ⁣(dt0ϵ)),M=O\!\left((1+\beta)^dT\tau d^{d/2+1}\epsilon^{-(d+1)}\log^{d/2}\!\left(\frac{d}{t_0\epsilon}\right)\right),

    and sparsity

    J=O ⁣((1+β)dTτdd/2+1ϵ−(d+1)log⁡d/2+1 ⁣(dt0ϵ)).J=O\!\left((1+\beta)^dT\tau d^{d/2+1}\epsilon^{-(d+1)}\log^{d/2+1}\!\left(\frac{d}{t_0\epsilon}\right)\right).

    The network’s latent-input and time Lipschitz bounds can be taken as γ=10d(1+β)\gamma=10d(1+\beta) and γt=10τ\gamma_t=10\tau. Here h(t)=1−e−th(t)=1-e^{-t}, ptp_t is the density of the forward-noised data, and τ=sup⁡t∈[t0,T], ∥z∥∞≤dlog⁡(d/(t0ϵ))∥∂t[h(t)s∥(z,t)]∥2\tau=\sup_{t\in[t_0,T],\,\|z\|_\infty\le\sqrt{d\log(d/(t_0\epsilon))}}\|\partial_t[h(t)s_{\parallel}(z,t)]\|_2. Thus the approximation complexity is controlled primarily by intrinsic dimension dd; DD enters through the ambient encoder and decoder.

  5. Knowl 5 — The score separates into latent and orthogonal components

    equation

    For X=AZX=AZ with A∈RD×dA\in\mathbb R^{D\times d} having orthonormal columns, the score of the forward-noised distribution decomposes as

    ∇log⁡pt(x)=A∇log⁡ptLD(A⊤x)−1h(t)(ID−AA⊤)x.\nabla\log p_t(x) =A\nabla\log p_t^{\mathrm{LD}}(A^\top x) -\frac{1}{h(t)}(I_D-AA^\top)x.

    Here ptLD(z′)=∫ϕt(z′∣z)pz(z) dzp_t^{\mathrm{LD}}(z')=\int \phi_t(z'\mid z)p_z(z)\,dz is the latent-space density after forward noise, ϕt(⋅∣z)\phi_t(\cdot\mid z) is the Gaussian density of N(e−t/2z,h(t)Id)\mathcal N(e^{-t/2}z,h(t)I_d), and h(t)=1−e−th(t)=1-e^{-t}. The first term lies in the data subspace and carries information about the latent distribution; the second acts only in the orthogonal complement and does not depend on that distribution. In the reverse-time dynamics, the orthogonal component follows a linear process with drift coefficient 1/2−1/h(T−t)1/2-1/h(T-t), while the on-subspace dynamics use the latent score.

  6. Knowl 6 — The orthogonal part of generated samples vanishes near the data subspace

    theoretical result

    For the continuous-time reverse process with the paper’s score decomposition, initialized from standard Gaussian noise and run to stopping time t0t_0, the orthogonal projection of the generated distribution satisfies

    (ID−VV⊤)♯P^t0cont=N(0,Σ),Σ⪯ct0ID,(I_D-VV^\top)_{\sharp}\widehat P_{t_0}^{\mathrm{cont}}=\mathcal N(0,\Sigma), \qquad \Sigma\preceq c t_0 I_D,

    for a constant c>0c>0. Here V∈RD×dV\in\mathbb R^{D\times d} is the learned subspace matrix and P^t0cont\widehat P_{t_0}^{\mathrm{cont}} is the continuous-time generated law. Consequently the orthogonal output magnitude tends to zero as t0→0t_0\to0, so the generated samples concentrate near the learned data subspace. For the discretized orthogonal process with step size η\eta, the stated variance bound is et0+ηIDe^{t_0+\eta}I_D when T>1T>1 and t0+η≤1t_0+\eta\le1.

  7. Knowl 7 — The score network uses a shortcut and a learned low-dimensional bottleneck

    model/method

    The score class is

    SNN={sV,θ(x,t)=1h(t)Vfθ(V⊤x,t)−1h(t)x:V⊤V=Id},\mathcal S_{\mathrm{NN}}= \left\{s_{V,\theta}(x,t)=\frac{1}{h(t)}Vf_\theta(V^\top x,t)-\frac{1}{h(t)}x: V^\top V=I_d\right\},

    where x∈RDx\in\mathbb R^D, V∈RD×dV\in\mathbb R^{D\times d}, and fθ:Rd×[t0,T]→Rdf_\theta:\mathbb R^d\times[t_0,T]\to\mathbb R^d is a ReLU network. The map V⊤V^\top encodes the ambient input into dd coordinates, fθf_\theta processes those coordinates and time, and VV decodes back to the ambient space. The term −x/h(t)-x/h(t) is a shortcut connection. The network is configured with bounded output, sparse weights, and Lipschitz constraints in latent input and time; score matching learns VV rather than requiring the data subspace to be known in advance. The schedule is h(t)=1−e−th(t)=1-e^{-t}.

  8. Knowl 8 — Early stopping trades latent recovery error against score instability

    empirical result

    The clean latent law PzP_z and the forward-noised latent target Pt0LDP_{t_0}^{\mathrm{LD}} differ by a smoothing bias bounded in Wasserstein-2 distance as

    W2(Pt0LD,Pz)=O(dt0).W_2(P_{t_0}^{\mathrm{LD}},P_z)=O(\sqrt{dt_0}).

    At the same time, the learned reverse-process total-variation bound for estimating Pt0LDP_{t_0}^{\mathrm{LD}} worsens as t0t_0 decreases, through its factor 1/t01/\sqrt{t_0}; the score itself becomes singular as t0→0t_0\to0. Balancing the two reported error scales by taking t0=n−(1−δ(n))/(d+5)t_0=n^{-(1-\delta(n))/(d+5)}, with δ(n)=dlog⁡log⁡n/log⁡n\delta(n)=d\log\log n/\log n, gives respective bounds of order O~(n−(1−δ(n))/(2(d+5))log⁡2n)\widetilde O(n^{-(1-\delta(n))/(2(d+5))}\log^2 n) for the latent total-variation estimation term and O~(n−(1−δ(n))/(2(d+5)))\widetilde O(n^{-(1-\delta(n))/(2(d+5))}) for the Wasserstein smoothing bias. These are bounds in different metrics and are not asserted to combine into a single metric guarantee.

  9. Knowl 9 — Latent-data and score regularity conditions for the guarantees

    assumption

    The analysis assumes that each ambient data point is X=AZX=AZ, where A∈RD×dA\in\mathbb R^{D\times d} is unknown with orthonormal columns and Z∈RdZ\in\mathbb R^d has density pzp_z. For approximation and estimation, pzp_z is positive and twice continuously differentiable, and there are positive constants B,C1,C2B,C_1,C_2 such that for ∥z∥2≥B\|z\|_2\ge B,

    pz(z)≤(2π)−d/2C1exp⁡ ⁣(−C22∥z∥22).p_z(z)\le(2\pi)^{-d/2}C_1\exp\!\left(-\frac{C_2}{2}\|z\|_2^2\right).

    The on-support score s∥(z,t)=∇log⁡ptLD(z)s_{\parallel}(z,t)=\nabla\log p_t^{\mathrm{LD}}(z) is assumed β\beta-Lipschitz in zz for all t∈[0,T]t\in[0,T]. The results concern linear-subspace support, not arbitrary nonlinear manifolds.

  10. Knowl 10 — Empirical denoising score matching trains the network

    model/method

    Given independent data x1,…,xn∼Pdatax_1,\ldots,x_n\sim P_{\mathrm{data}}, train a score network ss by sampling an index ii uniformly, a time tt uniformly from [t0,T][t_0,T], and a noised point Xt∣xi∼N(e−t/2xi,h(t)ID)X_t\mid x_i\sim\mathcal N(e^{-t/2}x_i,h(t)I_D), with h(t)=1−e−th(t)=1-e^{-t}. Minimize the empirical denoising loss

    L^(s)=1n∑i=1n1T−t0∫t0TEXt∣xi ⁣[∥−Xt−e−t/2xih(t)−s(Xt,t)∥22]dt.\widehat L(s)=\frac1n\sum_{i=1}^n\frac{1}{T-t_0}\int_{t_0}^T \mathbb E_{X_t\mid x_i}\!\left[ \left\|-\frac{X_t-e^{-t/2}x_i}{h(t)}-s(X_t,t)\right\|_2^2 \right]dt.

    The analytic target −(Xt−e−t/2xi)/h(t)-(X_t-e^{-t/2}x_i)/h(t) is the score of the Gaussian transition conditional on xix_i. The interval starts at t0>0t_0>0 to avoid the score blow-up at time zero; the trained network is then used in the discretized reverse process.

Coverage note — The paper’s Gaussian latent example and proof-only technical lemmas are omitted because they illustrate or support the main guarantees rather than adding independent contributed results.

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Citation

MLA
Chen, M., et al. “Score Approximation, Estimation and Distribution Recovery of Diffusion Models on Low-Dimensional Data”. International Conference on Machine Learning, vol. 202, 2023, pp. 4672–712, https://proceedings.mlr.press/v202/chen23o.html.
APA
Chen, M., Huang, K., Zhao, T., & Wang, M. (2023). Score Approximation, Estimation and Distribution Recovery of Diffusion Models on Low-Dimensional Data. International Conference on Machine Learning, 202, 4672–4712. https://proceedings.mlr.press/v202/chen23o.html
Chicago
Chen, M., K. Huang, T. Zhao, and M. Wang. 2023. “Score Approximation, Estimation and Distribution Recovery of Diffusion Models on Low-Dimensional Data”. International Conference on Machine Learning 202: 4672–4712. https://proceedings.mlr.press/v202/chen23o.html.
Harvard
Chen, M. et al. (2023) “Score Approximation, Estimation and Distribution Recovery of Diffusion Models on Low-Dimensional Data”, International Conference on Machine Learning. PMLR, pp. 4672–4712. Available at: https://proceedings.mlr.press/v202/chen23o.html.
Vancouver
1. Chen M, Huang K, Zhao T, Wang M (2023) Score Approximation, Estimation and Distribution Recovery of Diffusion Models on Low-Dimensional Data. In: International Conference on Machine Learning. PMLR, pp 4672–4712

BibTeX

@InProceedings{pmlr-v202-chen23o,
  title = 	 {Score Approximation, Estimation and Distribution Recovery of Diffusion Models on Low-Dimensional Data},
  author =       {Chen, Minshuo and Huang, Kaixuan and Zhao, Tuo and Wang, Mengdi},
  booktitle = 	 {Proceedings of the 40th International Conference on Machine Learning},
  pages = 	 {4672--4712},
  year = 	 {2023},
  editor = 	 {Krause, Andreas and Brunskill, Emma and Cho, Kyunghyun and Engelhardt, Barbara and Sabato, Sivan and Scarlett, Jonathan},
  volume = 	 {202},
  series = 	 {Proceedings of Machine Learning Research},
  month = 	 {23--29 Jul},
  publisher =    {PMLR},
  pdf = 	 {https://proceedings.mlr.press/v202/chen23o/chen23o.pdf},
  url = 	 {https://proceedings.mlr.press/v202/chen23o.html},
  abstract = 	 {Diffusion models achieve state-of-the-art performance in various generation tasks. However, their theoretical foundations fall far behind. This paper studies score approximation, estimation, and distribution recovery of diffusion models, when data are supported on an unknown low-dimensional linear subspace. Our result provides sample complexity bounds for distribution estimation using diffusion models. We show that with a properly chosen neural network architecture, the score function can be both accurately approximated and efficiently estimated. Further, the generated distribution based on the estimated score function captures the data geometric structures and converges to a close vicinity of the data distribution. The convergence rate depends on subspace dimension, implying that diffusion models can circumvent the curse of data ambient dimensionality.}
}
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