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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,657 papers · 148 categories

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3773110146 · May 202619922001200920172026
48 results for autoregressive flow

Autoregressive models are among the best performing neural density estimators. We describe an approach for increasing the flexibility of an autoregressive model, based on modelling the random numbers that the model uses internally when generating data. By constructing a stack of autoregressive models, each modelling th…

2017-05-19abs ↗pdf ↗

While normalizing flows have led to significant advances in modeling high-dimensional continuous distributions, their applicability to discrete distributions remains unknown. In this paper, we show that flows can in fact be extended to discrete events---and under a simple change-of-variables formula not requiring log-d…

2019-05-24abs ↗pdf ↗

Paper proposes energy objective for training normalizing flows without determinants.

problem Challenges in training normalizing flows due to Jacobian determinants.
method Introduces energy objective based on proper scoring rules, determinant-free.
result Energy objective supports novel model families and competitive performance.

Normalizing flows and autoregressive models have been successfully combined to produce state-of-the-art results in density estimation, via Masked Autoregressive Flows (MAF), and to accelerate state-of-the-art WaveNet-based speech synthesis to 20x faster than real-time, via Inverse Autoregressive Flows (IAF). We unify a…

2018-04-03abs ↗pdf ↗

The framework of normalizing flows provides a general strategy for flexible variational inference of posteriors over latent variables. We propose a new type of normalizing flow, inverse autoregressive flow (IAF), that, in contrast to earlier published flows, scales well to high-dimensional latent spaces. The proposed f…

2016-06-15abs ↗pdf ↗

Improved lattice field theory simulations with local-Autoregressive Conditional Normalizing Flow.

problem Efficiently sampling lattice field theories with computational challenges.
method Integrates locality into autoregressive conditional normalizing flows.
result Autocorrelation times improved by orders of magnitude for φ4φ^{4} theory on a 2D lattice.

Autoregressive flow models can perform causal discovery and inference tasks.

problem Causal inference tasks such as causal discovery and interventional predictions.
method Using autoregressive flow models to estimate causal directions and make predictions.
result Autoregressive flows can accurately perform causal inference tasks without restrictive assumptions.

Flow-based generative models are a family of exact log-likelihood models with tractable sampling and latent-variable inference, hence conceptually attractive for modeling complex distributions. However, flow-based models are limited by density estimation performance issues as compared to state-of-the-art autoregressive…

2019-05-08abs ↗pdf ↗

Improved flow-based models capture dependencies better with multi-scale autoregressive priors.

problem Limited expressiveness of flow-based models for long-range data dependencies.
method Introducing channel-wise dependencies through multi-scale autoregressive priors (mAR) in split coupling flow layers (mAR-SCF).
result Achieves state-of-the-art density estimation results on MNIST, CIFAR-10, and ImageNet.

Causal autoregressive flows enable accurate causal inference and prediction.

problem Causal discovery and interventional predictions in machine learning.
method Autoregressive normalizing flows with fixed variable orderings.
result Causal models derived from autoregressive flows are identifiable and allow for accurate interventional and counterfactual predictions.

Normalising flows (NFS) map two density functions via a differentiable bijection whose Jacobian determinant can be computed efficiently. Recently, as an alternative to hand-crafted bijections, Huang et al. (2018) proposed neural autoregressive flow (NAF) which is a universal approximator for density functions. Their fl…

2019-04-09abs ↗pdf ↗

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 models are slow to invert, making either density estimation or sample generation sl…

2019-06-05abs ↗pdf ↗

Normalizing flows are a powerful class of generative models for continuous random variables, showing both strong model flexibility and the potential for non-autoregressive generation. These benefits are also desired when modeling discrete random variables such as text, but directly applying normalizing flows to discret…

2019-01-29abs ↗pdf ↗

Paper uses GMM and MAF for probabilistic classification, outperforming simpler models.

problem Classifying data with complex distributions.
method Density estimation using Gaussian Mixture Model and Masked Autoregressive Flow.
result Proposed classifiers outperform simpler models like linear discriminant analysis.

AR-Flow VAE improves blind source separation with flexible autoregressive priors.

problem Unsupervised blind source separation of latent signals from mixtures.
method AR-Flow VAE uses autoregressive flows to model latent sources, enhancing flexibility and capturing complex dependencies.
result AR-Flow VAE effectively separates latent sources, demonstrating improved performance over conventional methods.

A normalizing flow models a complex probability density as an invertible transformation of a simple base density. Flows based on either coupling or autoregressive transforms both offer exact density evaluation and sampling, but rely on the parameterization of an easily invertible elementwise transformation, whose choic…

2019-06-10abs ↗pdf ↗

ELF simplifies normalizing flows, making them more efficient and universal.

problem Computational inefficiency of normalizing flows.
method ELF introduces a simple, one-layer network with closed-form Lipschitz constants, combining the ease of residual flows with the performance of autoregressive flows.
result ELF is a provably universal density approximator, more efficient computationally and parameter-wise.

This study compares different types of normalizing flows for generating complex distributions.

problem Comparing different types of normalizing flows for generating complex distributions.
method Real-valued non-Volume preserving (RealNVP), masked autoregressive flow (MAF), coupling rational quadratic spline (C-RQS), and autoregressive rational quadratic spline (A-RQS) were compared using statistical tests.
result A-RQS algorithm outperforms others in terms of accuracy and training speed.

Flow models have recently made great progress at modeling ordinal discrete data such as images and audio. Due to the continuous nature of flow models, dequantization is typically applied when using them for such discrete data, resulting in lower bound estimates of the likelihood. In this paper, we introduce subset flow…

2020-02-06abs ↗pdf ↗

Flow-based generative models, conceptually attractive due to tractability of both the exact log-likelihood computation and latent-variable inference, and efficiency of both training and sampling, has led to a number of impressive empirical successes and spawned many advanced variants and theoretical investigations. Des…

2019-02-12abs ↗pdf ↗

Flow-based deep generative models learn data distributions by transforming a simple base distribution into a complex distribution via a set of invertible transformations. Due to the invertibility, such models can score unseen data samples by computing their exact likelihood under the learned distribution. This makes fl…

2019-06-17abs ↗pdf ↗

This work introduces a new model for complex stochastic processes.

problem Difficulties in representing non-stationary distributions with conventional models.
method Recurrent Autoregressive Flows using normalizing flows with recurrent neural connections.
result Demonstrates the effectiveness of the proposed model through experiments.

Linear attention in Transformers can be interpreted as dynamic VAR models.

problem Misalignment between Transformers and autoregressive forecasting objectives.
method Interpreting linear attention as VAR, rearranging MLP, attention, and flow.
result SAMoVAR improves performance, interpretability, and efficiency.

Variational inference relies on flexible approximate posterior distributions. Normalizing flows provide a general recipe to construct flexible variational posteriors. We introduce Sylvester normalizing flows, which can be seen as a generalization of planar flows. Sylvester normalizing flows remove the well-known single…

2018-03-15abs ↗pdf ↗

Generative model predicts financial market order flow with high accuracy.

problem Creating realistic order flow models for financial markets.
method Token-level autoregressive generative model using deep state space layers.
result Model generates high-quality order flow data with low perplexity.

New bidirectional model predicts magnetohydrodynamics fields and estimates uncertainty.

problem Predicting multiple fields in magnetohydrodynamics with uncertainty.
method Bidirectional autoregressive latent diffusion approach.
result Model can estimate uncertainty without ground truth using self-supervised consistency.

NVAE improves VAE performance on large image datasets.

problem Improving variational autoencoder performance for large image datasets.
method Deep hierarchical VAE with depth-wise separable convolutions and batch normalization, residual parameterization of Normal distributions, and spectral regularization.
result NVAE achieves state-of-the-art results on MNIST, CIFAR-10, CelebA 64, and CelebA HQ datasets.

Self-reflective VAE improves inference and generative modeling without complex components.

problem Limitations of typical VAEs in inference and generative modeling.
method Introduces self-reflective inference, a new hierarchical structure that matches variational posterior to exact posterior.
result Self-reflective inference achieves state-of-the-art performance on binarized MNIST without autoregressive layers.

Monotonic neural networks have recently been proposed as a way to define invertible transformations. These transformations can be combined into powerful autoregressive flows that have been shown to be universal approximators of continuous probability distributions. Architectures that ensure monotonicity typically enfor…

2019-08-14abs ↗pdf ↗

Flow-SSN improves segmentation efficiency and accuracy.

problem Challenges in medical imaging segmentation, especially high-rank pixel-wise covariances.
method Generative segmentation model using discrete-time autoregressive and continuous-time flow variants.
result Flow-SSNs can estimate high-rank pixel-wise covariances efficiently without assuming rank or storing parameters.