Related papers: Autoregressive Quantile Flows for Predictive Uncer…
This paper introduces new methods for constructing prediction intervals using quantile-based techniques. The procedures are developed for both classical (homoscedastic) autoregressive models and modern quantile autoregressive models. They…
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…
Neural density estimators are flexible families of parametric models which have seen widespread use in unsupervised machine learning in recent years. Maximum-likelihood training typically dictates that these models be constrained to specify…
Coarse-to-fine autoregressive modeling has recently shown strong promise for visuomotor policy learning, combining the inference efficiency of autoregressive methods with the global trajectory coherence of diffusion-based policies. However,…
Forecasting neural activity in response to naturalistic stimuli remains a key challenge for understanding brain dynamics and enabling downstream neurotechnological applications. Here, we introduce a generative forecasting framework for…
Tabular regression is a well-studied problem with numerous industrial applications, yet most existing approaches focus on point estimation, often leading to overconfident predictions. This issue is particularly critical in industrial…
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…
This work presents, to the best of the authors' knowledge, the first generalizable and fully data-driven adaptive framework designed to stabilize deep learning (DL) autoregressive forecasting models over long time horizons, with the goal of…
We present an alternative to reweighting techniques for modifying distributions to account for a desired change in an underlying conditional distribution, as is often needed to correct for mis-modelling in a simulated sample. We employ…
Generative Flow Networks (GFlowNets) are a new family of probabilistic samplers where an agent learns a stochastic policy for generating complex combinatorial structure through a series of decision-making steps. Despite being inspired from…
Flow-based deep generative models learn data distributions by transforming a simple base distribution into a complex distribution via a set of invertible transformations. Due to the invertibility, such models can score unseen data samples…
Normalizing Flows are generative models that directly maximize the likelihood. Previously, the design of normalizing flows was largely constrained by the need for analytical invertibility. We overcome this constraint by a training procedure…
A convolutional encoder-decoder-based transformer model is proposed for autoregressively training on spatio-temporal data of turbulent flows. The prediction of future fluid flow fields is based on the previously predicted fluid flow field…
We introduce a novel generative model for the representation of joint probability distributions of a possibly large number of discrete random variables. The approach uses measure transport by randomized assignment flows on the statistical…
A Normalizing Flow computes a bijective mapping from an arbitrary distribution to a predefined (e.g. normal) distribution. Such a flow can be used to address different tasks, e.g. anomaly detection, once such a mapping has been learned. In…
Quantile regression is a fundamental problem in statistical learning motivated by a need to quantify uncertainty in predictions, or to model a diverse population without being overly reductive. For instance, epidemiological forecasts, cost…
In this paper, we establish a connection between the parameterization of flow-based and energy-based generative models, and present a new flow-based modeling approach called energy-based normalizing flow (EBFlow). We demonstrate that by…
Simulation-free training frameworks have been at the forefront of the generative modelling revolution in continuous spaces, leading to large-scale diffusion and flow matching models. However, such modern generative models suffer from…
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…
Normalizing flows have emerged as an important family of deep neural networks for modelling complex probability distributions. In this note, we revisit their coupling and autoregressive transformation layers as probabilistic graphical…