Heavy-Tailed Diffusion Models
Keywords: Generative models, Diffusion models, Heavy-Tailed Distributions
TL;DR: We present diffusion models for modeling heavy-tailed data distributions.
Abstract: Diffusion models achieve state-of-the-art generation quality across many applications, but their ability to capture rare or extreme events in heavy-tailed distributions remains unclear. In this work, we show that traditional diffusion and flow-matching models with standard Gaussian priors fail to capture heavy-tailed behavior. We address this by repurposing the diffusion framework for heavy-tail estimation using multivariate Student-t distributions. We develop a tailored perturbation kernel and derive the denoising posterior based on the conditional Student-t distribution for the backward process. Inspired by $\gamma$-divergence for heavy-tailed distributions, we derive a training objective for heavy-tailed denoisers. The resulting framework introduces controllable tail generation using only a single scalar hyperparameter, making it easily tunable for diverse real-world distributions. As specific instantiations of our framework, we introduce t-EDM and t-Flow, extensions of existing diffusion and flow models that employ a Student-t prior. Remarkably, our approach is readily compatible with standard Gaussian diffusion models and requires only minimal code changes. Empirically, we show that our t-EDM and t-Flow outperform standard diffusion models in heavy-tail estimation on high-resolution weather datasets in which generating rare and extreme events is crucial.
Primary Area: generative models
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Submission Number: 8979
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