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This paper introduces the $f$-divergence variational inference ($f$-VI) that generalizes variational inference to all $f$-divergences. Initiated from minimizing a crafty surrogate $f$-divergence that shares the statistical consistency with…

Machine Learning · Computer Science 2021-04-06 Neng Wan , Dapeng Li , Naira Hovakimyan

Variational inference is a popular technique to approximate a possibly intractable Bayesian posterior with a more tractable one. Recently, boosting variational inference has been proposed as a new paradigm to approximate the posterior by a…

Machine Learning · Computer Science 2018-03-08 Francesco Locatello , Rajiv Khanna , Joydeep Ghosh , Gunnar Rätsch

Normalizing flows provide a general mechanism for defining expressive probability distributions, only requiring the specification of a (usually simple) base distribution and a series of bijective transformations. There has been much recent…

The normalization constraint on probability density poses a significant challenge for solving the Fokker-Planck equation. Normalizing Flow, an invertible generative model leverages the change of variables formula to ensure probability…

Machine Learning · Computer Science 2023-09-28 Feng Liu , Faguo Wu , Xiao Zhang

We present a novel technique for amortized posterior estimation using Normalizing Flows trained with likelihood-weighted importance sampling. This approach allows for the efficient inference of theoretical parameters in high-dimensional…

Machine Learning · Computer Science 2026-02-23 Rajneil Baruah

Normalizing flows are constructed from a base distribution with a known density and a diffeomorphism with a tractable Jacobian. The base density of a normalizing flow can be parameterised by a different normalizing flow, thus allowing maps…

Machine Learning · Computer Science 2022-11-07 Samuel Klein , John Andrew Raine , Tobias Golling

Flow matching (FM) is a family of training algorithms for fitting continuous normalizing flows (CNFs). Conditional flow matching (CFM) exploits the fact that the marginal vector field of a CNF can be learned by fitting least-squares…

Machine Learning · Statistics 2025-02-04 Ganchao Wei , Li Ma

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…

Machine Learning · Computer Science 2023-05-05 Yuehaw Khoo , Michael Lindsey , Hongli Zhao

To reach human level intelligence, learning algorithms need to incorporate causal reasoning. But identifying causality, and particularly counterfactual reasoning, remains elusive. In this paper, we make progress on counterfactual inference…

Machine Learning · Statistics 2026-03-31 Marc Braun , Jose M. Peña , Adel Daoud

Normalizing Flows (NFs) are powerful and efficient models for density estimation. When modeling densities on manifolds, NFs can be generalized to injective flows but the Jacobian determinant becomes computationally prohibitive. Current…

Machine Learning · Computer Science 2025-01-27 Marcello Massimo Negri , Jonathan Aellen , Volker Roth

Continuous Normalizing Flows (CNFs) have emerged as promising deep generative models for a wide range of tasks thanks to their invertibility and exact likelihood estimation. However, conditioning CNFs on signals of interest for conditional…

Machine Learning · Computer Science 2019-12-10 Tan M. Nguyen , Animesh Garg , Richard G. Baraniuk , Anima Anandkumar

Variational Inference is a powerful tool in the Bayesian modeling toolkit, however, its effectiveness is determined by the expressivity of the utilized variational distributions in terms of their ability to match the true posterior…

Machine Learning · Statistics 2019-05-10 Artem Sobolev , Dmitry Vetrov

The efficient resolution of Bayesian inverse problems remains challenging due to the high computational cost of traditional sampling methods. In this paper, we propose a novel framework that integrates Conditional Flow Matching (CFM) with a…

Machine Learning · Computer Science 2025-05-20 Daniil Sherki , Ivan Oseledets , Ekaterina Muravleva

Normalizing flows leverage the Change of Variables Formula (CVF) to define flexible density models. Yet, the requirement of smooth transformations (diffeomorphisms) in the CVF poses a significant challenge in the construction of these…

Machine Learning · Statistics 2021-07-12 Niklas Koenen , Marvin N. Wright , Peter Maaß , Jens Behrmann

Variational inference with normalizing flows (NFs) is an increasingly popular alternative to MCMC methods. In particular, NFs based on coupling layers (Real NVPs) are frequently used due to their good empirical performance. In theory,…

Machine Learning · Statistics 2024-02-27 Daniel Andrade

Existing machine learning methods for causal inference usually estimate quantities expressed via the mean of potential outcomes (e.g., average treatment effect). However, such quantities do not capture the full information about the…

Machine Learning · Computer Science 2023-06-21 Valentyn Melnychuk , Dennis Frauen , Stefan Feuerriegel

Normalizing flows and autoregressive models have been successfully combined to produce state-of-the-art results in density estimation, via Masked Autoregressive Flows (MAF), and to accelerate state-of-the-art WaveNet-based speech synthesis…

Machine Learning · Computer Science 2018-04-04 Chin-Wei Huang , David Krueger , Alexandre Lacoste , Aaron Courville

The automation of probabilistic reasoning is one of the primary aims of machine learning. Recently, the confluence of variational inference and deep learning has led to powerful and flexible automatic inference methods that can be trained…

Machine Learning · Statistics 2021-02-10 Luca Ambrogioni , Gianluigi Silvestri , Marcel van Gerven

Continuous normalizing flows (CNFs) learn an ordinary differential equation to transform prior samples into data. Flow matching (FM) has recently emerged as a simulation-free approach for training CNFs by regressing a velocity model towards…

Machine Learning · Statistics 2024-05-28 Tianyu Xie , Yu Zhu , Longlin Yu , Tong Yang , Ziheng Cheng , Shiyue Zhang , Xiangyu Zhang , Cheng Zhang

Conditional particle filters (CPFs) are powerful smoothing algorithms for general nonlinear/non-Gaussian hidden Markov models. However, CPFs can be inefficient or difficult to apply with diffuse initial distributions, which are common in…

Computation · Statistics 2020-11-23 Santeri Karppinen , Matti Vihola