Yuri introduces diffusion foundations and covers "Feynman-Kac Correctors"

# Yuri gives an intro to diffusion foundations and covers "Feynman-Kac Correctors in Diffusion"

This Thursday we will be studying “Feynman-Kac Correctors in Diffusion: Annealing, Guidance, and Product of Experts”
https://arxiv.org/pdf/2503.02819

The following sections are recommended for reading:
Section 2 (recommended): diffusion background although the rubrics will be introduced in the primary tutorial
Section 3,4: The crux of the new method
Section 5: Optional empirical study

Other publications worth a review given time
Diffusion DDPM: https://arxiv.org/pdf/2006.11239
Classifier Guidance: https://arxiv.org/pdf/2105.05233
Classifier free guidance https://arxiv.org/pdf/2207.12598

Yuri is the author of https://thevariationalbook.com/