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Normalizing flows transform a latent distribution through an invertible neural network for a flexible and pleasingly simple approach to generative modelling, while preserving an exact likelihood. We propose FlowGMM, an end-to-end approach…

Machine Learning · Computer Science 2020-01-01 Pavel Izmailov , Polina Kirichenko , Marc Finzi , Andrew Gordon Wilson

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

An approach to (normalized) infinite dimensional integrals, including normalized oscillatory integrals, through a sequence of evaluations in the spirit of the Monte Carlo method for probability measures is proposed. in this approach the…

Mathematical Physics · Physics 2015-06-05 Jean-Pierre Magnot

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,…

Cosmology and Nongalactic Astrophysics · Physics 2021-05-26 Adam Rouhiainen , Utkarsh Giri , Moritz Münchmeyer

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…

Machine Learning · Computer Science 2021-02-15 Antoine Wehenkel , Gilles Louppe

Finding a transformation between two unknown probability distributions from finite samples is crucial for modeling complex data distributions and performing tasks such as sample generation, domain adaptation and statistical inference. One…

Machine Learning · Computer Science 2024-07-11 Zhe Xiong , Qiaoqiao Ding , Xiaoqun Zhang

Normalizing flows are invertible neural networks with tractable change-of-volume terms, which allow optimization of their parameters to be efficiently performed via maximum likelihood. However, data of interest are typically assumed to live…

Machine Learning · Statistics 2021-11-04 Anthony L. Caterini , Gabriel Loaiza-Ganem , Geoff Pleiss , John P. Cunningham

Due to the non-stationarity of time series, the distribution shift problem largely hinders the performance of time series forecasting. Existing solutions either rely on using certain statistics to specify the shift, or developing specific…

Machine Learning · Computer Science 2025-02-10 Wei Fan , Shun Zheng , Pengyang Wang , Rui Xie , Kun Yi , Qi Zhang , Jiang Bian , Yanjie Fu

In this paper, we suggest a novel sampling method for Monte Carlo molecular simulations. In order to perform efficient sampling of molecular systems, it is advantageous to avoid extremely high energy configurations while also retaining the…

Computational Physics · Physics 2019-07-18 Katsuhiro Endo , Daisuke Yuhara , Kenji Yasuoka

Variational inference relies on flexible approximate posterior distributions. Normalizing flows provide a general recipe to construct flexible variational posteriors. We introduce Sylvester normalizing flows, which can be seen as a…

Machine Learning · Statistics 2019-02-21 Rianne van den Berg , Leonard Hasenclever , Jakub M. Tomczak , Max Welling

Normalising flows offer a flexible way of modelling continuous probability distributions. We consider expressiveness, fast inversion and exact Jacobian determinant as three desirable properties a normalising flow should possess. However,…

Machine Learning · Computer Science 2021-10-27 Yumou Wei

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…

Machine Learning · Computer Science 2018-07-11 Guoqing Zheng , Yiming Yang , Jaime Carbonell

Recent advances in machine learning have led to the development of new methods for enhancing Monte Carlo methods such as Markov chain Monte Carlo (MCMC) and importance sampling (IS). One such method is normalizing flows, which use a neural…

Computation · Statistics 2024-01-12 Charly Andral

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

Normalizing Flows are generative models that directly maximize the likelihood. Previously, the design of normalizing flows was largely constrained by the need for analytical invertibility. We overcome this constraint by a training procedure…

Machine Learning · Computer Science 2024-04-25 Felix Draxler , Peter Sorrenson , Lea Zimmermann , Armand Rousselot , Ullrich Köthe

We introduce in this work the normalizing field flows (NFF) for learning random fields from scattered measurements. More precisely, we construct a bijective transformation (a normalizing flow characterizing by neural networks) between a…

Machine Learning · Computer Science 2022-05-11 Ling Guo , Hao Wu , Tao Zhou

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…

Machine Learning · Computer Science 2017-02-01 Diederik P. Kingma , Tim Salimans , Rafal Jozefowicz , Xi Chen , Ilya Sutskever , Max Welling

In this work, we consider the problem of training a generator from evaluations of energy functions or unnormalized densities. This is a fundamental problem in probabilistic inference, which is crucial for scientific applications such as…

Machine Learning · Computer Science 2024-08-30 Dongyeop Woo , Sungsoo Ahn

Density deconvolution is the task of estimating a probability density function given only noise-corrupted samples. We can fit a Gaussian mixture model to the underlying density by maximum likelihood if the noise is normally distributed, but…

Machine Learning · Statistics 2020-07-14 Tim Dockhorn , James A. Ritchie , Yaoliang Yu , Iain Murray

Bayesian inference with computationally expensive likelihood evaluations remains a significant challenge in many scientific domains. We propose normalizing flow regression (NFR), a novel offline inference method for approximating posterior…

Machine Learning · Statistics 2025-04-17 Chengkun Li , Bobby Huggins , Petrus Mikkola , Luigi Acerbi