Related papers: Normalizing Flow Regression for Bayesian Inference…
Systems biology relies on mathematical models that often involve complex and intractable likelihood functions, posing challenges for efficient inference and model selection. Generative models, such as normalizing flows, have shown…
Many modern applications of Bayesian inference, such as in cosmology, are based on complicated forward models with high-dimensional parameter spaces. This considerably limits the sampling of posterior distributions conditioned on observed…
Building on the recent trend of new deep generative models known as Normalizing Flows (NF), simulation-based inference (SBI) algorithms can now efficiently accommodate arbitrary complex and high-dimensional data distributions. The…
In this study, we use Rational-Quadratic Neural Spline Flows, a sophisticated parametrization of Normalizing Flows, for inferring posterior probability distributions in scenarios where direct evaluation of the likelihood is challenging at…
In this work we explore a straightforward variational Bayes scheme for Recurrent Neural Networks. Firstly, we show that a simple adaptation of truncated backpropagation through time can yield good quality uncertainty estimates and superior…
This paper presents normalizing flows for incremental smoothing and mapping (NF-iSAM), a novel algorithm for inferring the full posterior distribution in SLAM problems with nonlinear measurement models and non-Gaussian factors. NF-iSAM…
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…
In real-world Bayesian inference applications, prior assumptions regarding the parameters of interest may be unrepresentative of their actual values for a given dataset. In particular, if the likelihood is concentrated far out in the wings…
Normalising flows (NFS) map two density functions via a differentiable bijection whose Jacobian determinant can be computed efficiently. Recently, as an alternative to hand-crafted bijections, Huang et al. (2018) proposed neural…
Current endeavours in exoplanet characterisation rely on atmospheric retrieval to quantify crucial physical properties of remote exoplanets from observations. However, the scalability and efficiency of the technique are under strain with…
Bayesian posterior distributions arising in modern applications, including inverse problems in partial differential equation models in tomography and subsurface flow, are often computationally intractable due to the large computational cost…
We present Sequential Neural Variational Inference (SNVI), an approach to perform Bayesian inference in models with intractable likelihoods. SNVI combines likelihood-estimation (or likelihood-ratio-estimation) with variational inference to…
Bayesian Neural Networks provide a principled framework for uncertainty quantification by modeling the posterior distribution of network parameters. However, exact posterior inference is computationally intractable, and widely used…
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…
Bayesian inference for complex models with an intractable likelihood can be tackled using algorithms performing many calls to computer simulators. These approaches are collectively known as "simulation-based inference" (SBI). Recent SBI…
We present a likelihood-free probabilistic inversion method based on normalizing flows for high-dimensional inverse problems. The proposed method is composed of two complementary networks: a summary network for data compression and an…
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…
We introduce in this work the normalizing field flows (NFF) for learning random fields from scattered measurements. More precisely, we construct a bijective transformation (a normalizing flow characterizing by neural networks) between a…
We propose a new Bayesian Neural Net formulation that affords variational inference for which the evidence lower bound is analytically tractable subject to a tight approximation. We achieve this tractability by (i) decomposing ReLU…
Normalizing flows have emerged as an important family of deep neural networks for modelling complex probability distributions. In this note, we revisit their coupling and autoregressive transformation layers as probabilistic graphical…