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Advanced measurement techniques and high performance computing have made large data sets available for a wide range of turbulent flows that arise in engineering applications. Drawing on this abundance of data, dynamical models can be…

Fluid Dynamics · Physics 2020-05-06 Armin Zare , Tryphon T. Georgiou , Mihailo R. Jovanović

Many systems in physics, engineering, and biology exhibit multiscale stochastic dynamics, where low-dimensional slow variables evolve under the influence of high-dimensional fast processes. In practice, observations are often limited to a…

Machine Learning · Statistics 2026-05-12 Anan Saha , Arnab Ganguly

Across the scientific realm, we find ourselves subtracting or dividing stochastic signals. For instance, consider a stochastic realization, $x$, generated from the addition or multiplication of two stochastic signals $a$ and $b$, namely…

Non-linear effects of the Navier-Stokes equations disappear under the Stokes regime of Newtonian fluid flows disallowing the fluid flow rectification. Here we show mathematically and experimentally that passive flow rectification of…

Fluid Dynamics · Physics 2018-11-21 Aryan Mehboudi , Junghoon Yeom

To better conform to data geometry, recent deep generative modelling techniques adapt Euclidean constructions to non-Euclidean spaces. In this paper, we study normalizing flows on manifolds. Previous work has developed flow models for…

Machine Learning · Statistics 2020-06-19 Aaron Lou , Derek Lim , Isay Katsman , Leo Huang , Qingxuan Jiang , Ser-Nam Lim , Christopher De Sa

Normalizing flows define a probability distribution by an explicit invertible transformation $\boldsymbol{\mathbf{z}}=f(\boldsymbol{\mathbf{x}})$. In this work, we present implicit normalizing flows (ImpFlows), which generalize normalizing…

Machine Learning · Statistics 2021-03-18 Cheng Lu , Jianfei Chen , Chongxuan Li , Qiuhao Wang , Jun Zhu

Normalizing flow is a generative modeling approach with efficient sampling. However, Flow-based models suffer two issues: 1) If the target distribution is manifold, due to the unmatch between the dimensions of the latent target distribution…

Machine Learning · Computer Science 2024-04-24 Qinglong Meng , Chongkun Xia , Xueqian Wang

We study generalizations of the Schr\"odinger problem in statistical mechanics in two directions: when the density is constrained at more than two times, and when the joint law of the initial and final positions for the particles is…

Probability · Mathematics 2020-01-30 Aymeric Baradat , Christian Léonard

Normalizing flows (NF) are a class of powerful generative models that have gained popularity in recent years due to their ability to model complex distributions with high flexibility and expressiveness. In this work, we introduce a new type…

Machine Learning · Computer Science 2023-06-08 Jonas Köhler , Michele Invernizzi , Pim de Haan , Frank Noé

Many problems in the physical sciences, machine learning, and statistical inference necessitate sampling from a high-dimensional, multi-modal probability distribution. Markov Chain Monte Carlo (MCMC) algorithms, the ubiquitous tool for this…

Data Analysis, Statistics and Probability · Physics 2022-05-12 Marylou Gabrié , Grant M. Rotskoff , Eric Vanden-Eijnden

This paper introduces a Bayesian framework that combines Markov chain Monte Carlo (MCMC) sampling, dimensionality reduction, and neural density estimation to efficiently handle inverse problems that (i) must be solved multiple times, and…

Computational Engineering, Finance, and Science · Computer Science 2026-02-24 Giacomo Bottacini , Matteo Torzoni , Andrea Manzoni

We present a likelihood-free probabilistic inversion method based on normalizing flows for high-dimensional inverse problems. The proposed method is composed of two complementary networks: a summary network for data compression and an…

Machine Learning · Computer Science 2024-12-30 Jice Zeng , Yuanzhe Wang , Alexandre M. Tartakovsky , David Barajas-Solano

Typical topology optimization methods require complex iterative calculations, which cannot meet the requirements of fast computing applications. The neural network is studied to reduce the time of computing the optimization result, however,…

Computational Physics · Physics 2024-01-12 Ce Guan , Jianyu Zhang , Zhen Li , Yongbo Deng

Deep generative models complement Markov-chain-Monte-Carlo methods for efficiently sampling from high-dimensional distributions. Among these methods, explicit generators, such as Normalising Flows (NFs), in combination with the Metropolis…

Machine Learning · Computer Science 2024-05-29 Vikas Kanaujia , Mathias S. Scheurer , Vipul Arora

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

We introduce a conditional pseudo-reversible normalizing flow for constructing surrogate models of a physical model polluted by additive noise to efficiently quantify forward and inverse uncertainty propagation. Existing surrogate modeling…

Machine Learning · Computer Science 2024-04-02 Minglei Yang , Pengjun Wang , Ming Fan , Dan Lu , Yanzhao Cao , Guannan Zhang

Generative models are a promising tool to address the sampling problem in multi-body and condensed-matter systems in the framework of statistical mechanics. In this work, we show that normalizing flows can be used to learn a transformation…

Computational Physics · Physics 2022-08-23 Alessandro Coretti , Sebastian Falkner , Phillip Geissler , Christoph Dellago

This paper proposes a new design method for a stochastic control policy using a normalizing flow (NF). In reinforcement learning (RL), the policy is usually modeled as a distribution model with trainable parameters. When this…

Robotics · Computer Science 2024-12-18 Taisuke Kobayashi , Takumi Aotani

We introduce a family of stochastic models motivated by the study of nonequilibrium steady states of fluid equations. These models decompose the deterministic dynamics of interest into fundamental building blocks, i.e., minimal vector…

Probability · Mathematics 2025-05-07 Andrea Agazzi , Jonathan C. Mattingly , Omar Melikechi

We discuss the problem of estimating Radon-Nikodym derivatives. This problem appears in various applications, such as covariate shift adaptation, likelihood-ratio testing, mutual information estimation, and conditional probability…

Statistics Theory · Mathematics 2023-08-16 Duc Hoan Nguyen , Werner Zellinger , Sergei V. Pereverzyev
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