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Autoregressive models are among the best performing neural density estimators. We describe an approach for increasing the flexibility of an autoregressive model, based on modelling the random numbers that the model uses internally when…

Machine Learning · Statistics 2018-06-15 George Papamakarios , Theo Pavlakou , Iain Murray

Autoregressive (AR) models have become a popular tool for unsupervised learning, achieving state-of-the-art log likelihood estimates. We investigate the use of AR models as density estimators in two settings -- as a learning signal for…

Machine Learning · Computer Science 2019-10-18 Murtaza Dalal , Alexander C. Li , Rohan Taori

Learning probabilistic models that can estimate the density of a given set of samples, and generate samples from that density, is one of the fundamental challenges in unsupervised machine learning. We introduce a new generative model based…

Machine Learning · Computer Science 2020-06-11 Siavash A. Bigdeli , Geng Lin , Tiziano Portenier , L. Andrea Dunbar , Matthias Zwicker

Autoregressive generative models are commonly used, especially for those tasks involving sequential data. They have, however, been plagued by a slew of inherent flaws due to the intrinsic characteristics of chain-style conditional modeling…

Machine Learning · Computer Science 2022-06-28 Yezhen Wang , Tong Che , Bo Li , Kaitao Song , Hengzhi Pei , Yoshua Bengio , Dongsheng Li

The fundamental task of general density estimation $p(x)$ has been of keen interest to machine learning. In this work, we attempt to systematically characterize methods for density estimation. Broadly speaking, most of the existing methods…

We propose a supervised anomaly detection method based on neural density estimators, where the negative log likelihood is used for the anomaly score. Density estimators have been widely used for unsupervised anomaly detection. By the recent…

Machine Learning · Statistics 2019-04-15 Tomoharu Iwata , Yuki Yamanaka

The Neural Autoregressive Distribution Estimator (NADE) and its real-valued version RNADE are competitive density models of multidimensional data across a variety of domains. These models use a fixed, arbitrary ordering of the data…

Machine Learning · Statistics 2014-01-14 Benigno Uria , Iain Murray , Hugo Larochelle

We present Neural Autoregressive Distribution Estimation (NADE) models, which are neural network architectures applied to the problem of unsupervised distribution and density estimation. They leverage the probability product rule and a…

Machine Learning · Computer Science 2016-05-30 Benigno Uria , Marc-Alexandre Côté , Karol Gregor , Iain Murray , Hugo Larochelle

Energy-based models (EBMs) are versatile density estimation models that directly parameterize an unnormalized log density. Although very flexible, EBMs lack a specified normalization constant of the model, making the likelihood of the model…

Machine Learning · Computer Science 2024-02-20 Louis Grenioux , Éric Moulines , Marylou Gabrié

Density estimation, a central problem in machine learning, can be performed using Normalizing Flows (NFs). NFs comprise a sequence of invertible transformations, that turn a complex target distribution into a simple one, by exploiting the…

Machine Learning · Computer Science 2024-01-04 Massimiliano Patacchiola , Aliaksandra Shysheya , Katja Hofmann , Richard E. Turner

Autoregressive models are ubiquitous tools for the analysis of time series in many domains such as computational neuroscience and biomedical engineering. In these domains, data is, for example, collected from measurements of brain activity.…

Signal Processing · Electrical Eng. & Systems 2023-05-02 Jonas F. Haderlein , Andre D. H. Peterson , Anthony N. Burkitt , Iven M. Y. Mareels , David B. Grayden

Autoregressive neural network models have been used successfully for sequence generation, feature extraction, and hypothesis scoring. This paper presents yet another use for these models: allocating more computation to more difficult…

Machine Learning · Computer Science 2020-06-03 Loren Lugosch , Derek Nowrouzezahrai , Brett H. Meyer

Energy-Based Models (EBMs), also known as non-normalized probabilistic models, specify probability density or mass functions up to an unknown normalizing constant. Unlike most other probabilistic models, EBMs do not place a restriction on…

Machine Learning · Computer Science 2021-02-19 Yang Song , Diederik P. Kingma

Training of the neural autoregressive density estimator (NADE) can be viewed as doing one step of probabilistic inference on missing values in data. We propose a new model that extends this inference scheme to multiple steps, arguing that…

Machine Learning · Statistics 2014-12-09 Tapani Raiko , Li Yao , Kyunghyun Cho , Yoshua Bengio

Numerous applications of machine learning involve representing probability distributions over high-dimensional data. We propose autoregressive quantile flows, a flexible class of normalizing flow models trained using a novel objective based…

Machine Learning · Computer Science 2023-02-17 Phillip Si , Allan Bishop , Volodymyr Kuleshov

There has been a lot of recent interest in designing neural network models to estimate a distribution from a set of examples. We introduce a simple modification for autoencoder neural networks that yields powerful generative models. Our…

Machine Learning · Computer Science 2015-06-08 Mathieu Germain , Karol Gregor , Iain Murray , Hugo Larochelle

While deep learning-based classification is generally tackled using standardized approaches, a wide variety of techniques are employed for regression. In computer vision, one particularly popular such technique is that of confidence-based…

Machine Learning · Computer Science 2020-07-21 Fredrik K. Gustafsson , Martin Danelljan , Goutam Bhat , Thomas B. Schön

Generative diffusion models can provide powerful prior probability models for inverse problems in imaging, but existing implementations suffer from two key limitations: $(i)$ the prior density is represented implicitly, and $(ii)$ they rely…

Machine Learning · Computer Science 2026-05-19 Nicolas Zilberstein , Santiago Segarra , Eero Simoncelli , Florentin Guth

Neural network-based methods for (un)conditional density estimation have recently gained substantial attention, as various neural density estimators have outperformed classical approaches in real-data experiments. Despite these empirical…

Machine Learning · Statistics 2025-10-02 Dehao Dai , Jianqing Fan , Yihong Gu , Debarghya Mukherjee

Probability density function estimation with weighted samples is the main foundation of all adaptive importance sampling algorithms. Classically, a target distribution is approximated either by a non-parametric model or within a parametric…

Machine Learning · Computer Science 2023-10-16 Julien Demange-Chryst , François Bachoc , Jérôme Morio , Timothé Krauth
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