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Normalizing flows, diffusion normalizing flows and variational autoencoders are powerful generative models. This chapter provides a unified framework to handle these approaches via Markov chains. We consider stochastic normalizing flows as…

Machine Learning · Computer Science 2023-02-06 Paul Hagemann , Johannes Hertrich , Gabriele Steidl

The sampling of probability distributions specified up to a normalization constant is an important problem in both machine learning and statistical mechanics. While classical stochastic sampling methods such as Markov Chain Monte Carlo…

Machine Learning · Statistics 2020-10-27 Hao Wu , Jonas Köhler , Frank Noé

In this work, we investigate the use of normalizing flows to model conditional distributions. In particular, we use our proposed method to analyze inverse problems with invertible neural networks by maximizing the posterior likelihood. Our…

Machine Learning · Computer Science 2019-11-07 Zhisheng Xiao , Qing Yan , Yali Amit

Normalizing flows are a popular class of models for approximating probability distributions. However, their invertible nature limits their ability to model target distributions whose support have a complex topological structure, such as…

Machine Learning · Statistics 2022-02-25 Vincent Stimper , Bernhard Schölkopf , José Miguel Hernández-Lobato

We introduce stochastic normalizing flows, an extension of continuous normalizing flows for maximum likelihood estimation and variational inference (VI) using stochastic differential equations (SDEs). Using the theory of rough paths, the…

Machine Learning · Statistics 2020-02-27 Liam Hodgkinson , Chris van der Heide , Fred Roosta , Michael W. Mahoney

Normalizing flows are an established approach for modelling complex probability densities through invertible transformations from a base distribution. However, the accuracy with which the target distribution can be captured by the…

Machine Learning · Statistics 2024-02-02 Harry Bevins , Will Handley , Thomas Gessey-Jones

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

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

Normalizing flows have recently been applied to the problem of accelerating Markov chains in lattice field theory. We propose a generalization of normalizing flows that allows them to applied to theories with a sign problem. These complex…

High Energy Physics - Lattice · Physics 2022-05-26 Scott Lawrence , Yukari Yamauchi

Normalizing flows transform a simple base distribution into a complex target distribution and have proved to be powerful models for data generation and density estimation. In this work, we propose a novel type of normalizing flow driven by…

Machine Learning · Computer Science 2021-07-14 Ruizhi Deng , Bo Chang , Marcus A. Brubaker , Greg Mori , Andreas Lehrmann

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

The two key characteristics of a normalizing flow is that it is invertible (in particular, dimension preserving) and that it monitors the amount by which it changes the likelihood of data points as samples are propagated along the network.…

Machine Learning · Computer Science 2023-01-27 Bálint Máté , Samuel Klein , Tobias Golling , François Fleuret

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.…

Machine Learning · Computer Science 2023-05-19 Johannes Hertrich

Normalizing Flows are generative models which produce tractable distributions where both sampling and density evaluation can be efficient and exact. The goal of this survey article is to give a coherent and comprehensive review of the…

Machine Learning · Statistics 2020-06-09 Ivan Kobyzev , Simon J. D. Prince , Marcus A. Brubaker

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…

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

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 are a class of deep generative models that provide a promising route to sample lattice field theories more efficiently than conventional Monte Carlo simulations. In this work we show that the theoretical framework of…

High Energy Physics - Lattice · Physics 2022-07-07 Michele Caselle , Elia Cellini , Alessandro Nada , Marco Panero

Normalizing flows are powerful non-parametric statistical models that function as a hybrid between density estimators and generative models. Current learning algorithms for normalizing flows assume that data points are sampled…

Machine Learning · Computer Science 2023-05-31 Matthias Kirchler , Christoph Lippert , Marius Kloft

Normalizing flows are a class of generative models that enable exact likelihood evaluation. While these models have already found various applications in particle physics, normalizing flows are not flexible enough to model many of the…

High Energy Physics - Phenomenology · Physics 2022-09-07 Rob Verheyen
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