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.
arXiv:2605. 18931v2 Announce Type: replace-cross Abstract: Heavy-tailed distributions are prevalent in performance evaluation, network traffic, and risk modeling.
arXiv:2606. 30037v1 Announce Type: new Abstract: In a deep forecasting pipeline for fat-tailed financial returns at short horizons, which matters more - the backbone architecture or the output head?
arXiv:2607. 28864v1 Announce Type: cross Abstract: Tree-based diffusion models fit flexible conditional predictive distributions for tabular regression without a neural density estimator, but they inherit their design defaults---noising path, parameterization, training distribution, features, sampler---from the neural setting.
The paper introduces a penalized distributionally robust optimization framework that allows an adversary to choose any distribution while incurring a Wasserstein penalty for deviating from the empirical distribution. It shows that the adversary’s problem can be reformulated as optimizing transport maps that push empirical samples to adversarial ones, proving that optimal maps are cyclically monotone. The authors argue that standard per-sample adversarial training violates this property and propose two remedies—multi-start particle ascent and input-convex neural network parameterization—to enforce cyclical monotonicity, demonstrating improved robustness and generalization in experiments on regression, image classification, and control tasks.
arXiv:2607. 13841v1 Announce Type: new Abstract: Heavy-tailed data arise in many domains where rare events carry disproportionate importance, such as imbalanced image datasets, financial returns, and weather extremes.
arXiv:2605. 09235v2 Announce Type: replace-cross Abstract: One-step generative modeling has emerged as a leading approach for amortizing the inference cost of diffusion and flow-matching models.
arXiv:2606. 01078v1 Announce Type: new Abstract: Transport MCMC trains a normalizing flow to precondition Metropolis--Hastings proposals, achieving high empirical efficiency on challenging posteriors; yet no prior work produces a numerically non-vacuous, rigorous spectral-gap bound for such samplers.
arXiv:2505. 06589v2 Announce Type: replace-cross Abstract: Modern machine learning repeatedly manipulates probability measures: empirical datasets, generated samples, latent distributions, class-conditional laws, particle systems, weights of wide networks and attention patterns.
arXiv:2605. 13175v2 Announce Type: replace Abstract: Recent works have proposed incorporating heavy-tailed (HT) noise into diffusion- and flow-based generative models, with the goals of better recovering the tails of target distributions and improving generative diversity.
arXiv:2605. 01928v2 Announce Type: replace Abstract: We optimize losses that jump: spiking thresholds, quantized layers, and discrete routing put jumps in the forward pass, where backpropagation does not apply.
arXiv:2606. 08953v1 Announce Type: new Abstract: Modern generative models often define an entire probability path from a simple prior to the data law, rather than only an endpoint map.