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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…

Machine Learning · Computer Science 2024-12-30 Jice Zeng , Yuanzhe Wang , Alexandre M. Tartakovsky , David Barajas-Solano

Optical flow estimation remains challenging due to untextured areas, motion boundaries, occlusions, and more. Thus, the estimated flow is not equally reliable across the image. To that end, post-hoc confidence measures have been introduced…

Computer Vision and Pattern Recognition · Computer Science 2017-08-23 Anne S. Wannenwetsch , Margret Keuper , Stefan Roth

Predicting future states or actions of a given system remains a fundamental, yet unsolved challenge of intelligence, especially in the scope of complex and non-deterministic scenarios, such as modeling behavior of humans. Existing…

Machine Learning · Computer Science 2020-12-01 Maciej Zięba , Marcin Przewięźlikowski , Marek Śmieja , Jacek Tabor , Tomasz Trzcinski , Przemysław Spurek

Understanding the dependencies among features of a dataset is at the core of most unsupervised learning tasks. However, a majority of generative modeling approaches are focused solely on the joint distribution $p(x)$ and utilize models…

Machine Learning · Computer Science 2020-08-07 Yang Li , Shoaib Akbar , Junier B. Oliva

Given a sample of independent and identically distributed random variables, a novel nonparametric maximum entropy method is presented to estimate the underlying continuous univariate probability density function (pdf). Estimates are found…

Probability · Mathematics 2016-06-30 Jenny Farmer , Donald J. Jacobs

We introduce a novel generative model for the representation of joint probability distributions of a possibly large number of discrete random variables. The approach uses measure transport by randomized assignment flows on the statistical…

Machine Learning · Statistics 2025-01-15 Bastian Boll , Daniel Gonzalez-Alvarado , Stefania Petra , Christoph Schnörr

Flow based models such as Real NVP are an extremely powerful approach to density estimation. However, existing flow based models are restricted to transforming continuous densities over a continuous input space into similarly continuous…

Machine Learning · Computer Science 2020-08-27 Laurent Dinh , Jascha Sohl-Dickstein , Hugo Larochelle , Razvan Pascanu

We present a generative model that is defined on finite sets of exchangeable, potentially high dimensional, data. As the architecture is an extension of RealNVPs, it inherits all its favorable properties, such as being invertible and…

Machine Learning · Computer Science 2019-09-09 Kashif Rasul , Ingmar Schuster , Roland Vollgraf , Urs Bergmann

We present a novel, conditional generative probabilistic model of set-valued data with a tractable log density. This model is a continuous normalizing flow governed by permutation equivariant dynamics. These dynamics are driven by a…

In this paper, we investigate the impact of numerical instability on the reliability of sampling, density evaluation, and evidence lower bound (ELBO) estimation in variational flows. We first empirically demonstrate that common flows can…

Machine Learning · Statistics 2023-10-31 Zuheng Xu , Trevor Campbell

Existing machine learning methods for causal inference usually estimate quantities expressed via the mean of potential outcomes (e.g., average treatment effect). However, such quantities do not capture the full information about the…

Machine Learning · Computer Science 2023-06-21 Valentyn Melnychuk , Dennis Frauen , Stefan Feuerriegel

Solving decision problems in complex, stochastic environments is often achieved by estimating the expected outcome of decisions via Monte Carlo sampling. However, sampling may overlook rare, but important events, which can severely impact…

Machine Learning · Statistics 2023-05-16 Lachlan Gibson , Marcus Hoerger , Dirk Kroese

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

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

The density ratio model (DRM) is a semiparametric model that relates the distributions from multiple samples to a nonparametrically defined reference distribution via exponential tilting, with finite-dimensional parameters governing their…

Methodology · Statistics 2025-11-13 James Hugh McVittie , Archer Gong Zhang

Normalizing flows are a popular class of models for approximating probability distributions. However, their invertible nature limits their ability to model target distributions whose support have a complex topological structure, such as…

Machine Learning · Statistics 2022-02-25 Vincent Stimper , Bernhard Schölkopf , José Miguel Hernández-Lobato

Rectified flow (Liu et al., 2022; Liu, 2022; Wu et al., 2023) is a method for defining a transport map between two distributions, and enjoys popularity in machine learning, although theoretical results supporting the validity of these…

Statistics Theory · Mathematics 2025-12-11 Gonzalo Mena , Arun Kumar Kuchibhotla , Larry Wasserman

Many applications in aerodynamics, particularly in closed-loop control, depend on sensors to estimate the evolving state of the flow. This estimation task is inherently accompanied by uncertainty due to the noisy measurements of sensors or…

Fluid Dynamics · Physics 2026-01-07 Jeff D. Eldredge , Hanieh Mousavi

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…

Machine Learning · Statistics 2021-06-16 Jay Whang , Erik M. Lindgren , Alexandros G. Dimakis

Learning dynamical systems from incomplete or noisy data is inherently ill-posed, as a single observation may correspond to multiple plausible futures. While physics-based ensemble forecasting relies on perturbing initial states to capture…

Machine Learning · Computer Science 2026-02-27 Siddharth Rout , Eldad Haber , Stephane Gaudreault