High-Dimensional Interpolators Still Vulnerable to Heavy Tails
2prime_PKU · x · 2026-07-13
The author points out that while high-dimensional interpolators are often "harmless" on average, they remain vulnerable due to heavy-tailed risks, and the associated large deviation rates are slower.
This is a research advancement in random matrices, with the core conclusion being that one cannot solely look at average performance; high-dimensional systems can still expose significant risks during extreme events. The author also notes that the LDP (large deviation principle) for random matrices remains an active and open research area.
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