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Stochastic processes generated by non-stationary distributions are difficult to represent with conventional models such as Gaussian processes. This work presents Recurrent Autoregressive Flows as a method toward general stochastic process…
Normalizing Flows (NFs) are emerging as a powerful class of generative models, as they not only allow for efficient sampling, but also deliver, by construction, density estimation. They are of great potential usage in High Energy Physics…
Fueled by the expressive power of deep neural networks, normalizing flows have achieved spectacular success in generative modeling, or learning to draw new samples from a distribution given a finite dataset of training samples. Normalizing…
Many systems in physics, engineering, and biology exhibit multiscale stochastic dynamics, where low-dimensional slow variables evolve under the influence of high-dimensional fast processes. In practice, observations are often limited to a…
Normalizing flows model a complex target distribution in terms of a bijective transform operating on a simple base distribution. As such, they enable tractable computation of a number of important statistical quantities, particularly…
Normalizing flows have emerged as an important family of deep neural networks for modelling complex probability distributions. In this note, we revisit their coupling and autoregressive transformation layers as probabilistic graphical…
We consider stochastic differential equations driven by Wiener processes. The vector fields are supposed to satisfy only local Lipschitz conditions. The Lipschitz constants of the drift vector field, valid on balls of radius $R$, are…
Normalizing flows are a class of deep generative models that provide a promising route to sample lattice field theories more efficiently than conventional Monte Carlo simulations. In this work we show that the theoretical framework of…
Normalizing flows are a powerful tool to create flexible probability distributions with a wide range of potential applications in cosmology. Here we are studying normalizing flows which represent cosmological observables at field level,…
Recently, there has been a surge of interest in incorporating neural networks into particle filters, e.g. differentiable particle filters, to perform joint sequential state estimation and model learning for non-linear non-Gaussian…
We introduce a technique to merge two biased Brownian motions into a single regular process. The outcome follows a stochastic differential equation with a constant diffusion coefficient and a non-linear drift. The emerging stochastic…
Normalizing flows model complex probability distributions by combining a base distribution with a series of bijective neural networks. State-of-the-art architectures rely on coupling and autoregressive transformations to lift up invertible…
Normalizing flows are a class of probabilistic generative models which allow for both fast density computation and efficient sampling and are effective at modelling complex distributions like images. A drawback among current methods is…
Continuous normalizing flows (CNFs) construct invertible mappings between an arbitrary complex distribution and an isotropic Gaussian distribution using Neural Ordinary Differential Equations (neural ODEs). It has not been tractable on…
Normalizing flow is a generative modeling approach with efficient sampling. However, Flow-based models suffer two issues: 1) If the target distribution is manifold, due to the unmatch between the dimensions of the latent target distribution…
In this paper, we propose Continuous Graph Flow, a generative continuous flow based method that aims to model complex distributions of graph-structured data. Once learned, the model can be applied to an arbitrary graph, defining a…
Understanding the dynamics of complex molecular processes is often linked to the study of infrequent transitions between long-lived stable states. The standard approach to the sampling of such rare events is to generate an ensemble of…
We propose a new Neural Galerkin Normalizing Flow framework to approximate the transition probability density function of a diffusion process by solving the corresponding Fokker-Planck equation with an atomic initial distribution,…
We introduce graph normalizing flows: a new, reversible graph neural network model for prediction and generation. On supervised tasks, graph normalizing flows perform similarly to message passing neural networks, but at a significantly…
We present a machine-learning approach, based on normalizing flows, for modelling atomic solids. Our model transforms an analytically tractable base distribution into the target solid without requiring ground-truth samples for training. We…