paper-with-me

홈 › Papers

Training Normalizing Flows from Dependent Data

2022-09-29 · Matthias Kirchler, Christoph Lippert, Marius Kloft

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 independently, an assumption that is frequently violated in practice, which may lead to erroneous density estimation and data generation. We propose a likelihood objective of normalizing flows incorporating dependencies between the data points, for which we derive a flexible and efficient learning algorithm suitable for different dependency structures. We show that respecting dependencies between observations can improve empirical results on both synthetic and real-world data, and leads to higher statistical power in a downstream application to genome-wide association studies.

📄 PDF Abstract BibTeX arXiv:2209.14933

Code (1)

mkirchler/dependent_data_flows 공식 구현 pytorch

Tasks

Density Estimation

Methods 이 논문이 사용한 방법론

Normalizing Flows Normalizing Flows are a method for constructing complex distributions by transforming a probability density through a series of invertible mappings. By repeatedly applying…

Similar Papers 제목 키워드 기반

Detecting and Mitigating Mode-Collapse for Flow-based Sampling of Lattice Field Theories

2023-02-27 · Kim A. Nicoli, Christopher J. Anders, Tobias Hartung, Karl Jansen 외

We study the consequences of mode-collapse of normalizing flows in the context of lattice field theory. Normalizing flows allow for independent sampling. For this reason, it is hoped that they can avoid the tunneling pro…

Jacobian Determinant of Normalizing Flows

2021-02-12 · Huadong Liao, JiaWei He

Normalizing flows learn a diffeomorphic mapping between the target and base distribution, while the Jacobian determinant of that mapping forms another real-valued function. In this paper, we show that the Jacobian determ…

Solving time dependent Fokker-Planck equations via temporal normalizing flow

2021-12-28 · Xiaodong Feng, Li Zeng, Tao Zhou

In this work, we propose an adaptive learning approach based on temporal normalizing flows for solving time-dependent Fokker-Planck (TFP) equations. It is well known that solutions of such equations are probability densi…

Temporal Normalizing Flows

2019-12-19 · Remy Kusters, Gert-Jan Both

Analyzing and interpreting time-dependent stochastic data requires accurate and robust density estimation. In this paper we extend the concept of normalizing flows to so-called temporal Normalizing Flows (tNFs) to estima…

Density Estimation

PINF: Continuous Normalizing Flows for Physics-Constrained Deep Learning

2023-09-26 · Feng Liu, Faguo Wu, Xiao Zhang

The normalization constraint on probability density poses a significant challenge for solving the Fokker-Planck equation. Normalizing Flow, an invertible generative model leverages the change of variables formula to ensu…

Deep Learning