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Related papers: Copula-Based Normalizing Flows

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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

Normalizing Flows (NFs) describe a class of models that express a complex target distribution as the composition of a series of bijective transformations over a simpler base distribution. By limiting the space of candidate transformations…

Machine Learning · Computer Science 2023-09-11 Keegan Kelly , Lorena Piedras , Sukrit Rao , David Roth

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 (NFs) are emerging as a powerful class of generative models, as they not only allow for efficient sampling, but also deliver, by construction, density estimation. They are of great potential usage in High Energy Physics…

Machine Learning · Statistics 2023-03-01 Humberto Reyes-Gonzalez , Riccardo Torre

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

Zero-inflated continuous data ubiquitously appear in many fields, in which lots of exactly zero-valued data are observed while others distribute continuously. Due to the mixed structure of discreteness and continuity in its distribution,…

Methodology · Statistics 2024-10-28 Keita Hamamoto

Continuous normalizing flows (CNFs) are a generative method for learning probability distributions, which is based on ordinary differential equations. This method has shown remarkable empirical success across various applications, including…

Machine Learning · Statistics 2024-04-02 Yuan Gao , Jian Huang , Yuling Jiao , Shurong Zheng

Normalizing flows (NF) use a continuous generator to map a simple latent (e.g. Gaussian) distribution, towards an empirical target distribution associated with a training data set. Once trained by minimizing a variational objective, the…

Machine Learning · Statistics 2023-05-23 Florentin Coeurdoux , Nicolas Dobigeon , Pierre Chainais

This notebook tutorial demonstrates a method for sampling Boltzmann distributions of lattice field theories using a class of machine learning models known as normalizing flows. The ideas and approaches proposed in arXiv:1904.12072,…

To overcome topological constraints and improve the expressiveness of normalizing flow architectures, Wu, K\"ohler and No\'e introduced stochastic normalizing flows which combine deterministic, learnable flow transformations with stochastic…

Machine Learning · Computer Science 2022-12-02 Paul Hagemann , Johannes Hertrich , Gabriele Steidl

Normalizing Flows explicitly maximize a full-dimensional likelihood on the training data. However, real data is typically only supported on a lower-dimensional manifold leading the model to expend significant compute on modeling noise.…

Machine Learning · Computer Science 2024-06-28 Peter Sorrenson , Felix Draxler , Armand Rousselot , Sander Hummerich , Lea Zimmermann , Ullrich Köthe

Normalizing flow (NF) has gained popularity over traditional maximum likelihood based methods due to its strong capability to model complex data distributions. However, the standard approach, which maps the observed data to a normal…

Machine Learning · Computer Science 2022-11-22 Hanze Dong , Shizhe Diao , Weizhong Zhang , Tong Zhang

The present study presents a novel application for normalizing flows for domain adaptation. The study investigates the ability of flow based neural networks to improve signal extraction of $\Lambda$ Hyperons at CLAS12. Normalizing Flows can…

High Energy Physics - Experiment · Physics 2024-03-22 Rowan Kelleher , Matthew McEneaney , Anselm Vossen

Through examples of coordinate and probability transformation between different distributions, the basic principle of normalizing flow is introduced in a simple and concise manner. From the perspective of the distribution of random variable…

Machine Learning · Computer Science 2024-01-22 Hongjun Zhang

Normalizing flows are a widely used class of latent-variable generative models with a tractable likelihood. Affine-coupling (Dinh et al, 2014-16) models are a particularly common type of normalizing flows, for which the Jacobian of the…

Machine Learning · Computer Science 2021-07-08 Holden Lee , Chirag Pabbaraju , Anish Sevekari , Andrej Risteski

Normalizing flows are machine-learned maps between different lattice theories which can be used as components in exact sampling and inference schemes. Ongoing work yields increasingly expressive flows on gauge fields, but it remains an open…

Copulas are widely used in financial economics as well as in other areas of applied mathematics. Yet, there is much arbitrariness in their choice. The author proposes "a natural copula" concept, which minimizes Wasserstein distance between…

Risk Management · Quantitative Finance 2023-11-21 Peter B. Lerner

Analyzing and interpreting time-dependent stochastic data requires accurate and robust density estimation. In this paper we extend the concept of normalizing flows to so-called temporal Normalizing Flows (tNFs) to estimate time dependent…

Computational Physics · Physics 2019-12-20 Gert-Jan Both , Remy Kusters

Copulas allow to learn marginal distributions separately from the multivariate dependence structure (copula) that links them together into a density function. Vine factorizations ease the learning of high-dimensional copulas by constructing…

Methodology · Statistics 2013-02-19 David Lopez-Paz , José Miguel Hernández-Lobato , Zoubin Ghahramani

In the past few years, deep generative models, such as generative adversarial networks \autocite{GAN}, variational autoencoders \autocite{vaepaper}, and their variants, have seen wide adoption for the task of modelling complex data…

Machine Learning · Statistics 2020-09-02 Guilherme G. P. Freitas Pires , Mário A. T. Figueiredo