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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

Flow matching has recently emerged as a promising alternative to diffusion-based generative models, particularly for text-to-image generation. Despite its flexibility in allowing arbitrary source distributions, most existing approaches rely…

Computer Vision and Pattern Recognition · Computer Science 2026-02-06 Junwan Kim , Jiho Park , Seonghu Jeon , Seungryong Kim

Some real-world decision-making problems require making probabilistic forecasts over multiple steps at once. However, methods for probabilistic forecasting may fail to capture correlations in the underlying time-series that exist over long…

Machine Learning · Computer Science 2022-01-19 Arec Jamgochian , Di Wu , Kunal Menda , Soyeon Jung , Mykel J. Kochenderfer

Statistical multispecies models of multiarea marine ecosystems use a variety of data sources to estimate parameters using composite or weighted likelihood functions with associated weighting issues and questions on how to obtain variance…

Applications · Statistics 2012-02-16 Lorna Taylor , Verena M. Trenkel , Vojtech Kupca , Gunnar Stefansson

Sequential probabilistic inference from streaming observations requires modeling distributions over future trajectories as new observations arrive. Although diffusion and flow-matching models are effective at capturing high-dimensional,…

Machine Learning · Computer Science 2026-05-15 Yinan Huang , Hans Hao-Hsun Hsu , Junran Wang , Bo Dai , Pan Li

Continuous-time Consistency Models (CMs) promise efficient few-step generation but face significant challenges with training instability. We argue this instability stems from a fundamental conflict: Training the network exclusively on a…

Computer Vision and Pattern Recognition · Computer Science 2025-12-16 Yansong Peng , Kai Zhu , Yu Liu , Pingyu Wu , Hebei Li , Xiaoyan Sun , Feng Wu

We introduce ImitationFlow, a novel Deep generative model that allows learning complex globally stable, stochastic, nonlinear dynamics. Our approach extends the Normalizing Flows framework to learn stable Stochastic Differential Equations.…

Machine Learning · Computer Science 2020-10-27 Julen Urain , Michelle Ginesi , Davide Tateo , Jan Peters

Recently, there has been significant progress in learning-based diffusion samplers, which aim to sample from a given unnormalized density. Many of these approaches formulate the sampling task as a stochastic optimal control (SOC) problem…

Machine Learning · Computer Science 2025-11-26 Jaemoo Choi , Yongxin Chen , Molei Tao , Guan-Horng Liu

We tackle unsupervised anomaly detection (UAD), a problem of detecting data that significantly differ from normal data. UAD is typically solved by using density estimation. Recently, deep neural network (DNN)-based density estimators, such…

Machine Learning · Statistics 2019-03-14 Masataka Yamaguchi , Yuma Koizumi , Noboru Harada

Adaptive importance sampling (AIS) algorithms are a rising methodology in signal processing, statistics, and machine learning. An effective adaptation of the proposals is key for the success of AIS. Recent works have shown that gradient…

Computation · Statistics 2025-03-27 Víctor Elvira , Émilie Chouzenoux , O. Deniz Akyildiz

Importance sampling (IS) is a Monte Carlo methodology that allows for approximation of a target distribution using weighted samples generated from another proposal distribution. Adaptive importance sampling (AIS) implements an iterative…

Computation · Statistics 2018-06-04 Yousef El-Laham , Victor Elvira , Monica F. Bugallo

This paper studies the impact of bootstrap procedure on the eigenvalue distributions of the sample covariance matrix under a high-dimensional factor structure. We provide asymptotic distributions for the top eigenvalues of bootstrapped…

Statistics Theory · Mathematics 2023-11-21 Long Yu , Peng Zhao , Wang Zhou

Normalizing flows have arisen as a tool to accelerate Monte Carlo sampling for lattice field theories. This work reviews recent progress in applying normalizing flows to 4-dimensional nonabelian gauge theories, focusing on two advancements:…

High Energy Physics - Lattice · Physics 2025-02-04 Ryan Abbott , Denis Boyda , Daniel C. Hackett , Gurtej Kanwar , Fernando Romero-López , Phiala E. Shanahan , Julian M. Urban

We investigate popular resampling methods for estimating the uncertainty of statistical models, such as subsampling, bootstrap and the jackknife, and their performance in high-dimensional supervised regression tasks. We provide a tight…

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…

Fueled by the expressive power of deep neural networks, normalizing flows have achieved spectacular success in generative modeling, or learning to draw new samples from a distribution given a finite dataset of training samples. Normalizing…

Machine Learning · Computer Science 2023-05-05 Yuehaw Khoo , Michael Lindsey , Hongli Zhao

MeanFlow (MF) has recently been established as a framework for one-step generative modeling. However, its ``fastforward'' nature introduces key challenges in both the training objective and the guidance mechanism. First, the original MF's…

Computer Vision and Pattern Recognition · Computer Science 2026-05-12 Zhengyang Geng , Yiyang Lu , Zongze Wu , Eli Shechtman , J. Zico Kolter , Kaiming He

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

Normalizing Flows (NFs) learn invertible mappings between the data and a Gaussian distribution. Prior works usually suffer from two limitations. First, they add random noise to training samples or VAE latents as data augmentation,…

Computer Vision and Pattern Recognition · Computer Science 2025-12-04 Qinyu Zhao , Guangting Zheng , Tao Yang , Rui Zhu , Xingjian Leng , Stephen Gould , Liang Zheng

Learning the structure of dependencies among multiple random variables is a problem of considerable theoretical and practical interest. Within the context of Bayesian Networks, a practical and surprisingly successful solution to this…

Machine Learning · Computer Science 2021-01-20 Giulio Caravagna , Daniele Ramazzotti
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