Only the gradient component of score errors affects marginal distributions in diffusion models, so L2 error can be arbitrarily large with perfect match; this yields an impossibility result, a gradient-only KL bound, and a Sobolev estimator that correlates better with quality.
The Helmholtz- Hodge decomposition—a survey.IEEE Transactions on Visualization and Computer Graphics, 19(8):1386–1404, 2013
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Diffusion Models Observe Only Gradients: A Geometric Perspective on Score Matching Errors
Only the gradient component of score errors affects marginal distributions in diffusion models, so L2 error can be arbitrarily large with perfect match; this yields an impossibility result, a gradient-only KL bound, and a Sobolev estimator that correlates better with quality.