Related papers: Variational Inference with Continuously-Indexed No…
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,…
We show that normalising flows become pathological when used to model targets whose supports have complicated topologies. In this scenario, we prove that a flow must become arbitrarily numerically noninvertible in order to approximate the…
In this paper we propose Discretely Indexed flows (DIF) as a new tool for solving variational estimation problems. Roughly speaking, DIF are built as an extension of Normalizing Flows (NF), in which the deterministic transport becomes…
Variational inference often struggles with the posterior geometry exhibited by complex hierarchical Bayesian models. Recent advances in flow-based variational families and Variationally Inferred Parameters (VIP) each address aspects of this…
The framework of normalizing flows provides a general strategy for flexible variational inference of posteriors over latent variables. We propose a new type of normalizing flow, inverse autoregressive flow (IAF), that, in contrast to…
Normalising-flow variational inference (VI) can approximate complex posteriors, yet single-flow models often behave inconsistently across qualitatively different distributions. We propose Adaptive Mixture Flow Variational Inference…
Bayesian posterior inference is prevalent in various machine learning problems. Variational inference provides one way to approximate the posterior distribution, however its expressive power is limited and so is the accuracy of resulting…
Inverse problems of partial differential equations are ubiquitous across various scientific disciplines and can be formulated as statistical inference problems using Bayes' theorem. To address large-scale problems, it is crucial to develop…
Many modern unsupervised or semi-supervised machine learning algorithms rely on Bayesian probabilistic models. These models are usually intractable and thus require approximate inference. Variational inference (VI) lets us approximate a…
By chaining a sequence of differentiable invertible transformations, normalizing flows (NF) provide an expressive method of posterior approximation, exact density evaluation, and sampling. The trend in normalizing flow literature has been…
Variational inference (VI) provides fast approximations of a Bayesian posterior in part because it formulates posterior approximation as an optimization problem: to find the closest distribution to the exact posterior over some family of…
Normalizing Flows (NFs) are able to model complicated distributions p(y) with strong inter-dimensional correlations and high multimodality by transforming a simple base density p(z) through an invertible neural network under the change of…
Normalizing flows are a powerful tool for generative modelling, density estimation and posterior reconstruction in Bayesian inverse problems. In this paper, we introduce proximal residual flows, a new architecture of normalizing flows.…
Deep Gaussian processes (DGPs), a hierarchical composition of GP models, have successfully boosted the expressive power of their single-layer counterpart. However, it is impossible to perform exact inference in DGPs, which has motivated the…
Normalizing flows have shown great success as general-purpose density estimators. However, many real world applications require the use of domain-specific knowledge, which normalizing flows cannot readily incorporate. We propose…
This work presents mixed variational flows (MixFlows), a new variational family that consists of a mixture of repeated applications of a map to an initial reference distribution. First, we provide efficient algorithms for i.i.d. sampling,…
Variational inference (VI) is a technique to approximate difficult to compute posteriors by optimization. In contrast to MCMC, VI scales to many observations. In the case of complex posteriors, however, state-of-the-art VI approaches often…
We introduce Prior-Informed Flow Matching (PIFM), a conditional flow model for graph reconstruction. Reconstructing graphs from partial observations remains a key challenge; classical embedding methods often lack global consistency, while…
Two fundamental problems in unsupervised learning are efficient inference for latent-variable models and robust density estimation based on large amounts of unlabeled data. Algorithms for the two tasks, such as normalizing flows and…
Deep learning has revolutionized the last decade, being at the forefront of extraordinary advances in a wide range of tasks including computer vision, natural language processing, and reinforcement learning, to name but a few. However, it…