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stat.MLcs.LGmath.PR Yuansi Chen, Francesco Pedrotti, Peter A. Whalley · Oct 22, 2026

Classical analyses of the Unadjusted Langevin Algorithm (ULA) in Wasserstein-2 distance predict a dimension-dependent mixing time and bias, yet empirically ULA often estimates low-dimensional statistical functionals accurately without scaling the step size with dimension. This paper proposes using the subspace robust Wasserstein (SRW) distance to analyze ULA on ridge-separable Bayesian posteriors, proving that iteration complexity can be dimension-free in both the overparameterized regime ($N \lesssim d$) and the large-sample regime ($N \gtrsim d^2$), while showing such guarantees are impossible near the proportional regime $N \asymp d$. The results explain a bell-shaped bias profile and provide a rotationally invariant alternative to prior $\ell^\infty$-based dimension-free analyses that fail under isotropy.

The Unadjusted Langevin Algorithm (ULA) is widely used for high-dimensional Bayesian inference. Classical analyses in Wasserstein-2 distance predict an asymptotic bias and a mixing time that grow with dimension, but this metric is stronger than necessary for many statistical tasks. We instead analyze the bias in subspace robust Wasserstein distance, which controls the mean and arbitrary low-dimensional marginals and is therefore well suited to observables typically estimated in practice. For ridge-separable potentials formed with i.i.d. data, we prove high-probability bounds showing a bell-shaped mixing profile as the number of data points $N$ varies relative to the dimension $d$. In the overparameterized regime, the effective dimension is the rank $N$ of the data-dependent perturbation, leading to complexity depending on $N$ rather than $d$. In the large-sample regime, Gaussian-perturbation estimates yield dimension-free complexity once $N$ is sufficiently large. In contrast, near the proportional regime $\asymp d$, we prove that dimension-free guarantees are impossible in general.
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cs.LGmath.PRstat.ML Ianis Hammani (ENS Paris Saclay, LMO), Claire Boyer (LMO et al. · Oct 14, 2026

Score-based generative models with heavy-tailed $\alpha$-stable Lévy noise have shown empirical promise for extreme-event modeling, yet theoretical guarantees remain scarce. This paper develops a non-asymptotic $W_p$ convergence framework for scale-preserving $\alpha$-stable dynamics and proves that global Wasserstein convergence alone does not separate stable from Brownian models on heavy-tailed targets. A sharp distinction emerges instead in the tails: stable dynamics inherit power-law tails with index $\alpha$, while Brownian outputs stay light-tailed, and asymptotically correct extreme-quantile scaling requires matching the target tail index $\nu$ to the noise index $\alpha$. These results establish tail-index matching as a principled design mechanism for capturing heavy-tailed phenomena.

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. 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.
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cs.LGmath.OCmath.PR Nikolaos Makras, Sotirios Sabanis · Oct 1, 2026

The paper tackles sampling from Gibbs distributions on matrix spaces with potentials that are neither convex nor globally gradient-Lipschitz. Its core idea is to replace the quadratic kinetic energy of underdamped Langevin dynamics with a non-quadratic, relativistic-like energy $K_\delta(p)=\delta^{-1}\operatorname{Tr}[(I_n+\delta pp^\top)^{1/2}-I_n]$, whose gradient tames momentum singular values smoothly. By carefully coupling a momentum-dependent diffusion matrix $M_\delta(p)$ and its divergence correction $\Gamma_\delta(p)$, the authors preserve the exact target Gibbs measure, recover regularised Muon in the zero-temperature limit, and prove exponential convergence of the diffusion plus uniform-in-time moment bounds for an explicit Euler-Maruyama scheme.

We consider the problem of sampling from Gibbs distributions on matrix spaces whose potential energies are neither convex nor globally gradient-Lipschitz. We introduce a family of non-quadratic kinetic energies that lead to a new underdamped Langevin system with momentum preconditioning, in which the gradient of the kinetic energy acts as a smooth spectral taming of the momentum. We prove that, under these relaxed assumptions on the potential, the resulting dynamics leaves the target Gibbs measure invariant, and we establish exponential convergence to equilibrium in a weighted total variation distance. Finally, we show that the corresponding Euler-Maruyama discretization admits moment bounds that are uniform in time, without any modification of the potential gradient, which ensures the stability of the resulting sampling algorithm.
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stat.MLcs.LGmath-ph Daniel McBride, Pratik Khandagale, Cristina Garcia-Cardona et al. · Oct 1, 2026

Many recent sampling algorithms built on Wasserstein gradient flows (WGF) and forward-only diffusion processes (FODP) come with exponential-convergence guarantees that are often read as proof of fast practical mixing. This paper argues that guarantee is misleading: the canonical KL-induced WGF and overdamped forward diffusion produce the same marginal Fokker--Planck evolution, so they inherit the same metastability and exponentially slow inter-mode transport known in statistical physics. Using spectral-gap and mean-first-passage-time analysis on multimodal targets, the authors show that well-separated modes induce mixing times that scale exponentially with barrier height, and that standard log-linear annealing does not remove this scaling. The conclusion is that purely local, gradient-driven sampling is structurally limited for multimodal distributions, motivating nonlocal transport mechanisms.

There has been a proliferation of sampling algorithms based on Wasserstein gradient flows (WGF) and forward-only diffusion processes (FODP), often accompanied by theoretical guarantees of exponentially fast convergence to the target distribution. These guarantees are frequently interpreted as evidence that such methods can efficiently sample complex multimodal distributions, often supported by empirical results. In this work, we argue that this interpretation is fundamentally misleading. By invoking the Jordan-Kinderlehrer-Otto (JKO) scheme and Otto calculus, we establish that the canonical WGF sampling dynamics and overdamped forward diffusion share the same density evolution and therefore inherit the same metastability and slow-mixing phenomena long understood in nonequilibrium statistical physics. We analyze this family of samplers using two complementary tools -- spectral analysis and mean first-passage time (MFPT) analysis -- and show that well-separated multimodality can induce exponentially long mixing times associated with small spectral gaps and rare inter-mode transitions. For the commonly adopted log-linear annealing schedule studied here, we find that introducing intermediate distributions does not remove the exponential scaling of the total transport time. The limitation is structural rather than implementation-specific: purely local, gradient-driven transport mechanisms can require exponentially long times to transport probability mass across well-separated modes. We argue that this represents a fundamental limitation of WGF- and FODP-based sampling in their standard forms, and motivates future development of fundamentally nonlocal mechanisms for efficient multimodal sampling.
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math.OCmath.PRstat.ML Samy Mekkaoui, Huy\^en Pham, Xavier Warin · Mar 23, 2026

This paper develops a neural operator framework for approximating mappings defined on constrained Wasserstein spaces $\mathcal{M}_\lambda$, consisting of probability measures on $I \times \mathbb{R}^d$ with prescribed marginal $\lambda$ on the label space $I$. The core contribution is the DeepONetCyl architecture, which combines cylindrical moment approximations $\Phi_J(\mu) = (\langle \varphi_1, \mu \rangle, \ldots, \langle \varphi_J, \mu \rangle)$ with a DeepONet-type branch–trunk structure to preserve the marginal constraint. This enables learning of heterogeneous (non-exchangeable) mean-field control problems where agent interactions depend on labels, extending prior neural methods beyond the exchangeable case.

We study the approximation of operators acting on probability measures on a product space with prescribed marginal. Let $I$ be a label space endowed with a reference measure $\lambda$, and define $\cal M_\lambda$ as the set of probability measures on $I\times \mathbb{R}^d$ with first marginal $\lambda$. By disintegration, elements of $\cal M_\lambda$ correspond to families of labeled conditional distributions. Operators defined on this constrained measure space arise naturally in mean-field control problems with heterogeneous, non-exchangeable agents. Our main theoretical result establishes a universal approximation theorem for continuous operators on $\cal M_\lambda$. The proof combines cylindrical approximations of probability measures with DeepONet-type branch-trunk neural architecture, yielding finite-dimensional representations of such operators. We further introduce a sampling strategy for generating training measures in $\cal M_\lambda$, enabling practical learning of such conditional mean-field operators. We apply the method to the numerical resolution of mean-field control problems with heterogeneous interactions, thereby extending previous neural approaches developed for homogeneous (exchangeable) systems. Numerical experiments illustrate the accuracy and computational effectiveness of the proposed framework.
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stat.MLcs.LGmath.PR Vivek Shripad Borkar · Mar 22, 2026

This paper extends stochastic approximation (SA) theory to non-Markovian driving noise that is also non-ergodic, establishing that the ergodic decomposition of the original process corresponds to a Doeblin decomposition of an equivalent Markov chain. The core insight is that iterates retain memory of the distant past through the tail $\sigma$-field at $-\infty$, offering a theoretical lens on how learning algorithms might encode long-term dependencies. The author proposes this framework as a paradigm for understanding transformer attention mechanisms and continual learning, where the entire history influences current updates.

Based on some recent work of the author on stochastic approximation in non-markovian environments, the situation when the driving random process is non-ergodic in addition to being non-markovian is considered. Using this, we propose an analytic framework for understanding transformer based learning, specifically, the `attention' mechanism, and continual learning, both of which depend on the entire past in principle.