Diffusion Removes Langevin's Conditioning Dependence: A Sharp Gaussian Analysis

Adam Perbost, Francis Bach, Pierre Marion

Despite their empirical success, why diffusion models overcome the bottlenecks of classical score-based samplers remains unclear. In this work, we leverage Gaussian distributions to isolate this phenomenon. We establish 2-Wasserstein convergence bounds for optimized hyperparameters, showing that diffusion processes achieve a sampling error of $O(\sqrt{dλ_{\max}}\log N/N)$, where $d$ is the dimension, $N$ the number of sampling steps, and $λ_{\max}$ the largest eigenvalue of the target covariance matrix. Unadjusted and underdamped Langevin dynamics suffer from an additional $\sqrtκ$ factor, where $κ$ is the condition number. These rates follow from spectral bounds which are sharp: we confirm them via matching first-order asymptotics as $N\rightarrow\infty$. Our analysis provides a rigorous characterization, in the Gaussian setting, of how time-dependent score trajectories remove condition-number dependence during sampling. By contrast, in the learning phase, we show that estimating the unnoised score by gradient descent leads to essentially the same estimator as estimating a noisy score, which suggests that the benefits of noising do not come from the learning phase.