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We propose an approach for improving sequence modeling based on autoregressive normalizing flows. Each autoregressive transform, acting across time, serves as a moving frame of reference, removing temporal correlations, and simplifying the…

Machine Learning · Computer Science 2022-03-09 Joseph Marino , Lei Chen , Jiawei He , Stephan Mandt

Panel data arise in a wide range of application areas, and developing modelling methods for extreme values under such a setup is essential for reliable risk assessment and management. When choosing to model the marginal distributions of…

Methodology · Statistics 2025-09-19 Zefan Liu , Natalia Nolde

Probabilistic forecasting of multivariate time series is essential for various downstream tasks. Most existing approaches rely on the sequences being uniformly spaced and aligned across all variables. However, real-world multivariate time…

Machine Learning · Computer Science 2025-02-18 Yijun Li , Cheuk Hang Leung , Qi Wu

Nowadays, the volume of network traffic continues to grow, along with the frequency and sophistication of attacks. This scenario highlights the need for solutions capable of continuously adapting, since network behavior is dynamic and…

Normalizing flows have shown great promise for modelling flexible probability distributions in a computationally tractable way. However, whilst data is often naturally described on Riemannian manifolds such as spheres, torii, and hyperbolic…

Machine Learning · Statistics 2020-12-10 Emile Mathieu , Maximilian Nickel

Small-scale turbulence can be comprehensively described in terms of velocity gradients, which makes them an appealing starting point for low-dimensional modeling. Typical models consist of stochastic equations based on closures for…

Fluid Dynamics · Physics 2024-03-01 Maurizio Carbone , Vincent J. Peterhans , Alexander S. Ecker , Michael Wilczek

The astounding success of these methods has made it imperative to obtain more explainable and trustworthy estimates from these models. In hydrology, basin characteristics can be noisy or missing, impacting streamflow prediction. For solving…

Normalizing Flows explicitly maximize a full-dimensional likelihood on the training data. However, real data is typically only supported on a lower-dimensional manifold leading the model to expend significant compute on modeling noise.…

Machine Learning · Computer Science 2024-06-28 Peter Sorrenson , Felix Draxler , Armand Rousselot , Sander Hummerich , Lea Zimmermann , Ullrich Köthe

Conventional diffusion models typically relies on a fixed forward process, which implicitly defines complex marginal distributions over latent variables. This can often complicate the reverse process' task in learning generative…

Machine Learning · Statistics 2025-06-10 Grigory Bartosh , Dmitry Vetrov , Christian A. Naesseth

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…

Data Analysis, Statistics and Probability · Physics 2024-01-26 Mathias El Baz , Federico Sánchez

Heterogeneous tabular data are the most commonly used form of data and are essential for numerous critical and computationally demanding applications. On homogeneous data sets, deep neural networks have repeatedly shown excellent…

Machine Learning · Computer Science 2023-01-24 Vadim Borisov , Tobias Leemann , Kathrin Seßler , Johannes Haug , Martin Pawelczyk , Gjergji Kasneci

A normalizing flow models a complex probability density as an invertible transformation of a simple density. The invertibility means that we can evaluate densities and generate samples from a flow. In practice, autoregressive flow-based…

Machine Learning · Statistics 2019-06-06 Conor Durkan , Artur Bekasov , Iain Murray , George Papamakarios

One major drawback of state-of-the-art artificial intelligence is its lack of explainability. One approach to solve the problem is taking causality into account. Causal mechanisms can be described by structural causal models. In this work,…

Machine Learning · Statistics 2021-09-07 Nico Reick , Felix Wiewel , Alexander Bartler , Bin Yang

The recently developed Prior-Data Fitted Networks (PFNs) have shown very promising results for applications in low-data regimes. The TabPFN model, a special case of PFNs for tabular data, is able to achieve state-of-the-art performance on a…

Machine Learning · Computer Science 2024-07-24 David Rundel , Julius Kobialka , Constantin von Crailsheim , Matthias Feurer , Thomas Nagler , David Rügamer

Normalizing flows model probability distributions through an expressive tractable density. They transform a simple base distribution, such as a Gaussian, through a sequence of invertible functions, which are referred to as layers. These…

Modeling stochastic dynamics from discrete observations is a key interdisciplinary challenge. Existing methods often fail to estimate the continuous evolution of probability densities from trajectories or face the curse of dimensionality.…

Computational Engineering, Finance, and Science · Computer Science 2025-12-02 Ruikun Li , Jiazhen Liu , Huandong Wang , Qingmin Liao , Yong Li

Incomplete instances with various missing attributes in many real-world applications have brought challenges to the classification tasks. Missing values imputation methods are often employed to replace the missing values with substitute…

Machine Learning · Computer Science 2021-07-02 Buliao Huang , Yunhui Zhu , Muhammad Usman , Huanhuan Chen

Synthetic data generation is an important tool for privacy-preserving data sharing. Although diffusion models have set recent benchmarks, flow matching (FM) offers a promising alternative. This paper presents different ways to implement FM…

Machine Learning · Computer Science 2026-03-18 Bahrul Ilmi Nasution , Floor Eijkelboom , Mark Elliot , Richard Allmendinger , Christian A. Naesseth

Tabular data is a fundamental form of data structure. The evolution of table analysis tools reflects humanity's continuous progress in data acquisition, management, and processing. The dynamic changes in table columns arise from…

Artificial Intelligence · Computer Science 2026-01-28 Xinda Chen , Zhen Xing , Hanyu Zhang , Weimin Tan , Bo Yan

Reynolds-averaged Navier-Stokes (RANS) equations are widely used in engineering turbulent flow simulations. However, RANS predictions may have large discrepancies due to the uncertainties in modeled Reynolds stresses. Recently, Wang et al.…

Fluid Dynamics · Physics 2018-09-11 Jin-Long Wu , Heng Xiao , Eric Paterson