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arXiv:cs.LG· Ianis Hammani (ENS Paris Saclay, LMO), Claire Boyer (LMO, IUF)·· 3 小时前

α-Stable 分数生成模型从全局到尾部收敛的动力学分析

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

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研究为尺度保持的 α-stable 生成动力学建立了非渐近收敛分析,涵盖紧支撑与幂律目标。在 p-Wasserstein 距离下,量化了早停、初始化、分数近似与时间离散化的影响,并证明初始化误差呈指数衰减。与布朗动力学的对比显示,全局收敛不区分两者,但稳定动力学在任意正生成时间产生指数为 α 的幂律尾部,当 α=ν 时可正确刻画极值分位数。

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Abstract:Score-based generative models driven by $\alpha$-stable L{é}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. Yet theoretical guarantees for these models remain limited. We develop a non-asymptotic convergence analysis for scale-preserving $\alpha$-stable generative dynamics, covering both compactly supported and power-law targets. In p-Wasserstein distance, we quantify the effects of early stopping, initialization, score approximation, and time discretization, and show exponential decay of the initialization error. A comparison with Brownian dynamics reveals that global Wasserstein convergence alone does not fundamentally distinguish the two models: both initialization errors decay exponentially with the forward horizon on the common class of heavy-tailed targets. A sharp separation emerges instead in the tails. At any positive generation time, stable dynamics produces power-law tails with index $\alpha$, whereas Brownian dynamics remains light-tailed. For a target with tail index $\nu$, asymptotically correct extreme-quantile scaling is possible precisely when $\alpha$=$\nu$. These results identify tail-index matching as a principled mechanism behind the ability of stable generative models to capture extreme events.
Comments: 44 pages, 4 figures, 3 tables. Code: this https URL
Subjects: Machine Learning (cs.LG); Probability (math.PR); Machine Learning (stat.ML)
Cite as: arXiv:2610.19773 [cs.LG]
  (or arXiv:2610.19773v1 [cs.LG] for this version)
  https://doi.org/10.48550/arXiv.2610.19773

arXiv-issued DOI via DataCite (pending registration)

Submission history

From: Claire Boyer [view email] [via CCSD proxy]
[v1] Wed, 14 Oct 2026 08:23:35 UTC (312 KB)

来源:arXiv:cs.LG · arxiv.org