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A number of recent papers have provided evidence that practical design questions about neural networks may be tackled theoretically by studying the behavior of random networks. However, until now the tools available for analyzing random…

Machine Learning · Statistics 2017-10-19 Samuel S. Schoenholz , Jeffrey Pennington , Jascha Sohl-Dickstein

We study the efficacy and efficiency of deep generative networks for approximating probability distributions. We prove that neural networks can transform a low-dimensional source distribution to a distribution that is arbitrarily close to a…

Machine Learning · Computer Science 2023-12-05 Yunfei Yang , Zhen Li , Yang Wang

Stochastic approximation (SA) is a method for finding the root of an operator perturbed by noise. There is a rich literature establishing the asymptotic normality of rescaled SA iterates under fairly mild conditions. However, these…

Machine Learning · Statistics 2026-02-17 Shaan Ul Haque , Zedong Wang , Zixuan Zhang , Siva Theja Maguluri

We compute exact asymptotic results for the probability of the occurrence of large deviations of the largest (smallest) eigenvalue of random matrices belonging to the Gaussian orthogonal, unitary and symplectic ensembles. In particular, we…

Statistical Mechanics · Physics 2009-11-13 David S. Dean , Satya N. Majumdar

We consider fully connected and feedforward deep neural networks with dependent and possibly heavy-tailed weights, as introduced in [26], to address limitations of the standard Gaussian prior. It has been proved in [26] that, as the number…

Machine Learning · Statistics 2026-05-14 Nicola Apollonio , Giovanni Franzina , Giovanni Luca Torrisi

It has long been known that a single-layer fully-connected neural network with an i.i.d. prior over its parameters is equivalent to a Gaussian process (GP), in the limit of infinite network width. This correspondence enables exact Bayesian…

In this thesis, we disentangle the generalized Gauss-Newton and approximate inference for Bayesian deep learning. The generalized Gauss-Newton method is an optimization method that is used in several popular Bayesian deep learning…

Machine Learning · Statistics 2020-07-24 Alexander Immer

We examine one-hidden-layer neural networks with random weights. It is well-known that in the limit of infinitely many neurons they simplify to Gaussian processes. For networks with a polynomial activation, we demonstrate that the rate of…

Probability · Mathematics 2021-11-08 Adam Klukowski

In modern deep learning, there is a recent and growing literature on the interplay between large-width asymptotic properties of deep Gaussian neural networks (NNs), i.e. deep NNs with Gaussian-distributed weights, and Gaussian stochastic…

Machine Learning · Computer Science 2022-06-27 Stefano Favaro , Sandra Fortini , Stefano Peluchetti

We compute explicit upper bounds on the distance between the law of a multivariate Gaussian distribution and the joint law of wavelets/needlets coefficients based on a homogeneous spherical Poisson field. In particular, we develop some…

Probability · Mathematics 2015-04-27 Claudio Durastanti , Domenico Marinucci , Giovanni Peccati

Gaussian processes are ubiquitous in nature and engineering. A case in point is a class of neural networks in the infinite-width limit, whose priors correspond to Gaussian processes. Here we perturbatively extend this correspondence to…

Machine Learning · Statistics 2020-08-28 Sho Yaida

The aim of this paper is to establish the uniform convergence of the densities of a sequence of random variables, which are functionals of an underlying Gaussian process, to a normal density. Precise estimates for the uniform distance are…

Probability · Mathematics 2013-08-30 Yaozhong Hu , Fei Lu , David Nualart

We show how the infinitesimal exchangeable pairs approach to Stein's method combines naturally with the theory of Markov semigroups. We present a multivariate normal approximation theorem for functions of a random variable invariant with…

Probability · Mathematics 2025-10-01 David Grzybowski , Mark Meckes

Deep neural networks (DNNs) exhibit an exceptional capacity for generalization in practical applications. This work aims to capture the effect and benefits of depth for supervised learning via information-theoretic generalization bounds. We…

Machine Learning · Computer Science 2025-05-09 Haiyun He , Ziv Goldfeld

In this paper, we give rates of convergence, for minimal distances and for the uniform distance, between the law of partial sums of martingale differences and thelimiting Gaussian distribution. More precisely, denoting by $P_{X}$ the law of…

Probability · Mathematics 2021-01-19 Jérôme Dedecker , Florence Merlevède , Emmanuel Rio

Graph neural networks (GNNs) are the most widely adopted model in graph-structured data oriented learning and representation. Despite their extraordinary success in real-world applications, understanding their working mechanism by theory is…

Machine Learning · Computer Science 2023-05-16 Huayi Tang , Yong Liu

Deep neural networks (DNN) and Gaussian processes (GP) are two powerful models with several theoretical connections relating them, but the relationship between their training methods is not well understood. In this paper, we show that…

Machine Learning · Statistics 2020-07-21 Mohammad Emtiyaz Khan , Alexander Immer , Ehsan Abedi , Maciej Korzepa

We give a proof that, under relatively mild conditions, fully-connected feed-forward deep random neural networks converge to a Gaussian mixture distribution as only the width of the last hidden layer goes to infinity. We conducted…

Machine Learning · Statistics 2022-04-27 Yasuhiko Asao , Ryotaro Sakamoto , Shiro Takagi

Deep neural networks (DNNs) have emerged as a powerful methodology with significant practical successes in fields such as computer vision and natural language processing. Recent works have demonstrated that sparsely connected DNNs with…

Statistics Theory · Mathematics 2025-05-08 The Tien Mai

This paper investigates the use of probabilistic neural networks (PNNs) to model aleatoric uncertainty, which refers to the inherent variability in the input-output relationships of a system, often characterized by unequal variance or…

Machine Learning · Statistics 2024-02-22 Farhad Pourkamali-Anaraki , Jamal F. Husseini , Scott E. Stapleton
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