Generalizing Score-based generative models for Heavy-tailed Distributions

Fuente: arXiv
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Autores principales: Fassina, Tiziano, Cardoso, Gabriel, Corff, Sylvan Le, Romary, Thomas
Formato: Preprint
Publicado: 2026
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author Fassina, Tiziano
Cardoso, Gabriel
Corff, Sylvan Le
Romary, Thomas
author_facet Fassina, Tiziano
Cardoso, Gabriel
Corff, Sylvan Le
Romary, Thomas
contents Score-based generative models (SGMs) have achieved remarkable empirical success, motivating their application to a broad range of data distributions. However, extending them to heavy-tailed targets remains a largely open problem. Although dedicated models for heavy-tailed distributions have been proposed, their generative fidelity remains unclear and they lack solid theoretical foundations, leaving important questions open in this regime. In this paper, we address this gap through two theoretical contributions. First, we show that combining early stopping with a suitable initialization is sufficient to extend the diffusion framework to any target distribution; in particular, we establish the well-posedness of the backward process and prove convergence of the approximated diffusion in KL divergence. Second, we derive novel theoretical guarantees for generation with normalizing flows, obtaining convergence results that hold under mild conditions on the flow family and without any assumption on the tail behavior of the target distribution. Building on these results, we propose a unified generative framework for heavy-tailed distributions: a normalizing flow is first trained to capture the tail behavior and is then used as an initialization prior for an SGM, which refines the samples by recovering fine-grained structural details. This design leverages the complementary strengths of the two model classes within a theoretically principled pipeline, overcoming the limitations of existing approaches.
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id arxiv_https___arxiv_org_abs_2603_00772
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle Generalizing Score-based generative models for Heavy-tailed Distributions
Fassina, Tiziano
Cardoso, Gabriel
Corff, Sylvan Le
Romary, Thomas
Machine Learning
Score-based generative models (SGMs) have achieved remarkable empirical success, motivating their application to a broad range of data distributions. However, extending them to heavy-tailed targets remains a largely open problem. Although dedicated models for heavy-tailed distributions have been proposed, their generative fidelity remains unclear and they lack solid theoretical foundations, leaving important questions open in this regime. In this paper, we address this gap through two theoretical contributions. First, we show that combining early stopping with a suitable initialization is sufficient to extend the diffusion framework to any target distribution; in particular, we establish the well-posedness of the backward process and prove convergence of the approximated diffusion in KL divergence. Second, we derive novel theoretical guarantees for generation with normalizing flows, obtaining convergence results that hold under mild conditions on the flow family and without any assumption on the tail behavior of the target distribution. Building on these results, we propose a unified generative framework for heavy-tailed distributions: a normalizing flow is first trained to capture the tail behavior and is then used as an initialization prior for an SGM, which refines the samples by recovering fine-grained structural details. This design leverages the complementary strengths of the two model classes within a theoretically principled pipeline, overcoming the limitations of existing approaches.
title Generalizing Score-based generative models for Heavy-tailed Distributions
topic Machine Learning
url https://arxiv.org/abs/2603.00772