Related papers: A Novel Framework Using Variational Inference with…
This paper presents a machine learning methodology to improve the predictions of traditional RANS turbulence models in channel flows subject to strong variations in their thermophysical properties. The developed formulation contains several…
Rectified Flow (RF) models have advanced high-quality image and video synthesis via optimal transport theory. However, when applied to image-to-image translation, they still depend on costly multi-step denoising, hindering real-time…
Continuous normalizing flows (CNFs) learn an ordinary differential equation to transform prior samples into data. Flow matching (FM) has recently emerged as a simulation-free approach for training CNFs by regressing a velocity model towards…
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…
As a computational alternative to Markov chain Monte Carlo approaches, variational inference (VI) is becoming more and more popular for approximating intractable posterior distributions in large-scale Bayesian models due to its comparable…
Modelling extreme events and heavy-tailed phenomena is central to building reliable predictive systems in domains such as finance, climate science, and safety-critical AI. While L\'evy processes provide a natural mathematical framework for…
A framework is presented for fitting inverse problem models via variational Bayes approximations. This methodology guarantees flexibility to statistical model specification for a broad range of applications, good accuracy and reduced model…
Given an inverse problem with a normalizing flow prior, we wish to estimate the distribution of the underlying signal conditioned on the observations. We approach this problem as a task of conditional inference on the pre-trained…
Real-time video motion transfer applications such as immersive gaming and vision-based anomaly detection require accurate yet diverse future predictions to support realistic synthesis and robust downstream decision making under uncertainty.…
We present a variational inference (VI) framework that unifies and leverages sequential Monte-Carlo (particle filtering) with \emph{approximate} rejection sampling to construct a flexible family of variational distributions. Furthermore, we…
Forecasting conditional stochastic nonlinear dynamical systems is a fundamental challenge repeatedly encountered across the biological and physical sciences. While flow-based models can impressively predict the temporal evolution of…
In this contribution, we propose a new computationally efficient method to combine Variational Inference (VI) with Markov Chain Monte Carlo (MCMC). This approach can be used with generic MCMC kernels, but is especially well suited to…
We investigate the use of normalizing flow (NF) models as flexible priors in Bayesian inference via Markov Chain Monte Carlo (MCMC) sampling for iterative Bayesian calibration. Trained on posteriors from previous analyses, these models can…
In order to sample from an unnormalized probability density function, we propose to combine continuous normalizing flows (CNFs) with rejection-resampling steps based on importance weights. We relate the iterative training of CNFs with…
We develop nested variational inference (NVI), a family of methods that learn proposals for nested importance samplers by minimizing an forward or reverse KL divergence at each level of nesting. NVI is applicable to many commonly-used…
Solving high-dimensional PDE-governed inverse problems is often challenging due to complex non-Gaussian posterior distributions, expensive forward model evaluations, and misspecified prior information. To address these issues, we propose a…
Markov jump processes are continuous-time stochastic processes with a wide range of applications in both natural and social sciences. Despite their widespread use, inference in these models is highly non-trivial and typically proceeds via…
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…
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…
Maximum entropy reinforcement learning (MaxEnt RL) has become a standard framework for sequential decision making, yet its standard Gaussian policy parameterization is inherently unimodal, limiting its ability to model complex multimodal…