Markov chain Phase-Type decoders in VAEs overcome the structural inability of Gaussian-Lipschitz models to produce heavy-tailed outputs, cutting tail KS distance by up to 6x and extreme quantile error by up to 10x on synthetic Pareto data.
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Markov Chain Decoders Overcome the Heavy-Tail Limitations of Lipschitz Generative Models
Markov chain Phase-Type decoders in VAEs overcome the structural inability of Gaussian-Lipschitz models to produce heavy-tailed outputs, cutting tail KS distance by up to 6x and extreme quantile error by up to 10x on synthetic Pareto data.