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We develop a new computational framework to solve the partial differential equations (PDEs) governing the flow of the joint probability density functions (PDFs) in continuous-time stochastic nonlinear systems. The need for computing the…

Optimization and Control · Mathematics 2019-08-08 Kenneth F. Caluya , Abhishek Halder

Normalizing flows are a powerful tool for building expressive distributions in high dimensions. So far, most of the literature has concentrated on learning flows on Euclidean spaces. Some problems however, such as those involving angles,…

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

Normalizing flows are a widely used class of latent-variable generative models with a tractable likelihood. Affine-coupling (Dinh et al, 2014-16) models are a particularly common type of normalizing flows, for which the Jacobian of the…

Machine Learning · Computer Science 2021-07-08 Holden Lee , Chirag Pabbaraju , Anish Sevekari , Andrej Risteski

Fueled by the expressive power of deep neural networks, normalizing flows have achieved spectacular success in generative modeling, or learning to draw new samples from a distribution given a finite dataset of training samples. Normalizing…

Machine Learning · Computer Science 2023-05-05 Yuehaw Khoo , Michael Lindsey , Hongli Zhao

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

Bayesian methods for solving inverse problems are a powerful alternative to classical methods since the Bayesian approach offers the ability to quantify the uncertainty in the solution. In recent years, data-driven techniques for solving…

Numerical Analysis · Mathematics 2023-10-17 Ziruo Cai , Junqi Tang , Subhadip Mukherjee , Jinglai Li , Carola Bibiane Schönlieb , Xiaoqun Zhang

We propose the NFLikelihood, an unsupervised version, based on Normalizing Flows, of the DNNLikelihood proposed in Ref.[1]. We show, through realistic examples, how Autoregressive Flows, based on affine and rational quadratic spline…

High Energy Physics - Phenomenology · Physics 2024-05-17 Humberto Reyes-Gonzalez , Riccardo Torre

Continuous normalizing flows are known to be highly expressive and flexible, which allows for easier incorporation of large symmetries and makes them a powerful computational tool for lattice field theories. Building on previous work, we…

High Energy Physics - Lattice · Physics 2025-12-22 Mathis Gerdes , Pim de Haan , Roberto Bondesan , Miranda C. N. Cheng

We present a computational framework for efficient learning, sampling, and distribution of general Bayesian posterior distributions. The framework leverages a machine learning approach for the construction of normalizing flows for the…

Nuclear Theory · Physics 2023-10-10 Yukari Yamauchi , Landon Buskirk , Pablo Giuliani , Kyle Godbey

Neural posterior estimation (NPE), a simulation-based computational approach for Bayesian inference, has shown great success in approximating complex posterior distributions. Existing NPE methods typically rely on normalizing flows, which…

Machine Learning · Statistics 2025-03-14 Tianyu Chen , Vansh Bansal , James G. Scott

Predicting the dynamics of turbulent fluid flows has long been a central goal of science and engineering. Yet, even with modern computing technology, accurate simulation of all but the simplest turbulent flow-fields remains impossible: the…

Fluid Dynamics · Physics 2025-01-30 Nikita Gourianov , Peyman Givi , Dieter Jaksch , Stephen B. Pope

In recent years, using a deep convolutional neural network (CNN) as a feature encoder (or backbone) is the most commonly observed architectural pattern in several computer vision methods, and semantic segmentation is no exception. The two…

Computer Vision and Pattern Recognition · Computer Science 2021-09-22 Venkata Satya Sai Ajay Daliparthi

Normalizing flows and autoregressive models have been successfully combined to produce state-of-the-art results in density estimation, via Masked Autoregressive Flows (MAF), and to accelerate state-of-the-art WaveNet-based speech synthesis…

Machine Learning · Computer Science 2018-04-04 Chin-Wei Huang , David Krueger , Alexandre Lacoste , Aaron Courville

This paper focuses on helping network providers to carry out network capacity planning and sales projection by answering the question: For a given topology and capacity, whether the network can serve current flow demands with high…

Networking and Internet Architecture · Computer Science 2019-03-15 Tingwei Liu , John C. S. Lui

Generative adversarial networks (GANs) and normalizing flows are both approaches to density estimation that use deep neural networks to transform samples from an uninformative prior distribution to an approximation of the data distribution.…

Machine Learning · Computer Science 2021-12-15 Tianci Liu , Jeffrey Regier

Medical image segmentation is inherently an ambiguous task due to factors such as partial volumes and variations in anatomical definitions. While in most cases the segmentation uncertainty is around the border of structures of interest,…

Machine Learning · Statistics 2020-08-05 Raghavendra Selvan , Frederik Faye , Jon Middleton , Akshay Pai

Normalizing flows map an independent set of latent variables to their samples using a bijective transformation. Despite the exact correspondence between samples and latent variables, their high level relationship is not well understood. In…

Machine Learning · Statistics 2022-02-16 Edmond Cunningham , Adam Cobb , Susmit Jha

Iterative Gaussianization is a fixed-point iteration procedure that can transform any continuous random vector into a Gaussian one. Based on iterative Gaussianization, we propose a new type of normalizing flow model that enables both…

Machine Learning · Computer Science 2020-03-05 Chenlin Meng , Yang Song , Jiaming Song , Stefano Ermon

A normalizing flow is an invertible mapping between an arbitrary probability distribution and a standard normal distribution; it can be used for density estimation and statistical inference. Computing the flow follows the change of…

Machine Learning · Computer Science 2021-12-10 Derek Onken , Samy Wu Fung , Xingjian Li , Lars Ruthotto
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