Posterior sampling with a pretrained diffusion prior is governed by a conditional score whose intermediate likelihood component is generally intractable. We begin from an ideal one-parameter posterior SDE family in which a stochasticity parameter controls probability-flow transport and stochastic exploration without changing the posterior marginals. To obtain a tractable model, we express the likelihood in a rescaled clean-image coordinate and use log-SNR to organize the resulting posterior proxies. Projecting the diffusion uncertainty through the forward operator then yields a noise-conditioned covariance path whose targets approach the clean posterior. Because endpoint consistency of these targets does not ensure that a surrogate transport follows them, we interleave the transport with a frozen-target Langevin corrector, producing a continuous surrogate SDE. We discretize this model with an outer Lie--Trotter splitting and a variance-matched split-step IMEX predictor that treats the learned prior explicitly, the linear likelihood implicitly, and the stochastic innovation after the implicit solve. We prove marginal invariance of the ideal family, posterior convergence of the continuous surrogate under mixing and transport-defect conditions, and a first-order weak error bound for the discrete algorithm. Experiments on FFHQ and ImageNet with 100 score evaluations demonstrate competitive reconstruction fidelity for super-resolution and deblurring. A controlled 100-image ablation separates scale consistency from the finite-step effects of stochastic-increment placement, continuation, and corrector allocation. A separate noiseless box-inpainting study shows that large exploration reaches a performance plateau only when the matched innovation is injected after the stiff likelihood solve.
Zhaoqiang Liu, T. Pang, Ruibing Wang et al.· 0 citations
Diffusion models learn to reverse a predefined corruption process, but sampling still requires a costly time discretization and depends on the chosen noise schedule. We study these two issues for variance-preserving diffusions with matrix-valued schedules. Our analysis transfers reverse-time discretization errors to the forward corruption law and treats two numerical schemes within a common framework. The first freezes the score and yields, through a matrix-sensitive local comparison and forward information dissipation, an ambient-dimensional step complexity with leading factor $d/\varepsilon^2$ for KL accuracy $\varepsilon^2$. The second keeps the known Gaussian drift exact and freezes the posterior mean. For data of metric-entropy dimension $k$, a forward Markov identity, an anisotropic covering estimate, and Stieltjes integration by parts give the corresponding factor $k\log k/\varepsilon^2$. In both cases, the proof identifies a local error, accumulates it through the forward evolution, and inserts the result into a common KL decomposition. The local errors further provide directional criteria for matrix schedules and an asymptotically optimal square-root adaptive grid. A high-dimensional Gaussian-mixture experiment illustrates the resulting schedule and grid improvements.