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We present a pseudo-reversible normalizing flow method for efficiently generating samples of the state of a stochastic differential equation (SDE) with different initial distributions. The primary objective is to construct an accurate and…

Numerical Analysis · Mathematics 2023-06-12 Minglei Yang , Pengjun Wang , Diego del-Castillo-Negrete , Yanzhao Cao , Guannan Zhang

Normalizing flows have shown great promise for modelling flexible probability distributions in a computationally tractable way. However, whilst data is often naturally described on Riemannian manifolds such as spheres, torii, and hyperbolic…

Machine Learning · Statistics 2020-12-10 Emile Mathieu , Maximilian Nickel

Accounting for inaccuracies in Monte Carlo simulations is a crucial step in any high energy physics analysis. It becomes especially important when training machine learning models, which can amplify simulation inaccuracies and introduce…

High Energy Physics - Phenomenology · Physics 2023-09-29 Samuel Bright-Thonney , Philip Harris , Patrick McCormack , Simon Rothman

We propose Functional Flow Matching (FFM), a function-space generative model that generalizes the recently-introduced Flow Matching model to operate in infinite-dimensional spaces. Our approach works by first defining a path of probability…

Machine Learning · Computer Science 2023-12-07 Gavin Kerrigan , Giosue Migliorini , Padhraic Smyth

Proper regularization is crucial in inverse problems to achieve high-quality reconstruction, even with an ill-conditioned measurement system. This is particularly true for three-dimensional photoacoustic tomography, which is computationally…

Optimization and Control · Mathematics 2024-09-26 Chao Wang , Alexandre H. Thiery

Solving Fredholm equations of the first kind is crucial in many areas of the applied sciences. In this work we adopt a probabilistic and variational point of view by considering a minimization problem in the space of probability measures…

Optimization and Control · Mathematics 2024-05-17 Francesca R. Crucinio , Valentin De Bortoli , Arnaud Doucet , Adam M. Johansen

We study the renormalization group flow of the Luttinger-Ward functional and of its two-particle irreducible vertex functions, given a cut-off in the two-particle interaction. We derive a conserving approximation to the flow and relate it…

Strongly Correlated Electrons · Physics 2017-01-05 Jan Frederik Rentrop , Volker Meden , Severin Georg Jakobs

Modeling real-world distributions can often be challenging due to sample data that are subjected to perturbations, e.g., instrumentation errors, or added random noise. Since flow models are typically nonlinear algorithms, they amplify these…

Machine Learning · Computer Science 2022-10-11 Sameera Ramasinghe , Kasun Fernando , Salman Khan , Nick Barnes

We propose a new approach to the theory of normal forms for Hamiltonian systems near a non-resonant elliptic singular point. We consider the space of all Hamiltonian functions with such an equilibrium position at the origin and construct a…

Dynamical Systems · Mathematics 2023-06-27 Dmitry Treschev

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…

Machine Learning · Computer Science 2025-01-07 Xiongjie Chen , Yunpeng Li

Probabilistic power flow (PPF) is essential for quantifying operational uncertainty in modern distribution systems with high penetration of renewable generation and flexible loads. Conventional PPF methods primarily rely on Monte Carlo (MC)…

Systems and Control · Electrical Eng. & Systems 2026-04-02 Weijie Xia , James Ciyu Qin , Edgar Mauricio Salazar Duque , Hongjin Du , Peter Palensky , Giovanni Sansavini , Pedro P. Vergara

Inverse problems in physical or biological sciences often involve recovering an unknown parameter that is random. The sought-after quantity is a probability distribution of the unknown parameter, that produces data that aligns with…

Machine Learning · Statistics 2024-10-02 Qin Li , Maria Oprea , Li Wang , Yunan Yang

This paper introduces a new method to build linear flows, by taking the exponential of a linear transformation. This linear transformation does not need to be invertible itself, and the exponential has the following desirable properties: it…

Machine Learning · Computer Science 2020-10-27 Emiel Hoogeboom , Victor Garcia Satorras , Jakub M. Tomczak , Max Welling

Using a renormalization approach, we study the asymptotic limit distribution of the maximum value in a set of independent and identically distributed random variables raised to a power q(n) that varies monotonically with the sample size n.…

Statistical Mechanics · Physics 2012-04-17 Florian Angeletti , Eric Bertin , Patrice Abry

A normalizing flow models a complex probability density as an invertible transformation of a simple base density. Flows based on either coupling or autoregressive transforms both offer exact density evaluation and sampling, but rely on the…

Machine Learning · Statistics 2019-12-03 Conor Durkan , Artur Bekasov , Iain Murray , George Papamakarios

This study focuses on the novel application of a normalizing flow as a method of domain adaptation. Normalizing flows offer a way to transform data points between two different distributions. The present study investigates a method of…

Data Analysis, Statistics and Probability · Physics 2024-05-16 Rowan Kelleher , Anselm Vossen

Normalizing flows are objects used for modeling complicated probability density functions, and have attracted considerable interest in recent years. Many flexible families of normalizing flows have been developed. However, the focus to date…

Methodology · Statistics 2023-01-18 Tin Lok James Ng , Andrew Zammit-Mangion

Normalizing flows are bijective mappings between inputs and latent representations with a fully factorized distribution. They are very attractive due to exact likelihood valuation and efficient sampling. However, their effective capacity is…

Machine Learning · Computer Science 2021-11-03 Matej Grcić , Ivan Grubišić , Siniša Šegvić

In order to find reliable and efficient numerical approximation schemes, we suggest to identify the Functional Renormalization Group flow equations of one-particle irreducible two-point functions as Hamilton-Jacobi(-Bellman)-type partial…

High Energy Physics - Theory · Physics 2025-12-30 Adrian Koenigstein , Martin J. Steil , Stefan Floerchinger

Normalizing flows provide an elegant approach to generative modeling that allows for efficient sampling and exact density evaluation of unknown data distributions. However, current techniques have significant limitations in their…

Machine Learning · Computer Science 2022-06-22 Sahil Sidheekh , Chris B. Dock , Tushar Jain , Radu Balan , Maneesh K. Singh
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