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Related papers: Density Deconvolution with Normalizing Flows

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Normalizing flows are exact-likelihood generative neural networks which approximately transform samples from a simple prior distribution to samples of the probability distribution of interest. Recent work showed that such generative models…

Machine Learning · Statistics 2020-10-27 Jonas Köhler , Leon Klein , Frank Noé

Gravity inversion is a commonly applied data analysis technique in the field of geophysics. While machine learning methods have previously been explored for the problem of gravity inversion, these are deterministic approaches returning a…

Estimating the expectation of a real-valued function of a random variable from sample data is a critical aspect of statistical analysis, with far-reaching implications in various applications. Current methodologies typically assume…

Machine Learning · Computer Science 2026-02-18 Paweł Lorek , Rafał Nowak , Rafał Topolnicki , Tomasz Trzciński , Maciej Zięba , Aleksandra Krystecka

Normalizing flows are generative models that provide tractable density estimation via an invertible transformation from a simple base distribution to a complex target distribution. However, this technique cannot directly model data…

Machine Learning · Statistics 2021-11-15 Brendan Leigh Ross , Jesse C. Cresswell

We study the multivariate deconvolution problem of recovering the distribution of a signal from independent and identically distributed observations additively contaminated with random errors (noise) from a known distribution. For errors…

Statistics Theory · Mathematics 2023-09-28 Judith Rousseau , Catia Scricciolo

We study the reknown deconvolution problem of recovering a distribution function from independent replicates (signal) additively contaminated with random errors (noise), whose distribution is known. We investigate whether a Bayesian…

Statistics Theory · Mathematics 2021-11-15 Judith Rousseau , Catia Scricciolo

We consider the problem of multivariate density deconvolution when the interest lies in estimating the distribution of a vector-valued random variable but precise measurements of the variable of interest are not available, observations…

Methodology · Statistics 2016-12-06 Abhra Sarkar , Debdeep Pati , Bani K. Mallick , Raymond J. Carroll

Normalizing flows are powerful non-parametric statistical models that function as a hybrid between density estimators and generative models. Current learning algorithms for normalizing flows assume that data points are sampled…

Machine Learning · Computer Science 2023-05-31 Matthias Kirchler , Christoph Lippert , Marius Kloft

Iterative Gaussianization is a fixed-point iteration procedure that can transform any continuous random vector into a Gaussian one. Based on iterative Gaussianization, we propose a new type of normalizing flow model that enables both…

Machine Learning · Computer Science 2020-03-05 Chenlin Meng , Yang Song , Jiaming Song , Stefano Ermon

We consider nonparametric measurement error density deconvolution subject to heteroscedastic measurement errors as well as symmetry about zero and shape constraints, in particular unimodality. The problem is motivated by applications where…

Methodology · Statistics 2020-02-19 Ya Su , Anirban Bhattacharya , Yan Zhang , Nilanjan Chatterjee , Raymond J. Carroll

Density estimation is a fundamental problem that arises in many areas of astronomy, with applications ranging from selecting quasars using color distributions to characterizing stellar abundances. Astronomical observations are inevitably…

Instrumentation and Methods for Astrophysics · Physics 2024-12-05 Yi Kang , Joseph F. Hennawi , Jan-Torge Schindler , John Tamanas , Riccardo Nanni

Gaussian mixture filters for nonlinear systems usually rely on severe approximations when calculating mixtures in the prediction and filtering step. Thus, offline approximations of noise densities by Gaussian mixture densities to reduce the…

Systems and Control · Electrical Eng. & Systems 2025-06-02 Ondŕej Straka , Uwe D. Hanebeck

This Note presents original rates of convergence for the deconvolution problem. We assume that both the estimated density and noise density are supersmooth and we compute the risk for two kinds of estimators.

Statistics Theory · Mathematics 2009-09-29 Claire Lacour

Using the intuition that out-of-distribution data have lower likelihoods, a common approach for out-of-distribution detection involves estimating the underlying data distribution. Normalizing flows are likelihood-based generative models…

Machine Learning · Computer Science 2025-01-30 Seyedeh Fatemeh Razavi , Mohammad Mahdi Mehmanchi , Reshad Hosseini , Mostafa Tavassolipour

We consider deconvolution from repeated observations with unknown error distribution. So far, this model has mostly been studied under the additional assumption that the errors are symmetric. We construct an estimator for the non-symmetric…

Statistics Theory · Mathematics 2014-07-15 Johanna Kappus , Fabienne Comte

Finite mixture of Gaussian distributions provide a flexible semi-parametric methodology for density estimation when the variables under investigation have no boundaries. However, in practical applications variables may be partially bounded…

Methodology · Statistics 2019-12-30 Luca Scrucca

In many scientific applications, the target probability distribution cannot be evaluated in closed form or sampled from directly. Instead, it can often be decomposed into multiple components, some of which are accessible only through…

Methodology · Statistics 2026-03-10 Roxana Darvishi , David C. Stenning , Ted von Hippel , Owen G. Ward

Convolutional sparse coding (CSC) can learn representative shift-invariant patterns from multiple kinds of data. However, existing CSC methods can only model noises from Gaussian distribution, which is restrictive and unrealistic. In this…

Machine Learning · Computer Science 2020-04-22 Yaqing Wang , James T. Kwok , Lionel M. Ni

It is a typical standard assumption in the density deconvolution problem that the characteristic function of the measurement error distribution is non-zero on the real line. While this condition is assumed in the majority of existing works…

Statistics Theory · Mathematics 2021-01-08 Alexander Goldenshluger , Taeho Kim

The choice of approximate posterior distribution is one of the core problems in variational inference. Most applications of variational inference employ simple families of posterior approximations in order to allow for efficient inference,…

Machine Learning · Statistics 2016-06-15 Danilo Jimenez Rezende , Shakir Mohamed