Infinite-dimensional generative diffusions via Doob’s h-transform
arXiv:2602.06621v1 Announce Type: new Abstract: This paper introduces a rigorous framework for defining generative diffusion models in infinite dimensions via Doob’s h-transform. Rather than relying on time reversal of a noising process, a reference diffusion is forced towards the target distribution by an exponential change of measure. Compared to existing methodology, this approach readily generalises to the infinite-dimensional setting, hence offering greater flexibility in the diffusion model. The construction is derived rigorously under verifiable conditions, and bounds with […]