Diffusion Models under Alternative Noise: Simplified Analysis and Sensitivity

Abstract

Diffusion models, typically formulated as discretizations of stochastic differential equations (SDEs), have achieved state-of-the-art performance in generative tasks. However, their theoretical analysis often involves complex proofs. In this work, we present a simplified framework for analyzing the Euler--Maruyama discretization of variance-preserving SDEs (VP-SDEs). Using Gr\"onwall's inequality, we derive a convergence rate of $O(T^{-1/2})$ under standard Lipschitz assumptions, streamlining prior analyses. We then demonstrate that the standard Gaussian noise can be replaced by computationally cheaper discrete random variables (e.g., Rademacher) without sacrificing this convergence guarantee, provided the mean and variance are matched. Our experiments validate this theory, showing that (i) discrete noise achieves sample quality comparable to Gaussian noise provided the variance is matched correctly, and (ii) performance degrades if the noise variance is scaled incorrectly.