arXiv Statistics ML

Minimax Rates for Conditional Generative Learning under Wasserstein Loss

arXiv Machine Learning
6d ago

Near Minimax Rate for Quantile Distributional Reinforcement Learning

The paper investigates quantile distributional policy evaluation by approximating the return distribution under a policy with a quantile Bellman fixed point. It constructs an estimator from an empirical Markov decision process and derives non‑asymptotic error bounds in Wasserstein distances, achieving root‑n rates that are independent of the quantile resolution for a wide range of Wasserstein orders. The authors also characterize the exact local asymptotic minimax risk and show that their estimator attains this optimal rate, while examining how the risk depends on resolution in simple state‑space examples.

By Zijie Cheng, Zhihua Zhang
arXiv Statistics ML
Oct 16

Optimal score function estimation via derivatives constraints

The paper develops a statistical framework showing that empirical score matching can achieve minimax optimal performance for diffusion generative models when data lie on a low‑dimensional manifold. It establishes convergence rates for empirical risk minimization over constrained Sobolev classes and demonstrates that the resulting score estimators yield minimax optimal Wasserstein‑1 rates for the generated distribution, up to logarithmic factors. The analysis reveals that the statistical rates depend on the intrinsic dimension of the data manifold rather than its ambient dimension, providing conditions under which score‑based generative modeling generalizes rather than overfits.

By Thomas Bonis, Thanh Mai Pham Ngoc, Viet Chi Tran
arXiv AI
Jun 8

A Temporal Spatial Minimax Rate for Smoothly-Varying Distributions in Wasserstein Space

arXiv:2606. 07325v1 Announce Type: cross Abstract: We study the minimax rate of estimating a future value $\mu_{t_n+h}$ of a curve $t\mapsto\mu_t$ in the $2$-Wasserstein space $\mathcal{P}_2(\mathbb{R}^d)$ from finitely many noisy snapshots of its past, under an adiabatic bound $\|\nabla_t^k v\|\le\varepsilon$ on the $k$-th covariant derivative of the velocity field.

By Munsik Kim
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