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…
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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…
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…
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…
A new neural network for efficient density estimation.
We introduce Hyper-Conditioned Neural Autoregressive Flow (HCNAF); a powerful universal distribution approximator designed to model arbitrarily complex conditional probability density functions. HCNAF consists of a neural-net based conditional autoregressive flow (AF) and a hyper-network that can take large conditions …
Improved lattice field theory simulations with local-Autoregressive Conditional Normalizing Flow.
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…
Neural networks improve gravitational-wave parameter estimation.
EventFlow forecasts event sequences without autoregression, improving accuracy.
We present Sequential Neural Likelihood (SNL), a new method for Bayesian inference in simulator models, where the likelihood is intractable but simulating data from the model is possible. SNL trains an autoregressive flow on simulated data in order to learn a model of the likelihood in the region of high posterior dens…
This review compares various deep generative models.
Model nonstationary spatial processes using normalizing flows.
Traffic flow forecasting is hot spot research of intelligent traffic system construction. The existing traffic flow prediction methods have problems such as poor stability, high data requirements, or poor adaptability. In this paper, we define the traffic data time singularity ratio in the dropout module and propose a …
This work introduces a new model for complex stochastic processes.
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…
Paper proposes energy objective for training normalizing flows without determinants.
CTRNNs improve blood glucose forecasting in ICU, outperforming traditional models.
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…
Autoregressive flow models can perform causal discovery and inference tasks.
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…
Improved flow-based models capture dependencies better with multi-scale autoregressive priors.
Causal autoregressive flows enable accurate causal inference and prediction.
Improved language generation with faster sampling speed.
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…
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…
Neural estimator improves mutual information estimation in high dimensions.
Flow-based generative models are powerful exact likelihood models with efficient sampling and inference. Despite their computational efficiency, flow-based models generally have much worse density modeling performance compared to state-of-the-art autoregressive models. In this paper, we investigate and improve upon thr…
In this paper, we propose a new volume-preserving flow and show that it performs similarly to the linear general normalizing flow. The idea is to enrich a linear Inverse Autoregressive Flow by introducing multiple lower-triangular matrices with ones on the diagonal and combining them using a convex combination. In the …
Self-reflective VAE improves inference and generative modeling without complex components.
Paper uses GMM and MAF for probabilistic classification, outperforming simpler models.
AR-Flow VAE improves blind source separation with flexible autoregressive priors.
Simplifies residual flows to make flow-based modeling more practical.
ELF simplifies normalizing flows, making them more efficient and universal.
NVAE improves VAE performance on large image datasets.
This study compares different types of normalizing flows for generating complex distributions.
Normalizing flows are shown to be equivalent to Bayesian networks, revealing new insights.
New method estimates HMM hidden states efficiently.
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…
StrNN uses neural network structures to learn conditional independencies.
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…
PixelCNN models can achieve state-of-the-art results on CIFAR-10 with exact likelihood computation.
New MIF architecture improves posterior approximations in Bayesian models.
Estimates causal effects using neural autoregressive density estimators.
CoSMIC extends flow-based SVI to transdimensional problems.
ARCNPs improve CNPs by autoregressively modeling dependencies.
ARMA cell simplifies neural autoregressive modeling for time series.
Linear attention in Transformers can be interpreted as dynamic VAR models.