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We present a specialized scenario generation method that utilizes forecast information to generate scenarios for day-ahead scheduling problems. In particular, we use normalizing flows to generate wind power scenarios by sampling from a…

Optimization and Control · Mathematics 2022-07-12 Eike Cramer , Leonard Paeleke , Alexander Mitsos , Manuel Dahmen

Active biological flow networks pervade nature and span a wide range of scales, from arterial blood vessels and bronchial mucus transport in humans to bacterial flow through porous media or plasmodial shuttle streaming in slime molds.…

Biological Physics · Physics 2016-07-28 Francis G. Woodhouse , Aden Forrow , Joanna B. Fawcett , Jörn Dunkel

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

Flows are exact-likelihood generative neural networks that transform samples from a simple prior distribution to the samples of the probability distribution of interest. Boltzmann Generators (BG) combine flows and statistical mechanics to…

Machine Learning · Statistics 2019-10-03 Jonas Köhler , Leon Klein , Frank Noé

Studying potential BSM effects at the precision frontier requires accurate transfer of information from low-energy measurements to high-energy BSM models. We propose to use normalising flows to construct likelihood functions that achieve…

High Energy Physics - Phenomenology · Physics 2023-09-20 Anja Beck , Méril Reboud , Danny van Dyk

Taking advantage of the advances in generative deep learning, particularly normalizing flow, a framework, called Boltzmann Generator, has recently been proposed for the purpose of generating equilibrium atomic configurations from the…

Statistical Mechanics · Physics 2022-07-27 Rasool Ahmad , Wei Cai

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

The study of nonlinear phenomena in systems with many degrees of freedom often relies on complex numerical simulations. In trying to model realistic situations, these systems may be coupled to an external environment which drives their…

High Energy Physics - Lattice · Physics 2009-10-28 Julian Borrill , Marcelo Gleiser

Jarzynski's equality is a well-known result in statistical mechanics, relating free-energy differences between equilibrium ensembles with fluctuations in the work performed during non-equilibrium transformations from one ensemble to the…

High Energy Physics - Lattice · Physics 2017-03-27 Alessandro Nada , Michele Caselle , Gianluca Costagliola , Marco Panero , Arianna Toniato

A machine learning method to predict steady external fluid flows using elliptic input features is introduced. Using data from as few as one high-fidelity simulation, the proposed method produces models generalizable under changes to…

Alongside optimization-based planners, sampling-based approaches are often used in trajectory planning for autonomous driving due to their simplicity. Model predictive path integral control is a framework that builds upon optimization…

Robotics · Computer Science 2026-02-09 Georg Rabenstein , Lars Ullrich , Knut Graichen

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

We present a pseudo-reversible normalizing flow method for efficiently generating samples of the state of a stochastic differential equation (SDE) with different initial distributions. The primary objective is to construct an accurate and…

Numerical Analysis · Mathematics 2023-06-12 Minglei Yang , Pengjun Wang , Diego del-Castillo-Negrete , Yanzhao Cao , Guannan Zhang

In {\em{Holm}, Proc. Roy. Soc. A 471 (2015)} stochastic fluid equations were derived by employing a variational principle with an assumed stochastic Lagrangian particle dynamics. Here we show that the same stochastic Lagrangian dynamics…

Analysis of PDEs · Mathematics 2017-10-25 Colin J Cotter , Georg A Gottwald , Darryl D Holm

Normalizing flows transform a latent distribution through an invertible neural network for a flexible and pleasingly simple approach to generative modelling, while preserving an exact likelihood. We propose FlowGMM, an end-to-end approach…

Machine Learning · Computer Science 2020-01-01 Pavel Izmailov , Polina Kirichenko , Marc Finzi , Andrew Gordon Wilson

We investigate stochastic interpolation, a recently introduced framework for high dimensional sampling which bears many similarities to diffusion modeling. Stochastic interpolation generates a data sample by first randomly initializing a…

Statistics Theory · Mathematics 2025-10-28 Mara Daniels

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 develop a general theory dealing with stochastic models for dynamical systems that are governed by various nonlinear, ordinary or partial differential, equations. In particular, we address the problem how flows in the random medium…

chao-dyn · Physics 2009-10-31 Piotr Garbaczewski

We present a machine-learning approach, based on normalizing flows, for modelling atomic solids. Our model transforms an analytically tractable base distribution into the target solid without requiring ground-truth samples for training. We…

We propose a unifying approach that starts from the perturbative construction of trivializing maps by L\"uscher and then improves on it by learning. The resulting continuous normalizing flow model can be implemented using common tools of…

High Energy Physics - Lattice · Physics 2023-03-29 Simone Bacchio , Pan Kessel , Stefan Schaefer , Lorenz Vaitl
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