ODE-based sampling of Markov transition kernels in flow and diffusion models
Determine how to obtain samples from the Markov transition kernel p_{t'|t}(x_{t'} | x_t) of flow matching or diffusion models using only ODE sampling, rather than relying on SDE sampling.
References
This creates a dilemma: So far, it is not known how to obtain samples X+ ~ Pt'|t(.|xt) using ODEs.
Analogous to , we hypothesize that the Brownian motion term $\mathrm{d}W_t{\mathcal{C}$ can be eliminated while preserving marginal distributions. This yields the probability flow ODE associated with the infinite-dimensional forward process: \begin{align}\label{equ:diffusion_ODE_infinite} \frac{\mathrm{d}u_t}{\mathrm{d}t} = f_{\theta}(u_t,t). \end{align} The conjecture is established strictly following the framework in , and the explicit form of $f_{\theta}(u_t,t)$ for the reverse SDE equ:diffusion_infinite requires further investigation.