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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

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

Generative models, particularly normalizing flows, have shown exceptional performance in learning probability distributions across various domains of physics, including statistical mechanics, collider physics, and lattice field theory. In…

Strongly Correlated Electrons · Physics 2025-01-14 Dominic Schuh , Janik Kreit , Evan Berkowitz , Lena Funcke , Thomas Luu , Kim A. Nicoli , Marcel Rodekamp

Normalizing flows are an established approach for modelling complex probability densities through invertible transformations from a base distribution. However, the accuracy with which the target distribution can be captured by the…

Machine Learning · Statistics 2024-02-02 Harry Bevins , Will Handley , Thomas Gessey-Jones

Generative models are a promising tool to address the sampling problem in multi-body and condensed-matter systems in the framework of statistical mechanics. In this work, we show that normalizing flows can be used to learn a transformation…

Computational Physics · Physics 2022-08-23 Alessandro Coretti , Sebastian Falkner , Phillip Geissler , Christoph Dellago

Likelihood-free inference involves inferring parameter values given observed data and a simulator model. The simulator is computer code which takes parameters, performs stochastic calculations, and outputs simulated data. In this work, we…

Computation · Statistics 2023-01-30 Dennis Prangle , Cecilia Viscardi

Many flexible families of positive random variables exhibit non-closed forms of the density and distribution functions and this feature is considered unappealing for modelling purposes. However, such families are often characterized by a…

Statistics Theory · Mathematics 2025-06-09 Lucio Barabesi , Antonio Di Noia , Marzia Marcheselli , Caterina Pisani , Luca Pratelli

Straightforward methods for adapting the familiar chi^2 statistic to histograms of discrete events and other Poisson distributed data generally yield biased estimates of the parameters of a model. The bias can be important even when the…

Data Analysis, Statistics and Probability · Physics 2014-03-12 Joseph W. Fowler

The marginal likelihood, or Bayesian evidence, is a crucial quantity for Bayesian model comparison but its computation can be challenging for complex models, even in parameters space of moderate dimension. The learned harmonic mean…

Methodology · Statistics 2026-01-27 Alicja Polanska , Jason D. McEwen

We investigate the use of data-driven likelihoods to bypass a key assumption made in many scientific analyses, which is that the true likelihood of the data is Gaussian. In particular, we suggest using the optimization targets of flow-based…

Cosmology and Nongalactic Astrophysics · Physics 2020-11-11 Ana Diaz Rivero , Cora Dvorkin

We propose a Likelihood Matching approach for training diffusion models by first establishing an equivalence between the likelihood of the target data distribution and a likelihood along the sample path of the reverse diffusion. To…

Machine Learning · Statistics 2026-01-23 Lei Qian , Wu Su , Yanqi Huang , Song Xi Chen

Models for which the likelihood function can be evaluated only up to a parameter-dependent unknown normalising constant, such as Markov random field models, are used widely in computer science, statistical physics, spatial statistics, and…

Computation · Statistics 2016-02-12 Richard G. Everitt , Adam M. Johansen , Ellen Rowing , Melina Evdemon-Hogan

Estimating the expectation of a real-valued function of a random variable from sample data is a critical aspect of statistical analysis, with far-reaching implications in various applications. Current methodologies typically assume…

Machine Learning · Computer Science 2026-02-18 Paweł Lorek , Rafał Nowak , Rafał Topolnicki , Tomasz Trzciński , Maciej Zięba , Aleksandra Krystecka

The choice of approximate posterior distribution is one of the core problems in variational inference. Most applications of variational inference employ simple families of posterior approximations in order to allow for efficient inference,…

Machine Learning · Statistics 2016-06-15 Danilo Jimenez Rezende , Shakir Mohamed

Despite their advantages, normalizing flows generally suffer from several shortcomings including their tendency to generate unrealistic data (e.g., images) and their failing to detect out-of-distribution data. One reason for these…

Machine Learning · Statistics 2022-07-13 Florentin Coeurdoux , Nicolas Dobigeon , Pierre Chainais

This study focuses on the novel application of a normalizing flow as a method of domain adaptation. Normalizing flows offer a way to transform data points between two different distributions. The present study investigates a method of…

Data Analysis, Statistics and Probability · Physics 2024-05-16 Rowan Kelleher , Anselm Vossen

A Normalizing Flow computes a bijective mapping from an arbitrary distribution to a predefined (e.g. normal) distribution. Such a flow can be used to address different tasks, e.g. anomaly detection, once such a mapping has been learned. In…

Quantum Physics · Physics 2024-07-23 Bodo Rosenhahn , Christoph Hirche

Complex phenomena in engineering and the sciences are often modeled with computationally intensive feed-forward simulations for which a tractable analytic likelihood does not exist. In these cases, it is sometimes necessary to estimate an…

Methodology · Statistics 2020-06-18 Niccolò Dalmasso , Ann B. Lee , Rafael Izbicki , Taylor Pospisil , Ilmun Kim , Chieh-An Lin

Normalizing flows have shown great promise for modelling flexible probability distributions in a computationally tractable way. However, whilst data is often naturally described on Riemannian manifolds such as spheres, torii, and hyperbolic…

Machine Learning · Statistics 2020-12-10 Emile Mathieu , Maximilian Nickel

Modeling real-world distributions can often be challenging due to sample data that are subjected to perturbations, e.g., instrumentation errors, or added random noise. Since flow models are typically nonlinear algorithms, they amplify these…

Machine Learning · Computer Science 2022-10-11 Sameera Ramasinghe , Kasun Fernando , Salman Khan , Nick Barnes