arXiv:2602. 14020v2 Announce Type: replace-cross Abstract: Heavy-tailed data make covariance estimation sensitive to the clipping level: stronger clipping reduces variance but increases bias.
Bilevel optimization (BLO) is fundamental to hierarchical decision-making but suffers from critical instability under heavy-tailed stochastic noise. Existing variance-reduction techniques typically rely on myopic magnitude checks, which fail to distinguish informative geometric signals from impulsive outliers.
arXiv:2505.13299v2 Announce Type: replace-cross Abstract: This paper considers the estimation of quantiles via a smoothed version of the stochastic gradient descent (SGD) algorithm. By smoothing the...
arXiv:2610.28107v1 Announce Type: cross Abstract: Gradient clipping is a key tool for obtaining high-probability convergence guarantees for stochastic first-order methods under heavy-tailed noise. Ex...
arXiv:2610.32850v1 Announce Type: cross Abstract: Estimating the conditional distribution of multivariate responses with continuous and binary components requires capturing their dependence, respecti...
arXiv:2610. 12865v1 Announce Type: new Abstract: Existing convergence guarantees for non-log-concave sampling with stochastic gradient Langevin Monte Carlo (SG-LMC) typically assume globally Lipschitz gradients and uniformly bounded noise variance.
The paper tackles two key gaps in streaming PCA using Oja's algorithm: it establishes sharp operator‑norm convergence for general‑rank subspaces under sub‑Gaussian data, and it provides distributional inference for the resulting subspace estimator. The authors remove non‑vanishing remainder terms from existing analyses, achieving rates that match minimax bounds in both dense‑tail and sparse‑tail regimes. They further develop a linearization of Oja’s iterates, enabling high‑dimensional Gaussian approximations and an online multiplier bootstrap for practical inference.
arXiv:2505.20817v3 Announce Type: replace-cross Abstract: Gradient clipping is widely used in language-model training to control heavy-tailed gradient noise and can improve convergence guarantees ove...
arXiv:2608. 08204v1 Announce Type: cross Abstract: This work proposes deep nonparametric Instrumental variable quantile regression (IVQR), a two-stage estimator that combines conditional diffusion modeling with a kernel-smoothed conditional moment formulation.
arXiv:2605. 02701v2 Announce Type: replace-cross Abstract: We propose a robust gradient estimator based on per-sample gradient clipping and analyze its properties both theoretically and empirically.
arXiv:2607. 27532v1 Announce Type: cross Abstract: Heavy tails weaken high-confidence control for the empirical mean.
arXiv:2504. 03626v2 Announce Type: replace-cross Abstract: We present quantum speedups for sampling from distributions of the form $\pi\propto e^{-f}$ on $\mathbb{R}^d$.
The paper introduces a new estimator for extremal quantile treatment effects (QTEs) that remains invariant under location shifts of heavy‑tailed outcome distributions. It adapts the Fraga estimator of the extreme value index to a causal framework via inverse propensity score weighting and replaces the traditional extrapolation with a difference‑based scheme that cancels the location parameter. The authors prove consistency, asymptotic normality, and provide a variance estimator, with simulations demonstrating location invariance, threshold stability, and correct coverage.