This episode provides a comprehensive monograph on diffusion models, detailing their foundational principles through three unifying perspectives: the Variational View (related to VAEs and DDPMs), the Score-Based View (rooted in EBMs and Score SDEs), and the Flow-Based View (connecting to Normalizing Flows and Flow Matching). The core concept involves defining a continuous forward process that adds noise and then learning a corresponding reverse process—a Stochastic Differential Equation (SDE) or Probability Flow Ordinary Differential Equation (PF-ODE)—to transform noise back into data. Much of the discussion focuses on the mathematical equivalence of these different formulations, the tractable training objectives ...