arXiv Machine Learning

From Global to Tail Convergence: Dynamics of $\alpha$-Stable Score-Based Generative Models

arXiv:2610. 19773v1 Announce Type: new Abstract: Score-based generative models driven by $\alpha$-stable L{\'e}vy processes have been proposed as an alternative to Brownian diffusion models, with empirical evidence suggesting improved sampling and better modeling of heavy-tailed data.

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 Machine Learning
Oct 22

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 5

KL Convergence Guarantees for Score diffusion models under minimal data assumptions

The paper presents new Kullback–Leibler convergence guarantees for score diffusion models that avoid restrictive Lipschitz assumptions on the score function. By analyzing models with fixed step size derived from the Ornstein–Uhlenbeck semigroup and its kinetic counterpart, the authors derive simple, sharp KL bounds that hold for any data distribution with finite Fisher information relative to the standard Gaussian. This extends theoretical guarantees to a broader class of data distributions without requiring early stopping or compact support.

By Giovanni Conforti, Alain Durmus, Marta Gentiloni Silveri