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Stephan Eckstein

Stephan Eckstein contributes to research discovery and scholarly infrastructure.

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Published work

4 published item(s)

preprint2026arXiv

The Expressive Power of Low Precision Softmax Transformers with (Summarized) Chain-of-Thought

Existing expressivity results for transformers typically rely on hardmax attention, high precision, and other architectural modifications that disconnect them from the models used in practice. We bridge this gap by analyzing standard transformer decoders with softmax attention and rounding of activations and attention weights, while allowing depth and width to grow logarithmically with the context length. As an intermediate step, we construct hardmax transformers with ternary activations and well-separated attention scores that simulate Turing machines using Chain-of-Thought (CoT). This lets us convert the constructions to equivalent softmax transformers without the unrealistic parameter magnitudes or activation precision that prior approaches would require. Using the same technique, we analyze a recently proposed summarized CoT paradigm and show that it simulates Turing machines more efficiently, with model size scaling logarithmically in a space bound rather than a time bound. We empirically test predictions made by our results on a Sudoku reasoning task and find better alignment with learnability than for prior high-precision results. Our code is available at https://github.com/moritzbroe/transformer-expressivity.

preprint2022arXiv

Quantitative Stability of Regularized Optimal Transport and Convergence of Sinkhorn's Algorithm

We study the stability of entropically regularized optimal transport with respect to the marginals. Lipschitz continuity of the value and Hölder continuity of the optimal coupling in $p$-Wasserstein distance are obtained under general conditions including quadratic costs and unbounded marginals. The results for the value extend to regularization by an arbitrary divergence. As an application, we show convergence of Sinkhorn's algorithm in Wasserstein sense, including for quadratic cost. Two techniques are presented: The first compares an optimal coupling with its so-called shadow, a coupling induced on other marginals by an explicit construction. The second transforms one set of marginals by a change of coordinates and thus reduces the comparison of differing marginals to the comparison of differing cost functions under the same marginals.

preprint2020arXiv

Robust risk aggregation with neural networks

We consider settings in which the distribution of a multivariate random variable is partly ambiguous. We assume the ambiguity lies on the level of the dependence structure, and that the marginal distributions are known. Furthermore, a current best guess for the distribution, called reference measure, is available. We work with the set of distributions that are both close to the given reference measure in a transportation distance (e.g. the Wasserstein distance), and additionally have the correct marginal structure. The goal is to find upper and lower bounds for integrals of interest with respect to distributions in this set. The described problem appears naturally in the context of risk aggregation. When aggregating different risks, the marginal distributions of these risks are known and the task is to quantify their joint effect on a given system. This is typically done by applying a meaningful risk measure to the sum of the individual risks. For this purpose, the stochastic interdependencies between the risks need to be specified. In practice the models of this dependence structure are however subject to relatively high model ambiguity. The contribution of this paper is twofold: Firstly, we derive a dual representation of the considered problem and prove that strong duality holds. Secondly, we propose a generally applicable and computationally feasible method, which relies on neural networks, in order to numerically solve the derived dual problem. The latter method is tested on a number of toy examples, before it is finally applied to perform robust risk aggregation in a real world instance.

preprint2017arXiv

Extended Laplace Principle for Empirical Measures of a Markov Chain

We consider discrete time Markov chains with Polish state space. The large deviations principle for empirical measures of a Markov chain can equivalently be stated in Laplace principle form, which builds on the convex dual pair of relative entropy (or Kullback-Leibler divergence) and cumulant generating functional $f\mapsto \ln \int \exp(f)$. Following the approach by Lacker in the i.i.d. case, we generalize the Laplace principle to a greater class of convex dual pairs. We present in depth one application arising from this extension, which includes large deviations results and a weak law of large numbers for certain robust Markov chains - similar to Markov set chains - where we model robustness via the first Wasserstein distance. The setting and proof of the extended Laplace principle are based on the weak convergence approach to large deviations by Dupuis and Ellis.