arXiv AI

Markov Chain Decoders Overcome the Heavy-Tail Limitations of Lipschitz Generative Models

arXiv:2605. 18931v2 Announce Type: replace-cross Abstract: Heavy-tailed distributions are prevalent in performance evaluation, network traffic, and risk modeling.

arXiv Machine Learning
Aug 13

Fine-Tuning Generative Models for Extreme Events via CVaR-Penalized Wasserstein Gradient Flows

arXiv:2608. 11544v1 Announce Type: cross Abstract: We propose CVaR-penalized Generative Particle Algorithm (CVaR-GPA), a robust, tail-agnostic algorithm for fine-tuning generative models to learn heavy-tailed distributions and capture extreme events, requiring no prior knowledge or estimation of the target's tail characteristics.

By Thejani Gamage, Hyemin Gu, Zhizhen Zhang, Ziyu Chen, Markos Katsoulakis, Luc Rey-Bellet
arXiv Statistics ML
Aug 28

On the approximation of posterior laws in compound loss models by conditional Wasserstein GANs

The paper introduces a conditional Wasserstein GAN to approximate posterior distributions in compound loss models, conditioning on sufficient statistics, prior mean, coefficient of variation, and mixture weights. A single generator can learn the posteriors for both Poisson intensity and Pareto shape parameters across Gamma, inverse‑Gaussian, and lognormal priors. The authors validate the approach with simulation‑based calibration, analytical comparisons, and extensive MCMC, and apply it to extreme natural catastrophe loss data to generate rolling one‑year posterior predictive distributions and assess tail risk under heavy‑tailed severity and prior uncertainty.

By Aleksandar Arandjelovic, Pavel V. Shevchenko, George Tzougas
arXiv Machine Learning
Aug 20

Bridge Graphical Models: Coupling, Projection, and Current-Preserving Dynamics for Generative Modeling

The paper introduces Bridge Graphical Models (BGMs), a framework that decomposes continuous‑time generative models into independent design choices: endpoint coupling, bridge law, Markovian projection, and current‑preserving dynamics. It defines the Markovization gap as the time‑integrated conditional variance of bridge velocity given the Markov state, quantifying an irreducible loss before training. Experiments on synthetic, latent, and pixel‑space tasks (CIFAR‑10 and Fashion‑MNIST) show that a feature‑space proxy of this gap, estimated quickly before training, predicts downstream training loss and FID in the same direction as full training results.

By Tiantian Zhang
arXiv AI
Aug 25

Understanding Diffusion Models via Ratio-Based Function Approximation with SignReLU Networks

The paper presents a theoretical framework for approximating ratio-type functionals that arise in conditional generative modeling, specifically when the target density is expressed as a ratio of two kernel-based marginal densities. It proves that deep neural networks using the SignReLU activation can approximate these ratios with established L^p(Omega) bounds and convergence rates under standard regularity assumptions. Applying the framework to Denoising Diffusion Probabilistic Models, the authors construct a SignReLU-based estimator for the reverse process and derive bounds on the excess Kullback–Leibler risk, decomposing it into approximation and estimation errors to provide generalization guarantees for finite-sample training.

By Luwei Sun, Dongrui Shen, Feng Chuanwen, Jianfe Li, Yulong Zhao, Han Feng