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[Paper] Polynomial Speedup in Diffusion Models with the Multilevel Euler-Maruyama Method

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Summary

Researchers have introduced the Multilevel Euler-Maruyama (ML-EM) method, designed to achieve a polynomial speedup in computing solutions for Diffusion Models, SDEs, and ODEs. This method optimizes computation by using a range of drift approximators with varying accuracy and cost. It strategically evaluates the most accurate approximators sparingly while frequently utilizing less costly ones, proving particularly effective for computationally intensive problems.

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