Speed up the inference of diffusion models via shortcut MCMC sampling

Diffusion probabilistic models have generated high quality image synthesis recently. However, one pain point is the notorious inference to gradually obtain clear images with thousands of steps, which is time consuming compared to other generative models. In this paper, we present a shortcut MCMC sampling algorithm, which balances training and inference, while keeping the generated data's quality. In particular, we add the global fidelity constraint with shortcut MCMC sampling to combat the local fitting from diffusion models. We do some initial experiments and show very promising results.