Related papers: Efficient CDF Approximations for Normalizing Flows

We develop approximate estimation methods for exponential random graph models (ERGMs), whose likelihood is proportional to an intractable normalizing constant. The usual approach approximates this constant with Monte Carlo simulations,…

A rare event is defined by a low probability of occurrence. Accurate estimation of such small probabilities is of utmost importance across diverse domains. Conventional Monte Carlo methods are inefficient, demanding an exorbitant number of…

Recent studies suggest utilizing generative models instead of traditional auto-regressive algorithms for time series forecasting (TSF) tasks. These non-auto-regressive approaches involving different generative methods, including GAN,…

Density regression models allow a comprehensive understanding of data by modeling the complete conditional probability distribution. While flexible estimation approaches such as normalizing flows (NF) work particularly well in multiple…

This paper presents a groundbreaking approach to causal inference by integrating continuous normalizing flows (CNFs) with parametric submodels, enhancing their geometric sensitivity and improving upon traditional Targeted Maximum Likelihood…

Computing the marginal likelihood (also called the Bayesian model evidence) is an important task in Bayesian model selection, providing a principled quantitative way to compare models. The learned harmonic mean estimator solves the…

Rectified flow (Liu et al., 2022; Liu, 2022; Wu et al., 2023) is a method for defining a transport map between two distributions, and enjoys popularity in machine learning, although theoretical results supporting the validity of these…

Adaptive importance sampling (AIS) methods provide a useful alternative to Markov Chain Monte Carlo (MCMC) algorithms for performing inference of intractable distributions. Population Monte Carlo (PMC) algorithms constitute a family of AIS…

The main contribution of this paper is the formulation of a diffuse approximation method(DAM), for two-dimensional channel flows. The proposed method is based on the vorticity-streamfunction formulation. The DAM which estimates derivates of…

Machine learning methods based on normalizing flows have been shown to address important challenges, such as critical slowing-down and topological freezing, in the sampling of gauge field configurations in simple lattice field theories. A…

Normalising flows are tractable probabilistic models that leverage the power of deep learning to describe a wide parametric family of distributions, all while remaining trainable using maximum likelihood. We discuss how these methods can be…

We obtain non asymptotic concentration bounds for two kinds of stochastic approximations. We first consider the deviations between the expectation of a given function of the Euler scheme of some diffusion process at a fixed deterministic…

The tree-based ensembles are known for their outstanding performance in classification and regression problems characterized by feature vectors represented by mixed-type variables from various ranges and domains. However, considering…

In this work, we demonstrate how to reliably estimate epistemic uncertainty while maintaining the flexibility needed to capture complicated aleatoric distributions. To this end, we propose an ensemble of Normalizing Flows (NF), which are…

Sampling from unnormalised discrete distributions is a fundamental problem across various domains. While Markov chain Monte Carlo offers a principled approach, it often suffers from slow mixing and poor convergence. In this paper, we…

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…

We introduce Projected Latent Markov Chain Monte Carlo (PL-MCMC), a technique for sampling from the high-dimensional conditional distributions learned by a normalizing flow. We prove that a Metropolis-Hastings implementation of PL-MCMC…

Normalizing Flows (NFs) are universal density estimators based on Neural Networks. However, this universality is limited: the density's support needs to be diffeomorphic to a Euclidean space. In this paper, we propose a novel method to…

We provide a general methodology for unbiased estimation for intractable stochastic models. We consider situations where the target distribution can be written as an appropriate limit of distributions, and where conventional approaches…

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…