Diffusion and VAEs share probabilistic ideas without sharing the same generation procedure. Diffusion chains noise steps; a VAE approximates a latent posterior with an encoder and reconstructs through a decoder. This guide connects those ideas while directing each mechanism to its own lesson.
CS228 is Stanford's probabilistic graphical models course, in three parts — representation, inference and learning: graphs write down independence assumptions so that exponentially large probability computations become polynomial. What self-learners can get is the 16-chapter public notes, cs228-notes; lecture slides, recordings and the current assignments are not available.