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deschaussures147 t1_iukad3s wrote on October 31, 2022 at 11:46 PM

The answer is yes, there is a strong connection between the SDE using in sampling for diffusion models and MCMC. For this there are already some theoretical results in the convergence of the sampling in diffusion models, e.g. :

This NeuRIPS 22 paper: https://arxiv.org/abs/2206.06227
https://arxiv.org/abs/2209.11215

Edit: see my other reply as well.