- For scalar discrete random variables with K categories
Forward process
- Transition matrix [Qtβ]ijβ=p(xtβ=jβ£xtβ1β=i)
- Forward process
- q(xtββ£xtβ1β)=Cat(xtβ;p=xtβ1βQtβ)
- where Cat(x;p) is a categorical distribution over the one-hot row vector x with probabilites given by the row vector p.
- xtβ1βQtβ is a row vector-matrix product
- It is assumed that Qtβ is applied to each pixel or token independently, so q(xtββ£xtβ1β) represents the forward process for the entire object
- Closed forms
- Forward: q(xtββ£x0β)=Cat(xtβ;p=x0βQΛβtβ) with QΛβtβ=Q1β...Qtβ
- Posterior: q(xtβ1ββ£xtβ,x0β)=q(xtββ£x0β)q(xtββ£xtβ1β,x0β)q(xtβ1ββ£x0β)β=Cat(xtβ1β;p=x0βQΛβtβxtTβxtβQtTββx0βQΛβtβ1ββ)
Choice of transition matrix Qtβ
- must converge to a know stationary distribution