Rigorous Theory for General Non‑IID Learning Beyond the Structured Setting
Establish a rigorous theoretical characterization of learning with general non‑i.i.d. data beyond the causal structured k‑gap independent setting analyzed in this work, including precise generalization guarantees for kernel ridge regression.
References
Our limitations are twofold: (i) we only establish the learnability of individual score function but no fully characterization of the sampling error throughout the entire denoising process, and (ii) our analysis is confined to structured non-i.i.d. settings, leaving a rigorous theoretical characterization of general non-i.i.d. scenarios as an open problem.
An extension to unbounded, for example sub-Gaussian or sub-exponential, innovations would require uniform conditional Bernstein-type moment bounds for $Z_t := \bigl(X_{t+1}-f_\star(X_t)\bigr)\phi_\lambda(X_t)$, together with a corresponding concentration inequality for Hilbert-valued martingales. We leave this extension for future work.
Appendix~\ref{app:rademacher} provides a uniform extension over hypothesis classes using Block Rademacher Complexity, while a fuller treatment of model selection and training under dependence remains open.