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The clearest entry point to diffusion models for a graduate-course audience: a 35-page tutorial that derives the algorithms from first principles without trading away rigor. Read it in full, then continue with the DDPM theory page and the DDPM MoG example.

Step-by-Step Diffusion: An Elementary Tutorial

Nakkiran, Bradley, Zhou, Advani · arXiv:2406.08929 · 35 pagesAn accessible derivation of diffusion models and flow matching that simplifies the math without sacrificing the rigor needed to write correct algorithms.
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