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In this paper we provide explicit upper bounds on some distances between the (law of the) output of a random Gaussian NN and (the law of) a random Gaussian vector. Our results concern both shallow random Gaussian neural networks with…

Stein's method for Gaussian process approximation can be used to bound the differences between the expectations of smooth functionals $h$ of a c\`adl\`ag random process $X$ of interest and the expectations of the same functionals of a well…

Probability · Mathematics 2024-02-15 A. D. Barbour , Nathan Ross , Guangqu Zheng

We establish novel rates for the Gaussian approximation of random deep neural networks with Gaussian parameters (weights and biases) and Lipschitz activation functions, in the wide limit. Our bounds apply for the joint output of a network…

Statistics Theory · Mathematics 2023-12-20 Dario Trevisan

By the continuous mapping theorem, if a sequence of $d$-dimensional random vectors $(\mathbf{W}_n)_{n\geq1}$ converges in distribution to a multivariate normal random variable $\Sigma^{1/2}\mathbf{Z}$, then the sequence of random variables…

Probability · Mathematics 2020-03-18 Robert E. Gaunt

We study quantum neural networks where the generated function is the expectation value of the sum of single-qubit observables across all qubits. In [Girardi \emph{et al.}, arXiv:2402.08726], it is proven that the probability distributions…

In this article, we derive Stein's method for approximating a spatial random graph by a generalised random geometric graph, which has vertices given by a finite Gibbs point process and edges based on a general connection function. Our main…

Probability · Mathematics 2024-11-06 Dominic Schuhmacher , Leoni Carla Wirth

Using Stein's method techniques introduced by Chatterjee (2008) and further extended by Kasprzak and Peccati (2022) and by Lachi\`eze-Rey and Peccati (2017), we derive novel quantitative bounds on the convergence in distribution of…

Probability · Mathematics 2026-01-30 Lucia Celli

We present an estimate of the Wasserstein distance between the data distribution and the generation of score-based generative models. The sampling complexity with respect to dimension is $\mathcal{O}(\sqrt{d})$, with a logarithmic constant.…

Machine Learning · Computer Science 2025-10-06 Xixian Wang , Zhongjian Wang

In this paper, we derive an explicit upper bound for the Wasserstein distance between a functional of point processes and a Gaussian distribution. Using Stein's method in conjunction with Malliavin's calculus and the Poisson embedding…

Probability · Mathematics 2025-06-09 Laure Coutin , Benjamin Massat , Anthony Réveillac

We study the Finite-Dimensional Distributions (FDDs) of deep neural networks with randomly initialized weights that have finite-order moments. Specifically, we establish Gaussian approximation bounds in the Wasserstein-$1$ norm between the…

Machine Learning · Statistics 2026-03-05 Krishnakumar Balasubramanian , Nathan Ross

We combine Stein's method with Malliavin calculus in order to obtain explicit bounds in the multidimensional normal approximation (in the Wasserstein distance) of functionals of Gaussian fields. Our results generalize and refine the main…

Probability · Mathematics 2008-11-19 Ivan Nourdin , Giovanni Peccati , Anthony Réveillac

Infinitely wide or deep neural networks (NNs) with independent and identically distributed (i.i.d.) parameters have been shown to be equivalent to Gaussian processes. Because of the favorable properties of Gaussian processes, this…

Machine Learning · Computer Science 2026-03-24 Steven Adams , Andrea Patanè , Morteza Lahijanian , Luca Laurenti

Given any deep fully connected neural network, initialized with random Gaussian parameters, we bound from above the quadratic Wasserstein distance between its output distribution and a suitable Gaussian process. Our explicit inequalities…

Machine Learning · Computer Science 2023-09-25 Andrea Basteri , Dario Trevisan

We use Stein's method to bound the Wasserstein distance of order $2$ between a measure $\nu$ and the Gaussian measure using a stochastic process $(X_t)_{t \geq 0}$ such that $X_t$ is drawn from $\nu$ for any $t > 0$. If the stochastic…

Probability · Mathematics 2020-05-12 Thomas Bonis

This paper considers the problem of regression over distributions, which is becoming increasingly important in machine learning. Existing approaches often ignore the geometry of the probability space or are computationally expensive. To…

Machine Learning · Computer Science 2025-10-31 Maksim Maslov , Alexander Kugaevskikh , Matthew Ivanov

We propose a new functional analytic approach to Stein's method of exchangeable pairs that does not require the pair at hand to satisfy any approximate linear regression property. We make use of this theory in order to derive abstract…

Probability · Mathematics 2020-08-13 Christian Döbler

We develop a framework for generalized variational inference in infinite-dimensional function spaces and use it to construct a method termed Gaussian Wasserstein inference (GWI). GWI leverages the Wasserstein distance between Gaussian…

Machine Learning · Statistics 2022-10-18 Veit D. Wild , Robert Hu , Dino Sejdinovic

We establish non-asymptotic bounds on the finite-sample behavior of generalized first-order iterative algorithms -- including gradient-based optimization methods and approximate message passing (AMP) -- with Gaussian data matrices and…

Machine Learning · Statistics 2025-08-15 Galen Reeves

The Wasserstein distance is a metric on a space of probability measures that has seen a surge of applications in statistics, machine learning, and applied mathematics. However, statistical aspects of Wasserstein distances are bottlenecked…

Probability · Mathematics 2022-03-02 Ziv Goldfeld , Kengo Kato , Sloan Nietert , Gabriel Rioux

We derive normal approximation bounds in the Wasserstein distance for sums of weighted U-statistics, based on a general distance bound for functionals of independent random variables of arbitrary distributions. Those bounds are applied to…

Probability · Mathematics 2020-07-28 Nicolas Privault , Grzegorz Serafin
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