Related papers: Time-changed normalizing flows for accurate SDE mo…
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…
This paper introduces temporal-conditioned normalizing flows (tcNF), a novel framework that addresses anomaly detection in time series data with accurate modeling of temporal dependencies and uncertainty. By conditioning normalizing flows…
Continuous normalizing flows (CNFs) construct invertible mappings between an arbitrary complex distribution and an isotropic Gaussian distribution using Neural Ordinary Differential Equations (neural ODEs). It has not been tractable on…
Conditional Normalizing Flows (CNFs) are flexible generative models capable of representing complicated distributions with high dimensionality and large interdimensional correlations, making them appealing for structured output learning.…
Normalizing flows transform a simple base distribution into a complex target distribution and have proved to be powerful models for data generation and density estimation. In this work, we propose a novel type of normalizing flow driven by…
Deep Gaussian processes (DGPs), a hierarchical composition of GP models, have successfully boosted the expressive power of their single-layer counterpart. However, it is impossible to perform exact inference in DGPs, which has motivated the…
The Normalizing Flow (NF) models a general probability density by estimating an invertible transformation applied on samples drawn from a known distribution. We introduce a new type of NF, called Deep Diffeomorphic Normalizing Flow (DDNF).…
The sampling of probability distributions specified up to a normalization constant is an important problem in both machine learning and statistical mechanics. While classical stochastic sampling methods such as Markov Chain Monte Carlo…
Normalizing Flows (NFs) are likelihood-based models for continuous inputs. They have demonstrated promising results on both density estimation and generative modeling tasks, but have received relatively little attention in recent years. In…
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…
We present a novel generative modeling method called diffusion normalizing flow based on stochastic differential equations (SDEs). The algorithm consists of two neural SDEs: a forward SDE that gradually adds noise to the data to transform…
Despite their popularity, to date, the application of normalizing flows on categorical data stays limited. The current practice of using dequantization to map discrete data to a continuous space is inapplicable as categorical data has no…
Modeling stochastic and irregularly sampled time series is a challenging problem found in a wide range of applications, especially in medicine. Neural stochastic differential equations (Neural SDEs) are an attractive modeling technique for…
Normalizing flow (NF) has gained popularity over traditional maximum likelihood based methods due to its strong capability to model complex data distributions. However, the standard approach, which maps the observed data to a normal…
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…
In this paper, we explore the potential of generative machine learning models as an alternative to the computationally expensive Monte Carlo (MC) simulations commonly used by the Large Hadron Collider (LHC) experiments. Our objective is to…
Two fundamental problems in unsupervised learning are efficient inference for latent-variable models and robust density estimation based on large amounts of unlabeled data. Algorithms for the two tasks, such as normalizing flows and…
Normalizing Flows (NFs) have been established as a principled framework for generative modeling. Standard NFs consist of a forward process and a reverse process: the forward process maps data to noise, while the reverse process generates…
We introduce a new paradigm for generative modeling built on Continuous Normalizing Flows (CNFs), allowing us to train CNFs at unprecedented scale. Specifically, we present the notion of Flow Matching (FM), a simulation-free approach for…
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…