Diffusion Deep Dive Part 1: From an Impossible Integral to a Two-Line Loss (and Back Out to Samples)
A step-by-step derivation of the DDPM training objective AND the sampler. We start from an intractable log-likelihood, apply the ELBO, rewrite the bound as a sum of Gaussian KL terms, derive the closed-form posterior, reparameterize down to an MSE noise-prediction loss, then turn that loss back into the iterative reverse-process algorithm that actually generates images.