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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

Sampling from a multimodal distribution is a fundamental and challenging problem in computational science and statistics. Among various approaches proposed for this task, one popular method is Annealed Importance Sampling (AIS). In this…

Computation · Statistics 2024-11-07 Haoxuan Chen , Lexing Ying

Many problems in the physical sciences, machine learning, and statistical inference necessitate sampling from a high-dimensional, multi-modal probability distribution. Markov Chain Monte Carlo (MCMC) algorithms, the ubiquitous tool for this…

Data Analysis, Statistics and Probability · Physics 2022-05-12 Marylou Gabrié , Grant M. Rotskoff , Eric Vanden-Eijnden

Slice Sampling has emerged as a powerful Markov Chain Monte Carlo algorithm that adapts to the characteristics of the target distribution with minimal hand-tuning. However, Slice Sampling's performance is highly sensitive to the…

Machine Learning · Statistics 2021-10-05 Minas Karamanis , Florian Beutler

Neural network (NN) ensembles can reduce large prediction variance of NN and improve prediction accuracy. For highly nonlinear problems with insufficient data set, the prediction accuracy of NN models becomes unstable, resulting in a…

Machine Learning · Computer Science 2022-10-20 Ungki Lee , Namwoo Kang

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

We explore the ability of normalizing flow (NF) generative models to reproduce weak-lensing summary statistics when trained on a set of cosmological simulations. Our analysis focuses on how accurately NF models recover the mean, standard…

Cosmology and Nongalactic Astrophysics · Physics 2026-01-29 Joaquin Armijo , Leander Thiele , Jia Liu

Variational inference with normalizing flows (NFs) is an increasingly popular alternative to MCMC methods. In particular, NFs based on coupling layers (Real NVPs) are frequently used due to their good empirical performance. In theory,…

Machine Learning · Statistics 2024-02-27 Daniel Andrade

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

An essential problem in statistics and machine learning is the estimation of expectations involving PDFs with intractable normalizing constants. The self-normalized importance sampling (SNIS) estimator, which normalizes the IS weights, has…

Computation · Statistics 2024-07-01 Nicola Branchini , Víctor Elvira

A central problem in quantum mechanics involves solving the Electronic Schrodinger Equation for a molecule or material. The Variational Monte Carlo approach to this problem approximates a particular variational objective via sampling, and…

Chemical Physics · Physics 2025-01-22 Daniel Freedman , Eyal Rozenberg , Alex Bronstein

Normalizing flows are a class of deep generative models that are especially interesting for modeling probability distributions in physics, where the exact likelihood of flows allows reweighting to known target energy functions and computing…

Machine Learning · Statistics 2023-11-27 Leon Klein , Andreas Krämer , Frank Noé

In this paper, we suggest a novel sampling method for Monte Carlo molecular simulations. In order to perform efficient sampling of molecular systems, it is advantageous to avoid extremely high energy configurations while also retaining the…

Computational Physics · Physics 2019-07-18 Katsuhiro Endo , Daisuke Yuhara , Kenji Yasuoka

Importance sampling is a rare event simulation technique used in Monte Carlo simulations to bias the sampling distribution towards the rare event of interest. By assigning appropriate weights to sampled points, importance sampling allows…

This paper introduces a Bayesian framework that combines Markov chain Monte Carlo (MCMC) sampling, dimensionality reduction, and neural density estimation to efficiently handle inverse problems that (i) must be solved multiple times, and…

Computational Engineering, Finance, and Science · Computer Science 2026-02-24 Giacomo Bottacini , Matteo Torzoni , Andrea Manzoni

Normalizing Flows (NF) are powerful generative models with increasing applications in augmenting Monte Carlo algorithms due to their high flexibility and expressiveness. In this work we explore the integration of NF in Diagrammatic Monte…

Strongly Correlated Electrons · Physics 2024-07-10 Luca Leoni , Cesare Franchini

Normalizing Flows (NFs) are widely used in deep generative models for their exact likelihood estimation and efficient sampling. However, they require substantial memory since the latent space matches the input dimension. Multi-scale…

Machine Learning · Computer Science 2025-12-11 Wei Chen , Shian Du , Shigui Li , Delu Zeng , John Paisley

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…

Computer Vision and Pattern Recognition · Computer Science 2022-03-29 Shian Du , Yihong Luo , Wei Chen , Jian Xu , Delu Zeng

Mean-field, ensemble-chain, and adaptive samplers have historically been viewed as distinct approaches to Monte Carlo sampling. In this paper, we present a unifying {two-system} framework that brings all three under one roof. In our…

Computation · Statistics 2026-05-13 James Chok , Myung Won Lee , Daniel Paulin , Geoffrey M. Vasil

Flow models have rapidly become the go-to method for training and deploying large-scale generators, owing their success to inference-time flexibility via adjustable integration steps. A crucial ingredient in flow training is the choice of…