English
Related papers

Related papers: Efficient CDF Approximations for Normalizing Flows

200 papers

We propose a renormalisation group inspired normalising flow that combines benefits from traditional Markov chain Monte Carlo methods and standard normalising flows to sample lattice field theories. Specifically, we use samples from a…

High Energy Physics - Lattice · Physics 2024-12-18 Marc Bauer , Renzo Kapust , Jan M. Pawlowski , Finn L. Temmen

Tuning of measurement models is challenging in real-world applications of sequential Monte Carlo methods. Recent advances in differentiable particle filters have led to various efforts to learn measurement models through neural networks.…

Artificial Intelligence · Computer Science 2022-03-17 Xiongjie Chen , Yunpeng Li

Normalizing flows can generate complex target distributions and thus show promise in many applications in Bayesian statistics as an alternative or complement to MCMC for sampling posteriors. Since no data set from the target posterior…

Machine Learning · Statistics 2021-07-19 Marylou Gabrié , Grant M. Rotskoff , Eric Vanden-Eijnden

Continuous normalizing flows (CNFs) are an attractive generative modeling technique, but they have been held back by limitations in their simulation-based maximum likelihood training. We introduce the generalized conditional flow matching…

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

A new approach of obtaining stratified random samples from statistically dependent random variables is described. The proposed method can be used to obtain samples from the input space of a computer forward model in estimating expectations…

Methodology · Statistics 2019-11-25 Anirban Mondal , Abhijit Mandal

Sampling a probability distribution with an unknown normalization constant is a fundamental problem in computational science and engineering. This task may be cast as an optimization problem over all probability measures, and an initial…

Machine Learning · Statistics 2024-09-12 Yifan Chen , Daniel Zhengyu Huang , Jiaoyang Huang , Sebastian Reich , Andrew M. Stuart

Normalizing flows, which learn a distribution by transforming the data to samples from a Gaussian base distribution, have proven powerful density approximations. But their expressive power is limited by this choice of the base distribution.…

Machine Learning · Computer Science 2021-07-16 Mike Laszkiewicz , Johannes Lederer , Asja Fischer

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

Unsupervised anomaly detection is often framed around two widely studied paradigms. Deep one-class classification, exemplified by Deep SVDD, learns compact latent representations of normality, while density estimators realized by…

Machine Learning · Computer Science 2025-10-13 Faried Abu Zaid , Tim Katzke , Emmanuel Müller , Daniel Neider

Normalizing flows are a powerful class of generative models demonstrating strong performance in several speech and vision problems. In contrast to other generative models, normalizing flows are latent variable models with tractable…

Machine Learning · Computer Science 2021-08-06 Dmitry Baranchuk , Vladimir Aliev , Artem Babenko

We propose a new framework for efficiently sampling from complex probability distributions using a combination of normalizing flows and elliptical slice sampling (Murray et al., 2010). The central idea is to learn a diffeomorphism, through…

Methodology · Statistics 2023-03-28 Alberto Cabezas , Christopher Nemeth

We develop diffusion-based samplers for target distributions known up to a normalising constant. To this end, we rely on the well-known diffusion path that smoothly interpolates between a simple base distribution and the target, popularised…

Systems biology relies on mathematical models that often involve complex and intractable likelihood functions, posing challenges for efficient inference and model selection. Generative models, such as normalizing flows, have shown…

Quantitative Methods · Quantitative Biology 2023-12-06 Vincent D. Zaballa , Elliot E. Hui

Markov Chain Monte Carlo (MCMC) methods are a powerful tool for computation with complex probability distributions. However the performance of such methods is critically dependant on properly tuned parameters, most of which are difficult if…

Computation · Statistics 2021-10-27 James A. Brofos , Marylou Gabrié , Marcus A. Brubaker , Roy R. Lederman

Normalizing flows are a class of machine learning models used to construct a complex distribution through a bijective mapping of a simple base distribution. We demonstrate that normalizing flows are particularly well suited as a Monte Carlo…

Nuclear Theory · Physics 2021-08-11 Jack Brady , Pengsheng Wen , Jeremy W. Holt

We consider the problem of evaluating the cumulative distribution function (CDF) of the sum of order statistics, which serves to compute outage probability (OP) values at the output of generalized selection combining receivers. Generally,…

Computation · Statistics 2017-11-15 Nadhir Ben Rached , Zdravko Botev , Abla Kammoun , Mohamed-Slim Alouini , Raul Tempone

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

Given an inverse problem with a normalizing flow prior, we wish to estimate the distribution of the underlying signal conditioned on the observations. We approach this problem as a task of conditional inference on the pre-trained…

Machine Learning · Statistics 2021-06-16 Jay Whang , Erik M. Lindgren , Alexandros G. Dimakis

Normalizing Flows are a promising new class of algorithms for unsupervised learning based on maximum likelihood optimization with change of variables. They offer to learn a factorized component representation for complex nonlinear data and,…

Machine Learning · Computer Science 2020-02-17 Reuben Feinman , Nikhil Parthasarathy