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版本更新 · v2arXiv:2511.07414

Wasserstein-Cramér-Rao Theory of Unbiased Estimation

Nicolás García Trillos, Adam Quinn Jaffe, Bodhisattva Sen

原文摘要

The quantity of interest in the classical Cramér-Rao theory of unbiased estimation (e.g., the Cramér-Rao lower bound, its exact attainment for exponential families, and asymptotic efficiency of maximum likelihood estimation) is the variance, which represents the instability of an estimator when its value is compared to the value for an independently-sampled data set from the same distribution. In this paper we are interested in a quantity which represents the instability of an estimator when its value is compared to the value for an infinitesimal additive perturbation of the original data set; we refer to this as the "sensitivity" of an estimator. The resulting theory of sensitivity is based on the Wasserstein geometry in the same way that the classical theory of variance is based on the Fisher-Rao (equivalently, Hellinger) geometry, and this insight allows us to determine a collection of results which are analogous to the classical case: a Wasserstein-Cramér-Rao lower bound for the sensitivity of any unbiased estimator, a characterization of models in which there exist unbiased estimators achieving the lower bound exactly, and various results on the asymptotic achievement of the lower bound. More precisely, we show that Wasserstein projection estimators (and one-step approximations thereof) are asymptotically sensitivity-efficient under suitable assumptions, and that there exist Hodges-type estimators which exhibit super-sensitivity-efficiency. We use these results to treat many statistical examples, sometimes revealing new optimality properties for existing estimators and other times revealing entirely new estimators.

math.ST · math.OC · stat.ME · stat.ML

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arXiv ↗PDF ↗
版本更新 · v2arXiv:2610.25821

Optimal Priors for Betting Tests with Bounded Payoffs: An Exact Expected-Time Characterization

Francesco Orabona

原文摘要

Testing by betting is a powerful framework that recasts hypothesis testing as a betting game. A popular approach spreads the initial wealth over fixed bets according to a prior distribution, using a universal portfolio algorithm. For suitable priors, this approach achieves the optimal expected rejection time as the error probability goes to zero at a fixed alternative. Yet, priors with this guarantee can behave quite differently near the null. This motivates the question: Which prior should we use in testing-by-betting algorithms? We study bounded scalar payoffs and, under technical conditions, prove a sharp formula for expected rejection time, uniform over all bounded alternatives as the error probability tends to zero. The formula shows how the prior's mass around the zero bet determines the cost of adapting to an unknown alternative. We characterize the priors that attain the best possible leading constant when the error probability and alternative vary together. We also show that no valid test can uniformly improve on this cost across ranges of alternatives near the null. In particular, the uniform prior can require arbitrarily more observations than suitable priors that concentrate around the zero bet. A general inversion argument converts our results into sharp expected times to reach a prescribed confidence-sequence width. We also give a concrete prior choice and an FFT-based algorithm with almost linear computational complexity.

math.ST · cs.IT · stat.ME

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arXiv ↗PDF ↗
新论文 · v1arXiv:2610.35656

Provably Efficient Q-learning for Robust Reinforcement Learning

Yuchen Jiao, Gen Li

原文摘要

Standard reinforcement learning (RL) algorithms based on Markov Decision Processes (MDPs) are vulnerable to sim-to-real gaps. To address this issue, distributionally robust RL algorithms based on robust MDPs (RMDPs) have been proposed, for ensuring that agents can perform reliably to unpredictable conditions in real-world environments. Despite of the rich literature, \revision{an efficient model-free method is still lacking} for robust RL, particularly for Markovian data, which is more relevant in practical applications. In this work, we take a step towards settling this problem by proposing a sample efficient (asynchronous Q-learning) algorithm for robust RL. In particular, consider a $γ$-discounted infinite-horizon RMDP with state space $\mathcal{S}$ and action space $\mathcal{A}$, where the uncertainty set is specified by the total variation (TV) distance with uncertainty level $σ$. Assuming access to a single trajectory of Markovian samples induced by a behavior policy and the nominal transition kernel, the sample complexity of the proposed Q-learning algorithm --- to achieve an entrywise $\varepsilon$-approximation of the optimal Q-function --- is bounded by $$ \frac{1}{μ_{\mathsf{min}}\varepsilon^2(1-γ)^3\max\{1-γ,σ\}} + \frac{t_{\mathsf{mix}}}{μ_{\mathsf{min}}(1-γ)} $$ up to logarithmic factors. Here, $t_{\mathsf{mix}}$ and $μ_{\mathsf{min}}$ denote the mixing time and the minimum state-action occupancy probability of the sample trajectory, respectively. This result is nearly minimax optimal, with an additional factor of $\frac{1}{1-γ}$. Moreover, it achieves a significant improvement over existing bounds.

stat.ML · cs.AI · cs.LG · math.ST

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arXiv ↗PDF ↗
新论文 · v1arXiv:2610.35490

Minimax Rates for Conditional Generative Learning under Wasserstein Loss

Sungwon Park, Kyoung-Sook Moon, Hongjoong Kim

原文摘要

We study minimax rates for conditional generative learning under integrated Wasserstein loss, with Hölder continuous conditional laws and an unrestricted covariate distribution. We evaluate unrestricted generators through their conditional output distributions. For expected Wasserstein loss, the minimax rate agrees with the rate under uniform covariates and follows from balancing localization bias against unconditional distribution estimation error. Higher moments of the loss can instead be dominated by unobserved covariate regions, which force an additional risk contribution of order $n^{-1}$, where $n$ is the sample size. An adaptive localization argument gives matching upper bounds. The results cover unrestricted response laws and possibly vanishing Besov densities for $W_1$, and extend to higher Wasserstein orders under uniform response density bounds and integrability conditions. A multiscale lower bound closes the logarithmic gap in unconditional $W_1$ minimax rates in dimension two for both unrestricted distributions and Besov density classes. We also establish minimax rates for conditional Brenier maps under density, integrability, and uniform curvature conditions.

math.ST · cs.LG · stat.ML

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arXiv ↗PDF ↗
新论文 · v1arXiv:2610.35330

On the asymptotic behaviour of $α$-divergence generalized posteriors

Ioar Casado-Telletxea, Omar Rivasplata

原文摘要

We study the asymptotic behaviour of the solutions to the unconstrained generalized variational inference problem regularized by an $α$-divergence. Under mild conditions, the minimizer is explicit up to a scalar normalizing constant, and we show that it admits a rescaling under which it converges in $L^1$ to a fixed non-Gaussian law, at a concentration scale around the empirical loss minimizer that departs from the typical $n^{-1/2}$ in the classical Bernstein--von Mises theorem. For $α\in(0,1)$ and $d<2/(1-α)$ the limit is a Student-$t$ distribution and the posterior width shrinks faster than the sampling error of the empirical minimizer. Conversely, for $α>1$ the limiting distribution is a compactly supported Pearson type-II distribution, and the posterior width shrinks more slowly than the sampling error. The KL divergence ($α=1$) is the unique member of the $α$-divergence family whose posterior width matches the sampling scale and whose limit is Gaussian. We discuss the implications of these qualitatively different regimes for the frequentist coverage of credible regions, and a toy example on intercept-only logistic regression illustrates the theoretical claims.

math.ST · stat.ML

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arXiv ↗PDF ↗
版本更新 · v5arXiv:2407.11353

Sharp Generalization for Nonparametric Regression in Interpolation Space by Over-Parameterized Neural Networks Trained with Preconditioned Gradient Descent and Early Stopping

Yingzhen Yang, Ping Li

原文摘要

We study nonparametric regression using an over-parameterized two-layer neural network trained with algorithmic guarantees in this paper. We consider the setting where the training features are drawn uniformly from the unit sphere in $\RR^d$, and the target function lies in an interpolation space commonly studied in statistical learning theory. We demonstrate that training the neural network with a novel Preconditioned Gradient Descent (PGD) algorithm, equipped with early stopping, achieves a sharp regression rate of $\cO(n^{-\frac{2αs'}{2αs'+1}})$, where $α$ parametrizes the polynomial eigenvalue decay of the regular Neural Tangent Kernel (NTK), $λ_j\asymp j^{-2α}$, and $2α=d/(d-1)$ under the spherical uniform design considered here. The target function is assumed to belong to the interpolation space $\bth{\cH_K}^{s'}$ with $s'\ge3$. This rate is even sharper than the currently known nearly-optimal rate of $\cO(n^{-\frac{2αs'}{2αs'+1}})\log^2(1/δ)$~\citep{Li2024-edr-general-domain}, where $n$ is the size of the training data and $δ\in (0,1)$ is a small probability. Our analysis is based on two key technical contributions. First, we present a principled decomposition of the network output at each PGD step into a function in the reproducing kernel Hilbert space (RKHS) of a newly induced integral kernel, and a residual function with small $L^{\infty}$-norm. Second, leveraging this decomposition, we apply local Rademacher complexity theory to tightly control the complexity of the function class comprising all the neural network functions obtained in the PGD iterates. Our results show how PGD changes the effective kernel in the reference training dynamics, inducing an integral kernel with lower complexity than the regular NTK arising from vanilla GD.

stat.ML · cs.LG · math.ST

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arXiv ↗PDF ↗
版本更新 · v3arXiv:2501.02624

Simultaneous analysis of approximate leave-one-out cross-validation and mean-field inference

Pierre C Bellec

原文摘要

Approximate Leave-One-Out Cross-Validation (ALO-CV) is a method that has been proposed to estimate the generalization error of a regularized estimator in the high-dimensional regime where dimension and sample size are of the same order, the so-called ``proportional regime''. A new analysis is developed to derive the consistency of ALO-CV for non-differentiable regularizers under Gaussian covariates and strong convexity. Using a conditioning argument, the difference between the ALO-CV weights and their counterparts in mean-field inference is shown to be small. Combined with upper bounds between the mean-field inference estimate and the leave-one-out quantity, this provides a proof that ALO-CV approximates the leave-one-out quantity up to negligible error terms. Linear models with square loss, robust linear regression and single-index models are explicitly treated.

math.ST · stat.ML

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arXiv ↗PDF ↗
新论文 · v1arXiv:2610.34484

Intrinsic Gradient Barriers in Pushforward Deep Generative Models

Edric Tam, Qingyang Liu, Barbara Engelhardt, Ray Bai

原文摘要

Broad classes of deep generative models (DGMs) operate by learning to map a simple source distribution, such as a standard Gaussian, to a complex high-dimensional target distribution. Despite their success, DGMs often empirically struggle to accurately represent distributions with heavy tails or well-separated modes. In this work, we show that these difficulties reflect intrinsic properties of the underlying transport problem rather than particular neural network architectures or training procedures. We establish quantitative lower bounds on the gradients and Jacobians of pushforward mappings that transport log-concave source distributions to such targets. For heavy-tailed target distributions, the required gradient magnitude grows as the target develops increasingly large moments. For multimodal target distributions, the low-probability regions between well-separated modes similarly force large gradients in the transport map. We discuss how such large derivatives relate to trade-offs between expressivity and numerical stability. Our results hold under substantially weaker regularity conditions than previous analyses and remain stable under perturbations of the target distribution. Finally, we show that these obstructions can be mitigated when the goal is approximation of a given density rather than generative modeling. Specifically, we propose simple classes of bijective reparametrizations that can alleviate the difficult geometric structure and reduce the gradient burden placed on the learned generative map. Numerical experiments support our theoretical analysis.

stat.ML · cs.LG · math.ST

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arXiv ↗PDF ↗
版本更新 · v3arXiv:2503.03206Google Research

An Analytical Theory of Spectral Bias in the Learning Dynamics of Diffusion Models

Binxu Wang, Cengiz Pehlevan

原文摘要

We develop an analytical framework for understanding how the generated distribution evolves during diffusion model training. Leveraging a Gaussian-equivalence principle, we solve the full-batch gradient-flow dynamics of linear and convolutional denoisers and integrate the resulting probability-flow ODE, yielding analytic expressions for the generated distribution. The theory exposes a universal inverse-variance spectral law: the time for an eigen- or Fourier mode to match its target variance scales as $τ\proptoλ^{-1}$, so high-variance (coarse) structure is mastered orders of magnitude sooner than low-variance (fine) detail. Extending the analysis to deep linear networks and circulant full-width convolutions shows that weight sharing merely multiplies learning rates -- accelerating but not eliminating the bias -- whereas local convolution introduces a qualitatively different bias. Experiments on Gaussian and natural-image datasets confirm the spectral law persists in deep MLP-based UNet. Convolutional U-Nets, however, display rapid near-simultaneous emergence of many modes, implicating local convolution in reshaping learning dynamics. These results underscore how data covariance governs the order and speed with which diffusion models learn, and they call for deeper investigation of the unique inductive biases introduced by local convolution.

cs.LG · cs.CV · math.ST · stat.ML

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arXiv ↗PDF ↗
新论文 · v1arXiv:2510.02305Google Research

Diffusion Models and the Manifold Hypothesis: Log-Domain Smoothing is Geometry Adaptive

Tyler Farghly, Peter Potaptchik, Samuel Howard, George Deligiannidis, Jakiw Pidstrigach

原文摘要

Diffusion models have achieved state-of-the-art performance, demonstrating remarkable generalisation capabilities across diverse domains. However, the mechanisms underpinning these strong capabilities remain only partially understood. A leading conjecture, based on the manifold hypothesis, attributes this success to their ability to adapt to low-dimensional geometric structure within the data. This work provides evidence for this conjecture, focusing on how such phenomena could result from the formulation of the learning problem through score matching. We inspect the role of implicit regularisation by investigating the effect of smoothing minimisers of the empirical score matching objective. Our theoretical and empirical results confirm that smoothing the score function -- or equivalently, smoothing in the log-density domain -- produces smoothing tangential to the data manifold. In addition, we show that the manifold along which the diffusion model generalises can be controlled by choosing an appropriate smoothing.

cs.LG · cs.AI · math.ST · stat.ML

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arXiv ↗PDF ↗
版本更新 · v4arXiv:2110.15073Google Research

MMD Aggregated Two-Sample Test

Antonin Schrab, Ilmun Kim, Mélisande Albert, Béatrice Laurent, Benjamin Guedj, Arthur Gretton

原文摘要

We propose two novel nonparametric two-sample kernel tests based on the Maximum Mean Discrepancy (MMD). First, for a fixed kernel, we construct an MMD test using either permutations or a wild bootstrap, two popular numerical procedures to determine the test threshold. We prove that this test controls the probability of type I error non-asymptotically. Hence, it can be used reliably even in settings with small sample sizes as it remains well-calibrated, which differs from previous MMD tests which only guarantee correct test level asymptotically. When the difference in densities lies in a Sobolev ball, we prove minimax optimality of our MMD test with a specific kernel depending on the smoothness parameter of the Sobolev ball. In practice, this parameter is unknown and, hence, the optimal MMD test with this particular kernel cannot be used. To overcome this issue, we construct an aggregated test, called MMDAgg, which is adaptive to the smoothness parameter. The test power is maximised over the collection of kernels used, without requiring held-out data for kernel selection (which results in a loss of test power), or arbitrary kernel choices such as the median heuristic. We prove that MMDAgg still controls the level non-asymptotically, and achieves the minimax rate over Sobolev balls, up to an iterated logarithmic term. Our guarantees are not restricted to a specific type of kernel, but hold for any product of one-dimensional translation invariant characteristic kernels. We provide a user-friendly parameter-free implementation of MMDAgg using an adaptive collection of bandwidths. We demonstrate that MMDAgg significantly outperforms alternative state-of-the-art MMD-based two-sample tests on synthetic data satisfying the Sobolev smoothness assumption, and that, on real-world image data, MMDAgg closely matches the power of tests leveraging the use of models such as neural networks.

stat.ML · cs.LG · math.ST · stat.ME

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arXiv ↗PDF ↗