I was hoping this would be a good gateway to learning the math and converting that into the code. But I'm lost after a few paragraphs. It would be much longer but is there an explanation that doesn't skip the math explanation, perhaps more visually? This notation is not familiar to me probably because I haven't done college math in over twenty years (even though I did well at the time in higher level classes for my computer science degree).
Somewhat relevant.... I really enjoyed going through the Neural Networks From Scratch (NNFS) book/course. It goes in-depth through all the math and why it's there. I had to dig back to some college level calculus and had a ton of fun with it. I found that actually doing the integrations by hand in a notebook helped tremendously.
If you find something like that for diffusion models, don't forget to share.