One Inverse Step is a Convex Program: Bayes-Limit Calibration of Diffusion Inversion

One implicit DDIM inversion step is the cheapest probe of whether a pretrained diffusion model encodes local manifold geometry. It is the stationarity condition of an explicit potential, $x-G(x)=\nablaΨ_t(x)$, strongly convex at the Bayes limit with modulus exactly $e^{-h_t}$ for the step's log-SNR gap $h_t$ $-$ for every data law, schedule and point, with no manifold, reach or unimodality hypothesis. Three consequences must be kept apart. (i) The solution is unique at the Bayes limit; a second one requires the trained score to violate the posterior-covariance bound by $1/(1-e^{-h_t})$, a hypothesis-free certificate of model error; the same bound makes contraction a schedule constant, $ρ_g^{\star}=1-e^{-h_t}<0.326$ throughout the standard DDPM schedule. (ii) The solver can still fail: Picard iteration is unit-step gradient descent on $Ψ_t$, unstable wherever $λ_{\max}(\nabla^2Ψ_t)>2$, so oscillation certifies nothing; damping below $2/λ_{\max}$ cures it. (iii) The geometry lives in the convergence domain: on the scale-free depth $w=rκ_{\max}$ the oscillation shell sits at $w=\tfrac12$, schedule-free, and the divergence shell at $w=1/(1+ρ_g^{\star})$, with a measured finite-noise correction in $\|\mathrm{II}\|^2$. Exact scores reproduce both to within $0.54\%$ on three classes; no trained score we probe shows a shell $-$ a derived limitation, not a null result: the Fermi window conflicts with the model's own training support by $3.6$-$5.6\times$, and the trained Hessian-Lipschitz constant is $2$-$12\%$ of the curvature the law reads, $0$ on a ReLU net. Finally the unconditional ceiling $σ_tλ_{\max}(\mathrm{sym}\,J)\le1$, from $\mathrm{Cov}(x_0\mid x_t)\succeq0$ alone, holds for the exact score to $3\times10^{-7}$ but is violated in all DDPM CIFAR-10/CelebA-HQ-256 settings, by $1.26$-$4.66\times$.

A Plug-in Interpretation of Conditioning in Score-Based Diffusion Models

We propose a conditioning mechanism for diffusion models based on multi-speed joint diffusion of the target and the condition. The mechanism learns an unconditional joint score network and enforces conditioning at inference via a plug-in correction term. The plug-in term separates the conditioning contribution from the learned unconditional dynamics, offering a transparent view of how the condition steers generation of the target distribution. Building on this, we derive explicit conditional reverse-time SDEs and approximate probability-flow ODEs, enabling principled and directly comparable conditional samplers. To reduce the induced ODE--SDE discrepancy, we introduce a log-Fokker--Planck residual regularization that improves ODE sampling quality. Experiments on conditional image generation tasks demonstrate competitive performance and support the effectiveness of the plug-in conditioning view. Additional ODE--SDE comparison experiments show that the log-Fokker--Planck residual regularization improves deterministic ODE sampling.

All in One: Generative Modeling as Mean-Field Game Design

Mean-field games (MFGs) offer a unifying lens on continuous-time generative modeling: a cost tuple recovering twelve prominent models---Continuous Normalizing Flows, OT-Flow, Score-based Models, Schrödinger Bridges, and more---as special cases of one variational problem. Yet two dimensions of this space remain entirely unexplored: the interaction term $\mathcal{I}$ is set to zero in many existing models, and the rich family of MFG solvers has never been applied to generative modeling. We address both gaps with MFGLab an open-source PyTorch library whose primary API is the cost tuple: all twelve models are specified by four composable cost functions, and the training loop, log-Jacobian, and reverse-ODE sampler are shared automatically. We additionally propose DI-Flow, a novel cost design that uses a differentiable entropy functional to encourage mode coverage, and provide learning-based MFG solvers that substantially outperform neural training on stochastic-dynamics rows. Experiments on two 2-D benchmarks confirm that the unified API is lossless relative to hand-coded implementations.

Non-Asymptotic Error Bounds for SMC with Biased Proposals: Application to Conditional Diffusion Sampling

Sequential Monte Carlo (SMC) methods are a natural tool for post-hoc conditioning of pretrained generative models, but in many applications the mutation kernels used by the particle system are biased approximations of an ideal Feynman--Kac flow. This paper develops a non-asymptotic error analysis for such SMC samplers. Under forward-smoothing forgetting conditions, we decompose the total error into a kernel bias, measuring the effect of replacing the ideal transition kernels by approximate ones, and a finite-particle Monte Carlo error. Our approach relies on extending local Doeblin-type conditions and Lyapunov drift arguments for Markov kernels to conditional distributions, thereby enabling a principled control of the bias. We then instantiate this general framework for conditional sampling with score-based diffusion models, and derive the first non-asymptotic error bound that jointly controls initialization error, time discretization, and score approximation in the reverse diffusion dynamics as well as finite-particle Monte Carlo error.

The Geometry of Phase Transitions in Generative Dynamics via Projection Caustics

Continuous-state generative samplers, including diffusion and flow-matching models, evolve through continuous reverse-time dynamics, yet their samples often undergo abrupt qualitative changes: trajectories commit to modes, semantic alternatives collapse, and small perturbations in narrow time windows can produce large downstream effects. This paper develops a geometric account of such phase-transition-like behaviour. We view denoising as gradient descent on a free energy landscape and show that sharp transitions arise near projection caustics, where the nearest-point projection onto the data support ceases to be unique. Motivated by this perspective, we introduce the Critical Boundary Detector (CBD), as practical diagnostics for score-direction instability. Across toy models, standard diffusion models, and latent text-to-image diffusion models, CBD localises mode commitment, predicts intervention-sensitive windows, and supports targeted control in geometrically sensitive regions. Our results connect geometry of data and dynamics of diffusion generation.

Theoretical guidelines for annealed Langevin dynamics in compositional simulation-based inference

Compositional score-based approaches to simulation-based inference (SBI) approximate the posterior over a shared parameter given $n$ independent observations by aggregating individually learned posterior scores: currently, there are two main propositions of such methods (Geffner et al. (2023), Linhart et al. (2026)). As the resulting composite score does not correspond to the score of any distribution along the forward diffusion path of the true multi-observation posterior, sampling from it via a reverse SDE leads to an irreducible bias. Annealed Langevin dynamics provides a principled alternative: it treats the composite score as the genuine score of a sequence of tractable bridging densities and samples from them in succession. When properly tuned, it could lead to a controllable bias. However, its hyperparameters, namely step sizes, the number of steps per level, and the number of annealing levels, have so far been chosen empirically. We derive Wasserstein bounds for annealed Langevin with approximate scores and translate them into explicit decision rules for these hyperparameters that guarantee a prescribed sampling accuracy, while highlighting different theoretical aspects of each composite score formulation. In the Gaussian setting, we obtain closed-form expressions for all relevant quantities and prove that the bridging densities of Linhart et al. (2026) consistently admit larger step sizes and require fewer total Langevin steps than those of Geffner et al. (2023). Furthermore, we show empirically that the tuning obtained in the Gaussian setting generalizes to more complex problems, thus providing a well-understood and theoretically grounded starting point for practitioners using compositional score-based approaches.