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Recent theoretical studies have shown that heavy-tails can emerge in stochastic optimization due to `multiplicative noise', even under surprisingly simple settings, such as linear regression with Gaussian data. While these studies have…

Machine Learning · Statistics 2025-05-06 Mert Gurbuzbalaban , Yuanhan Hu , Umut Simsekli , Kun Yuan , Lingjiong Zhu

In this paper, the asymptotic performance of the lattice sequential decoder for LAttice Space-Time (LAST) coded MIMO channel is analyzed. We determine the rates achievable by lattice coding and sequential decoding applied to such a channel.…

Information Theory · Computer Science 2015-03-17 Walid Abediseid , Mohamed Oussama Damen

Sphere decoding (SD) is a low complexity maximum likelihood (ML) detection algorithm, which has been adapted for different linear channels in digital communications. The complexity of the SD has been shown to be exponential in some cases,…

Information Theory · Computer Science 2007-07-13 Luay Azzam , Ender Ayanoglu

In this paper, the paradigm of sphere decoding (SD) based on lattice Gaussian distribution is studied, where the sphere radius $D>0$ in the sense of Euclidean distance is characterized by the initial pruning size $K>1$, the standard…

Information Theory · Computer Science 2019-07-23 Zheng Wang , Cong Ling , Shi Jin

The exact average complexity analysis of the basic sphere decoder for general space-time codes applied to multiple-input multiple-output (MIMO) wireless channel is known to be difficult. In this work, we shed the light on the computational…

Information Theory · Computer Science 2012-06-07 Walid Abediseid

In recent years, various notions of capacity and complexity have been proposed for characterizing the generalization properties of stochastic gradient descent (SGD) in deep learning. Some of the popular notions that correlate well with the…

Optimization and Control · Mathematics 2021-06-15 Mert Gurbuzbalaban , Umut Şimşekli , Lingjiong Zhu

This article introduces a non-parametric information-theoretic approach to inference about the tail of a continuous or a discrete distribution. Leveraging a new concept named tail profile -- a set of information-theoretic quantities…

Applications · Statistics 2025-03-19 Jialin Zhang , Zhiyi Zhang

It has repeatedly been observed that loss minimization by stochastic gradient descent (SGD) leads to heavy-tailed distributions of neural network parameters. Here, we analyze a continuous diffusion approximation of SGD, called homogenized…

Machine Learning · Statistics 2024-02-05 Zhe Jiao , Martin Keller-Ressel

We study the empirical version of halfspace depths with the objective of establishing a connection between the rates of convergence and the tail behaviour of the corresponding underlying distributions. The intricate interplay between the…

Statistics Theory · Mathematics 2025-06-03 Sibsankar Singha , Marie Kratz , Sreekar Vadlamani

It is well known that waves propagating in a nontrivial medium develop ``tails''. However, the exact form of the late-time tail has so far been determined only for a narrow class of models. We present a systematic analysis of the tail…

General Relativity and Quantum Cosmology · Physics 2009-10-31 Shahar Hod

Large-deviations theory deals with tails of probability distributions and the rare events of random processes, for example spreading packets of particles. Mathematically, it concerns the exponential fall-of of the density of thin-tailed…

Statistical Mechanics · Physics 2017-07-04 Erez Aghion , David A. Kessler , Eli Barkai

We study the critical behavior of the component sizes for the configuration model when the tail of the degree distribution of a randomly chosen vertex is a regularly-varying function with exponent $\tau-1$, where $\tau\in (3,4)$. The…

Probability · Mathematics 2020-12-22 Souvik Dhara , Remco van der Hofstad , Johan S. H. van Leeuwaarden , Sanchayan Sen

The study of tail behaviour of SGD-induced processes has been attracting a lot of interest, due to offering strong guarantees with respect to individual runs of an algorithm. While many works provide high-probability guarantees, quantifying…

Machine Learning · Computer Science 2026-02-06 Aleksandar Armacki , Dragana Bajović , Dušan Jakovetić , Soummya Kar , Ali H. Sayed

Recent studies have shown that heavy tails can emerge in stochastic optimization and that the heaviness of the tails have links to the generalization error. While these studies have shed light on interesting aspects of the generalization…

Machine Learning · Statistics 2023-02-14 Anant Raj , Melih Barsbey , Mert Gürbüzbalaban , Lingjiong Zhu , Umut Şimşekli

The density of states of disordered hopping models generically exhibits an essential singularity around the edges of its support, known as a Lifshitz tail. We study this phenomenon on the Bethe lattice, i.e. for the large-size limit of…

Disordered Systems and Neural Networks · Physics 2011-09-28 Victor Bapst , Guilhem Semerjian

We study the effect of disorder on the particle density evolution in a classical Hamiltonian driven lattice setup. If the disorder is localized within a finite sub-domain of the lattice, the emergence of strong tails in the density…

Chaotic Dynamics · Physics 2016-09-21 Thomas Wulf , Alexander Okupnik , Peter Schmelcher

Skew-elliptical distributions constitute a large class of multivariate distributions that account for both skewness and a variety of tail properties. This class has simpler representations in terms of densities rather than cumulative…

Probability · Mathematics 2019-01-21 Harry Joe , Haijun Li

We consider a multivariate heavy-tailed stochastic volatility model and analyze the large-sample behavior of its sample covariance matrix. We study the limiting behavior of its entries in the infinite-variance case and derive results for…

Probability · Mathematics 2016-05-10 Anja Janßen , Thomas Mikosch , Mohsen Rezapour , Xiaolei Xie

In this paper, we present a new framework to obtain tail inequalities for sums of random matrices. Compared with existing works, our tail inequalities have the following characteristics: 1) high feasibility--they can be used to study the…

Machine Learning · Computer Science 2019-10-10 Chao Zhang , Min-Hsiu Hsieh , Dacheng Tao

Asymptotic theory of tail index estimation has been studied extensively in the frequentist literature on extreme values, but rarely in the Bayesian context. We investigate whether popular Bayesian kernel mixture models are able to support…

Statistics Theory · Mathematics 2018-04-19 Cheng Li , Lizhen Lin , David B. Dunson
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