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We propose a Bayesian test of normality for univariate or multivariate data against alternative nonparametric models characterized by Dirichlet process mixture distributions. The alternative models are based on the principles of embedding…

Statistics Theory · Mathematics 2023-04-12 Surya T. Tokdar , Ryan Martin

Unbinned likelihood fits aim at maximizing the information one can extract from experimental data, yet their application in realistic statistical analyses is often hindered by the computational cost of profiling systematic uncertainties.…

High Energy Physics - Phenomenology · Physics 2026-02-16 Davide Valsecchi , Mauro Donegà , Rainer Wallny

Normalizing flows are generative machine learning models which can efficiently approximate probability distributions, using only given samples of a distribution. This architecture is used to interpolate the chiral condensate obtained from…

High Energy Physics - Lattice · Physics 2022-11-30 Frithjof Karsch , Anirban Lahiri , Marius Neumann , Christian Schmidt

Goodness-of-fit tests are often used in data analysis to test the agreement of a distribution to a set of data. These tests can be used to detect an unknown signal against a known background or to set limits on a proposed signal…

Methodology · Statistics 2023-03-20 Lolian Shtembari , Allen Caldwell

We propose a class of weighted $L_2$-type tests of fit to the Gamma distribution. Our novel procedure is based on a fixed point property of a new transformation connected to a Steinian characterization of the family of Gamma distributions.…

Methodology · Statistics 2020-02-25 Steffen Betsch , Bruno Ebner

Normalizing flows are deep generative models that allow efficient likelihood calculation and sampling. The core requirement for this advantage is that they are constructed using functions that can be efficiently inverted and for which the…

Machine Learning · Computer Science 2021-01-11 You Lu , Bert Huang

We demonstrate that the Bayesian evidence can be used to find a good approximation of the ground truth likelihood function of a dataset, a goal of the likelihood-free inference (LFI) paradigm. As a concrete example, we use forward modelled…

Cosmology and Nongalactic Astrophysics · Physics 2023-06-14 K. H. Scheutwinkel , W. Handley , E. de Lera Acedo

Approximate Bayesian computation is a statistical framework that uses numerical simulations to calibrate and compare models. Instead of computing likelihood functions, Approximate Bayesian computation relies on numerical simulations, which…

Methodology · Statistics 2016-01-19 Louisiane Lemaire , Flora Jay , I-Hung Lee , Katalin Csilléry , Michael G. B. Blum

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…

Statistics Theory · Mathematics 2025-12-11 Gonzalo Mena , Arun Kumar Kuchibhotla , Larry Wasserman

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

General-purpose Markov Chain Monte Carlo sampling algorithms suffer from a dramatic reduction in efficiency as the system being studied is driven towards a critical point. Recently, a series of seminal studies suggested that normalizing…

High Energy Physics - Lattice · Physics 2021-11-24 Luigi Del Debbio , Joe Marsh Rossney , Michael Wilson

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

Flow Matching (FM) (also referred to as stochastic interpolants or rectified flows) stands out as a class of generative models that aims to bridge in finite time the target distribution $\nu^\star$ with an auxiliary distribution $\mu$,…

Machine Learning · Statistics 2024-09-16 Marta Gentiloni Silveri , Giovanni Conforti , Alain Durmus

Bayesian estimation is increasingly popular for performing model based inference to support policymaking. These data are often collected from surveys under informative sampling designs where subject inclusion probabilities are designed to…

Methodology · Statistics 2018-07-13 Luis G. Leon-Novelo , Terrance D. Savitsky

Particle physics experiments use likelihood ratio tests extensively to compare hypotheses and to construct confidence intervals. Often, the null distribution of the likelihood ratio test statistic is approximated by a $\chi^2$ distribution,…

Data Analysis, Statistics and Probability · Physics 2022-04-06 Sara Algeri , Jelle Aalbers , Knut Dundas Morå , Jan Conrad

Modern reinforcement learning (RL) algorithms have found success by using powerful probabilistic models, such as transformers, energy-based models, and diffusion/flow-based models. To this end, RL researchers often choose to pay the price…

Machine Learning · Computer Science 2025-06-05 Raj Ghugare , Benjamin Eysenbach

Given a finite-to-one map acting on a compact metric space, one classically constructs for each potential in an appropriate Banach space of functionsa transfer operator acting on functions. Under suitable condition, the…

Dynamical Systems · Mathematics 2015-08-07 Paolo Giulietti , Benoit Kloeckner , Artur Lopes , Diego Marcon

We propose a systematic training-free method to transform the probability flow of a "linear" stochastic process characterized by the equation X_{t}=a_{t}X_{0}+\sigma_{t}X_{1} into a straight constant-speed (SC) flow, reminiscent of…

Machine Learning · Computer Science 2024-08-06 Kien Do , Duc Kieu , Toan Nguyen , Dang Nguyen , Hung Le , Dung Nguyen , Thin Nguyen

We propose Functional Flow Matching (FFM), a function-space generative model that generalizes the recently-introduced Flow Matching model to operate in infinite-dimensional spaces. Our approach works by first defining a path of probability…

Machine Learning · Computer Science 2023-12-07 Gavin Kerrigan , Giosue Migliorini , Padhraic Smyth

The generalised linear model (GLM) is a very important tool for analysing real data in biology, sociology, agriculture, engineering and many other application domain where the relationship between the response and explanatory variables may…

Methodology · Statistics 2016-07-04 Abhik Ghosh , Ayanendranath Basu
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