Math Club, CUNY College of Staten Island
Time: Thursday, September 11, 2025, 14:30-15:30 EDT
Location: 1S-219
Title: Mathematical Principles of Generative Diffusion Models
Abstract: Recent developments in generative diffusion models have contributed to a wide variety of application areas, from image generation to drug discovery and numerical weather prediction. While the practical details of their implementation are interesting in their own right, diffusion models are enabled by a rich mathematical theory of probability and Bayesian statistics. In this talk, we will provide a self-contained introduction to the mathematical principles of diffusion models, driven by what we will refer to as the forward and backward stochastic processes. We will also look at some examples of image generation and examine the dynamical phase transitions evident in the backward process. The discussion will be accessible with only a bit of calculus and elementary probability. Therefore, students of all levels of mathematical background and interest are encouraged to attend!