相关论文: Normalizing flow sampling with Langevin dynamics i…

Modern generative modeling is dominated by transport from a noise prior to data. We propose an alternative paradigm in which generation is performed by a discrete stochastic dynamics that leaves the data distribution invariant, initialized…

Normalizing flows provide an elegant approach to generative modeling that allows for efficient sampling and exact density evaluation of unknown data distributions. However, current techniques have significant limitations in their…

Lack of standardization and various intrinsic parameters for magnetic resonance (MR) image acquisition results in heterogeneous images across different sites and devices, which adversely affects the generalization of deep neural networks.…

Enriching Brownian motion with regenerations from a fixed regeneration distribution $\mu$ at a particular regeneration rate $\kappa$ results in a Markov process that has a target distribution $\pi$ as its invariant distribution. For the…

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…

Normalizing flows have arisen as a tool to accelerate Monte Carlo sampling for lattice field theories. This work reviews recent progress in applying normalizing flows to 4-dimensional nonabelian gauge theories, focusing on two advancements:…

Markov Chain Monte Carlo (MCMC) methods are a powerful tool for computation with complex probability distributions. However the performance of such methods is critically dependant on properly tuned parameters, most of which are difficult if…

While Markov chain Monte Carlo methods (MCMC) provide a general framework to sample from a probability distribution defined up to normalization, they often suffer from slow convergence to the target distribution when the latter is highly…

Bayesian posterior inference is prevalent in various machine learning problems. Variational inference provides one way to approximate the posterior distribution, however its expressive power is limited and so is the accuracy of resulting…

Diffusion models are state-of-the-art methods in generative modeling when samples from a target probability distribution are available, and can be efficiently sampled, using score matching to estimate score vectors guiding a Langevin…

Normalizing flows are powerful non-parametric statistical models that function as a hybrid between density estimators and generative models. Current learning algorithms for normalizing flows assume that data points are sampled…

Analogue to the well-known Langevin Monte Carlo method, in this article we provide a method to sample from a target distribution \(\pi\) by simulating a solution of a stochastic differential equation. Hereby, the stochastic differential…

In this paper, we propose a score-based normalizing flow method called DAG-NF to learn dependencies of input observation data. Inspired by Grad-CAM in computer vision, we use jacobian matrix of output on input as causal relationships and…

Normalizing Flows (NFs) are flexible explicit generative models that have been shown to accurately model complex real-world data distributions. However, their invertibility constraint imposes limitations on data distributions that reside on…

Normalizing Flows (NFs) are a class of generative models distinguished by a mathematically invertible architecture, where the forward pass transforms data into a latent space for density estimation, and the reverse pass generates new…

We develop sampling methods, which consist of Gaussian invariant versions of random walk Metropolis (RWM), Metropolis adjusted Langevin algorithm (MALA) and second order Hessian or Manifold MALA. Unlike standard RWM and MALA we show that…

We introduce graph normalizing flows: a new, reversible graph neural network model for prediction and generation. On supervised tasks, graph normalizing flows perform similarly to message passing neural networks, but at a significantly…

We introduce a theoretical framework for sampling from unnormalized densities based on a smoothing scheme that uses an isotropic Gaussian kernel with a single fixed noise scale. We prove one can decompose sampling from a density (minimal…

We study sampling as optimization in the space of measures. We focus on gradient flow-based optimization with the Langevin dynamics as a case study. We investigate the source of the bias of the unadjusted Langevin algorithm (ULA) in…

As sample sizes grow, scalability has become a central concern in the development of Markov chain Monte Carlo (MCMC) methods. One general approach to this problem, exemplified by the popular stochastic gradient Langevin dynamics (SGLD)…