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Flow in fractured porous media represents a challenge for discretization methods due to the disparate scales and complex geometry. Herein we propose a new discretization, based on the mixed finite element method and mortar methods. Our…

Numerical Analysis · Mathematics 2017-07-18 Wietse M. Boon , Jan M. Nordbotten , Ivan Yotov

We introduce stochastic normalizing flows, an extension of continuous normalizing flows for maximum likelihood estimation and variational inference (VI) using stochastic differential equations (SDEs). Using the theory of rough paths, the…

Machine Learning · Statistics 2020-02-27 Liam Hodgkinson , Chris van der Heide , Fred Roosta , Michael W. Mahoney

Understanding the dynamics of complex molecular processes is often linked to the study of infrequent transitions between long-lived stable states. The standard approach to the sampling of such rare events is to generate an ensemble of…

Computational Physics · Physics 2023-05-22 Sebastian Falkner , Alessandro Coretti , Salvatore Romano , Phillip Geissler , Christoph Dellago

Normalizing flows model complex probability distributions by combining a base distribution with a series of bijective neural networks. State-of-the-art architectures rely on coupling and autoregressive transformations to lift up invertible…

Machine Learning · Computer Science 2021-02-15 Antoine Wehenkel , Gilles Louppe

Normalizing flows and variational autoencoders are powerful generative models that can represent complicated density functions. However, they both impose constraints on the models: Normalizing flows use bijective transformations to model…

Machine Learning · Computer Science 2020-11-02 Didrik Nielsen , Priyank Jaini , Emiel Hoogeboom , Ole Winther , Max Welling

To better conform to data geometry, recent deep generative modelling techniques adapt Euclidean constructions to non-Euclidean spaces. In this paper, we study normalizing flows on manifolds. Previous work has developed flow models for…

Machine Learning · Statistics 2020-06-19 Aaron Lou , Derek Lim , Isay Katsman , Leo Huang , Qingxuan Jiang , Ser-Nam Lim , Christopher De Sa

In this study, we use Rational-Quadratic Neural Spline Flows, a sophisticated parametrization of Normalizing Flows, for inferring posterior probability distributions in scenarios where direct evaluation of the likelihood is challenging at…

Data Analysis, Statistics and Probability · Physics 2024-01-26 Mathias El Baz , Federico Sánchez

Accounting for inaccuracies in Monte Carlo simulations is a crucial step in any high energy physics analysis. It becomes especially important when training machine learning models, which can amplify simulation inaccuracies and introduce…

High Energy Physics - Phenomenology · Physics 2023-09-29 Samuel Bright-Thonney , Philip Harris , Patrick McCormack , Simon Rothman

Normalizing flows are a class of probabilistic generative models which allow for both fast density computation and efficient sampling and are effective at modelling complex distributions like images. A drawback among current methods is…

Computer Vision and Pattern Recognition · Computer Science 2020-10-28 Jason J. Yu , Konstantinos G. Derpanis , Marcus A. Brubaker

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…

Machine Learning · Statistics 2025-06-13 Marcel Arpogaus , Thomas Kneib , Thomas Nagler , David Rügamer

Maximum entropy modeling is a flexible and popular framework for formulating statistical models given partial knowledge. In this paper, rather than the traditional method of optimizing over the continuous density directly, we learn a smooth…

Methodology · Statistics 2017-05-01 Gabriel Loaiza-Ganem , Yuanjun Gao , John P. Cunningham

The use of the annual maximum series for flood frequency analyses limits the considered information to one event per year and one sample that is assumed to be homogeneous. However, flood may have different generating processes, such as…

Applications · Statistics 2021-11-29 Svenja Fischer

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

Survival analysis, or time-to-event modelling, is a classical statistical problem that has garnered a lot of interest for its practical use in epidemiology, demographics or actuarial sciences. Recent advances on the subject from the point…

Machine Learning · Computer Science 2021-07-28 Guillaume Ausset , Tom Ciffreo , Francois Portier , Stephan Clémençon , Timothée Papin

A generative model based on a continuous-time normalizing flow between any pair of base and target probability densities is proposed. The velocity field of this flow is inferred from the probability current of a time-dependent density that…

Machine Learning · Computer Science 2023-03-10 Michael S. Albergo , Eric Vanden-Eijnden

In this work, we investigate the use of normalizing flows to model conditional distributions. In particular, we use our proposed method to analyze inverse problems with invertible neural networks by maximizing the posterior likelihood. Our…

Machine Learning · Computer Science 2019-11-07 Zhisheng Xiao , Qing Yan , Yali Amit

Flow-based generative models are composed of invertible transformations between two random variables of the same dimension. Therefore, flow-based models cannot be adequately trained if the dimension of the data distribution does not match…

Computer Vision and Pattern Recognition · Computer Science 2020-11-17 Hyeongju Kim , Hyeonseung Lee , Woo Hyun Kang , Joun Yeop Lee , Nam Soo Kim

Normalizing Flows (NFs) are able to model complicated distributions p(y) with strong inter-dimensional correlations and high multimodality by transforming a simple base density p(z) through an invertible neural network under the change of…

Machine Learning · Computer Science 2023-11-14 Christina Winkler , Daniel Worrall , Emiel Hoogeboom , Max Welling

Based on the manifold hypothesis, real-world data often lie on a low-dimensional manifold, while normalizing flows as a likelihood-based generative model are incapable of finding this manifold due to their structural constraints. So, one…

Machine Learning · Computer Science 2022-06-08 Seyedeh Fatemeh Razavi , Mohammad Mahdi Mehmanchi , Reshad Hosseini , Mostafa Tavassolipour

The stable numerical integration of shocks in compressible flow simulations relies on the reduction or elimination of Gibbs phenomena (unstable, spurious oscillations). A popular method to virtually eliminate Gibbs oscillations caused by…

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