How to learn Diffusion Models Step by Step (WIP)

Diffusion models are quite popular. Please see the study notes to learn it step by step.

1. Blog What are Diffusion Models? by Lilian Weng.
2. Blog The Annotated Diffusion Model by Niels Rogge and Kashif Rasul.
3. Video How I Understand Diffusion Models by Jia-Bin Huang.

My study notes.

1. What are Diffusion Models and Study Notes.
2. The Annotated Diffusion Model and Study Notes.
3. Attention and Linear Attention.