What are Diffusion Models?

[Updated on 2021-09-19: Highly recommend this blog post on score-based generative modeling by Yang Song (author of several key papers in the references)].
[Updated on 2022-08-27: Added classifier-free guidance, GLIDE, unCLIP and Imagen.
[Updated on 2022-08-31: Added latent diffusion model.
[Updated on 2024-04-13: Added progressive distillation, consistency models, and the Model Architecture section.