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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…

Machine Learning · Computer Science 2022-11-22 Hanze Dong , Shizhe Diao , Weizhong Zhang , Tong Zhang

Safe and reliable state estimation techniques are a critical component of next-generation robotic systems. Agents in such systems must be able to reason about the intentions and trajectories of other agents for safe and efficient motion…

Robotics · Computer Science 2023-06-28 Harrison Delecki , Liam A. Kruse , Marc R. Schlichting , Mykel J. Kochenderfer

Computing the marginal likelihood (also called the Bayesian model evidence) is an important task in Bayesian model selection, providing a principled quantitative way to compare models. The learned harmonic mean estimator solves the…

Methodology · Statistics 2024-01-22 Alicja Polanska , Matthew A. Price , Alessio Spurio Mancini , Jason D. McEwen

Normalizing Flows are a promising new class of algorithms for unsupervised learning based on maximum likelihood optimization with change of variables. They offer to learn a factorized component representation for complex nonlinear data and,…

Machine Learning · Computer Science 2020-02-17 Reuben Feinman , Nikhil Parthasarathy

Normalizing flows can transform a simple prior probability distribution into a more complex target distribution. Here, we evaluate the ability and efficiency of generative machine learning methods to sample the Boltzmann distribution of an…

Soft Condensed Matter · Physics 2024-09-16 Gerhard Jung , Giulio Biroli , Ludovic Berthier

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

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

Machine learning techniques, in particular the so-called normalizing flows, are becoming increasingly popular in the context of Monte Carlo simulations as they can effectively approximate target probability distributions. In the case of…

Machine Learning · Computer Science 2024-02-29 Piotr Bialas , Piotr Korcyl , Tomasz Stebel

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

Sampling a target probability distribution with an unknown normalization constant is a fundamental challenge in computational science and engineering. Recent work shows that algorithms derived by considering gradient flows in the space of…

Machine Learning · Statistics 2024-03-12 Yifan Chen , Daniel Zhengyu Huang , Jiaoyang Huang , Sebastian Reich , Andrew M Stuart

Reparameterization (RP) and likelihood ratio (LR) gradient estimators are used to estimate gradients of expectations throughout machine learning and reinforcement learning; however, they are usually explained as simple mathematical tricks,…

Machine Learning · Computer Science 2021-06-01 Paavo Parmas , Masashi Sugiyama

We propose a novel approach to the problem of mutual information (MI) estimation via introducing a family of estimators based on normalizing flows. The estimator maps original data to the target distribution, for which MI is easier to…

Machine Learning · Computer Science 2024-05-28 Ivan Butakov , Alexander Tolmachev , Sofia Malanchuk , Anna Neopryatnaya , Alexey Frolov

Variational inference in Bayesian deep learning often involves computing the gradient of an expectation that lacks a closed-form solution. In these cases, pathwise and score-function gradient estimators are the most common approaches. The…

Machine Learning · Statistics 2024-10-10 Kenyon Ng , Susan Wei

Gradient regularization (GR) is a method that penalizes the gradient norm of the training loss during training. While some studies have reported that GR can improve generalization performance, little attention has been paid to it from the…

Machine Learning · Computer Science 2023-02-06 Ryo Karakida , Tomoumi Takase , Tomohiro Hayase , Kazuki Osawa

Real world networks are often subject to severe uncertainties which need to be addressed by any reliable prescriptive model. In the context of the maximum flow problem subject to arc failure, robust models have gained particular attention.…

Discrete Mathematics · Computer Science 2017-05-24 Fabian Mies , Britta Peis , Andreas Wierz

We present a new strongly polynomial algorithm for generalized flow maximization that is significantly simpler and faster than the previous strongly polynomial algorithm [V\'egh16]. For the uncapacitated problem formulation, the complexity…

Data Structures and Algorithms · Computer Science 2020-02-14 Neil Olver , László A. Végh

Normalizing flows model a complex target distribution in terms of a bijective transform operating on a simple base distribution. As such, they enable tractable computation of a number of important statistical quantities, particularly…

Machine Learning · Computer Science 2022-09-01 Chandramouli Shama Sastry , Andreas Lehrmann , Marcus Brubaker , Alexander Radovic

In this work, we investigate Batch Normalization technique and propose its probabilistic interpretation. We propose a probabilistic model and show that Batch Normalization maximazes the lower bound of its marginalized log-likelihood. Then,…

Machine Learning · Statistics 2018-03-22 Andrei Atanov , Arsenii Ashukha , Dmitry Molchanov , Kirill Neklyudov , Dmitry Vetrov

We introduce graph normalizing flows: a new, reversible graph neural network model for prediction and generation. On supervised tasks, graph normalizing flows perform similarly to message passing neural networks, but at a significantly…

Machine Learning · Computer Science 2019-05-31 Jenny Liu , Aviral Kumar , Jimmy Ba , Jamie Kiros , Kevin Swersky

Variance reduction is a family of powerful mechanisms for stochastic optimization that appears to be helpful in many machine learning tasks. It is based on estimating the exact gradient with some recursive sequences. Previously, many papers…

Optimization and Control · Mathematics 2025-11-07 Aleksandr Shestakov , Valery Parfenov , Aleksandr Beznosikov