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 estimate time dependent distributions, leveraging the full spatio-temporal information present in the data…
RFN models urban mobility demand by separating temporal and spatial variability.
problem Aligning supply and demand in MoD systems for efficient transportation.
method Recurrent flow networks with latent variables and normalizing flows.
result RFN models explicitly disentangle temporal and spatial variability in urban mobility.
ECAD detects anomalies without data exchangeability, improving traffic flow detection.
problem Detecting anomalies in spatio-temporal data with missing values.
method ECAD uses conformal prediction to wrap around any regression algorithm, controlling Type-I error without data exchangeability.
result ECAD outperforms other methods in detecting anomalous traffic flow.
The paper proposes a method to learn evolving multivariate distributions from sample paths.
problem Learning the temporal evolution of multivariate densities from sample data.
method Normalizing flows to construct time-dependent mappings.
result The method can approximate evolving probability density functions from observed data.
TriTPP models enable faster and more flexible event data modeling.
problem Inflexibility and slow sampling in traditional TPP models.
method Triangular Maps and Normalizing Flows for parallel sampling and likelihood computation.
result TriTPP models achieve orders of magnitude faster sampling while maintaining flexibility.
Event sequences can be modeled by temporal point processes (TPPs) to capture their asynchronous and probabilistic nature. We propose an intensity-free framework that directly models the point process distribution by utilizing normalizing flows. This approach is capable of capturing highly complex temporal distributions…
Novel flows generate molecules without post-processing.
problem Generating new molecules efficiently and without post-processing issues.
method Continuous normalizing E(3)-equivariant flows based on node ODEs coupled as a graph PDE.
result Generated samples achieve state-of-the-art performance on QM9 and ZINC250K benchmarks.
FlowKac solves high-dimensional Fokker-Planck equations efficiently.
problem Intractability of Fokker-Planck equation solutions in high dimensions.
method Reformulates Fokker-Planck using Feynman-Kac, adaptive stochastic sampling, and normalizing flows.
result Significant computational efficiency and accuracy improvements over existing methods.
As a crucial component in intelligent transportation systems, traffic flow prediction has recently attracted widespread research interest in the field of artificial intelligence (AI) with the increasing availability of massive traffic mobility data. Its key challenge lies in how to integrate diverse factors (such as te…
Temporal point processes are the dominant paradigm for modeling sequences of events happening at irregular intervals. The standard way of learning in such models is by estimating the conditional intensity function. However, parameterizing the intensity function usually incurs several trade-offs. We show how to overcome…
Gradient control plays an important role in feed-forward networks applied to various computer vision tasks. Previous work has shown that Recurrent Highway Networks minimize the problem of vanishing or exploding gradients. They achieve this by setting the eigenvalues of the temporal Jacobian to 1 across the time steps. …
Time series forecasting is often fundamental to scientific and engineering problems and enables decision making. With ever increasing data set sizes, a trivial solution to scale up predictions is to assume independence between interacting time series. However, modeling statistical dependencies can improve accuracy and …
ClimAlign uses deep learning for unsupervised climate downscaling.
problem Downscaling climate variables from coarse to fine scales.
method Unsupervised statistical downscaling using normalizing flows.
result ClimAlign achieves comparable predictive performance to supervised methods.
Urban spatial-temporal flows prediction is of great importance to traffic management, land use, public safety, etc. Urban flows are affected by several complex and dynamic factors, such as patterns of human activities, weather, events and holidays. Datasets evaluated the flows come from various sources in different dom…
Study shows Merton model limits to Poisson process with log-normal intensity, improving default portfolio prediction.
problem Improving prediction of default portfolios using complex models.
method Applying Merton model with log-normal intensity function to Poisson process, discussing temporal correlation effects.
result Power decay model provides better generalization for long-term default portfolio data.
Neural HMM with AGA captures multi-scale dynamics in financial markets.
problem Capturing multi-scale temporal dynamics in financial markets.
method Parallel multi-resolution encoders, adaptive gating, and multi-head attention.
result Outperforms fixed-resolution baselines in predicting price movements and liquidity shocks.
Flow prediction (e.g., crowd flow, traffic flow) with features of spatial-temporal is increasingly investigated in AI research field. It is very challenging due to the complicated spatial dependencies between different locations and dynamic temporal dependencies among different time intervals. Although measurements of …
TD-Flow improves long-term predictions in agent learning.
problem Cumulative errors in step-by-step inference of future states.
method Leverages flow-matching techniques and a novel Bellman equation to learn accurate geometric horizon models.
result Significantly reduces errors at long horizons compared to prior methods.
New method trains normalizing flows using entropy-regularized transport.
problem Training continuous normalizing flows efficiently.
method Formulates flows as gradients of scalar potentials, training only these potentials.
result Trains normalizing flows without explicit flow computation during training.
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…
Hybrid model predicts flow and pressure in water systems.
problem Predicting flow and pressure in water distribution systems with complex spatial-temporal correlations.
method Hybrid dual-stage spatial-temporal attention-based recurrent neural networks (hDS-RNN).
result Our model outperformed 9 baseline models in flow and pressure series prediction.
MIP framework improves urban flow prediction by adapting to distribution shifts.
problem Distribution shifts in urban flow data make prediction models unreliable.
method Memory-enhanced Invariant Prompt learning with learnable memory bank.
result MIP ensures robust predictions by focusing on invariant features.
PL-MCMC samples from normalizing flows' conditional distributions.
problem Sampling from complex conditional distributions learned by normalizing flows.
method Metropolis-Hastings implementation of PL-MCMC.
result PL-MCMC asymptotically samples from exact conditional distributions.
This paper tackles time series imputation by identifying and modeling different missing mechanisms.
problem Different types of missing mechanisms (MAR, MNAR) in time series data.
method Proposes a framework for time series imputation by analyzing data generation processes and modeling latent variables via variational inference and normalizing flow.
result Establishes identifiability results for latent variables under nonlinear independent component analysis, showing that latent variables are identifiable.
Fractal Flow enhances normalizing flows with interpretable latent space and hierarchical modeling.
problem High-dimensional density estimation and generative modeling challenges.
method Integrates topic modeling (LDA) and fractal strategy into normalizing flows.
result Achieves latent clustering, controllable generation, and superior estimation accuracy.
SurVAE Flows combine VAEs and flows using surjective transformations.
problem Combining the strengths of VAEs and flows to model complex densities.
method Modular framework of composable deterministic and stochastic transformations.
result Exact likelihood computation and lower bound on likelihood.
Study shows limits of certain normalizing flows in higher dimensions.
problem Understanding the representation power of normalizing flows in different dimensions.
method Rigorously established bounds on expressive power of basic normalizing flows.
result Limited representation power in higher dimensions, especially with moderate depth.
The paper connects complex normalizing flows to Kähler-Ricci flows using geometric and statistical perspectives.
problem Understanding the relationship between complex normalizing flows and Kähler-Ricci flows.
method Develops connections between complex normalizing flows and Kähler-Ricci flows by relating the log determinant to Ricci curvature and using a Bayesian perspective.
result Reconciles the complex normalizing flow and Kähler-Ricci flow, showing they are related under certain conditions.
Riemannian flows model curved spaces better.
problem Normalizing flows misspecified on curved spaces.
method Riemannian continuous normalizing flows using ODE solutions.
result Improves modeling on spheres, torii, and hyperbolic spaces.
New framework explains normalizing flows' power and limitations.
problem Understanding the expressive power and limitations of normalizing flows.
method Theoretical framework for well-conditioned coupling-based normalizing flows and volume-preserving flows.
result RealNVP is distributionally universal, but volume-preserving flows are not.
A new method learns latent space normalizing flow for approximate inference in generator models.
problem Approximate inference in generator models with complex posterior distributions.
method Jointly learns latent space normalizing flow and generator model using MCMC-based maximum likelihood.
result The short-run Langevin flow approximates the posterior and aligns with the normalizing flow prior.
TCNF models SDEs using time deformation of Brownian motion.
problem Modeling SDEs with existing methods.
method Time-changed normalizing flows (TCNF) based on time deformation of Brownian motion.
result Improved modeling of SDEs, including Ornstein-Uhlenbeck process.
Paper introduces Categorical Normalizing Flows for better handling of categorical data.
problem Limited application of normalizing flows on categorical data due to lack of intrinsic order.
method Categorical Normalizing Flows use continuous transformations to model latent relations in categorical data, optimizing both continuous representation and model likelihood.
result GraphCNF, a permutation-invariant generative model, outperforms state-of-the-art on molecule generation.
This study evaluates different normalizing flow architectures for MCMC.
problem Lack of systematic comparison of normalizing flow architectures in MCMC.
method Extensive evaluation of various normalizing flow architectures on different MCMC methods and target distributions.
result Contractive residual flows are the best general-purpose models for MCMC.
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 φ4 theory on a 2D lattice. New neural network predicts traffic flow across different cities.
problem Forecasting traffic flow across different cities is challenging due to spatio-temporal correlations.
method Proposes a local-spacetime neural network (STNN) that captures universal spatio-temporal correlations.
result Improves prediction accuracy by 4% over state-of-the-art methods.
A simple regularization technique speeds up training of Neural ODEs.
problem Training Neural ODEs is computationally expensive.
method Randomly sampling the end time of the ODE during training.
result Significantly decreases training time and improves performance.
Guillarmou extends X-ray transform to magnetic and thermostat flows.
problem Stability of magnetic X-ray transforms.
method Generalizes normal operator to thermostat and magnetic flows, proving ellipticity.
result Elliptic pseudodifferential operators of order -1 for generalized normal operators.
Improves normalizing flows by incorporating data dependencies.
problem Current normalizing flow learning assumes independent data, leading to errors.
method Proposes a likelihood objective with dependencies and efficient learning algorithm.
result Improves density estimation and data generation on real-world data.
Generative model identifies temporal count data components with regime-dependent contributions.
problem Modeling temporal count data with regime-dependent dynamics.
method Generative framework combining regime-adaptive dynamics with Poisson log-normal emissions.
result Established identifiability of the model and revealed co-variation patterns and regime shifts.
Normalizing flows are shown to be equivalent to Bayesian networks, revealing new insights.
problem Understanding the limitations and capabilities of normalizing flows.
method Revisiting normalizing flows as probabilistic graphical models and analyzing their structure.
result Normalizing flows can be reduced to Bayesian networks, revealing new insights into their structure and capabilities.
Self Normalizing Flows improve normalizing flows by reducing computational complexity.
problem Efficient gradient computation in normalizing flows, especially in Jacobian determinant terms.
method Introducing Self Normalizing Flows that replace expensive terms with learned approximate inverses.
result Models can be trained more quickly and perform better than functionally constrained counterparts.
TTF improves performance of normalizing flows for heavy-tailed distributions.
problem Improving performance of normalizing flows for heavy-tailed distributions.
method Uses a Gaussian base distribution and a final transformation layer to produce heavy tails.
result Experimental results show TTF outperforms current methods, especially in high-dimensional or heavy-tailed scenarios.
The study examines the limitations of bi-Lipschitz Normalizing Flows in approximating certain distributions.
problem The expressivity of bi-Lipschitz Normalizing Flows in approximating specific target distributions.
method Characterization of expressivity through lower bounds on Total Variation distance and discussion of potential remedies.
result Several target distributions are difficult to approximate using bi-Lipschitz Normalizing Flows, and lower bounds on their approximation are provided.
EventFlow forecasts event sequences without autoregression, improving accuracy.
problem Forecasting errors in autoregressive models for event sequences.
method EventFlow uses flow matching to learn joint distributions over event times directly.
result EventFlow reduces forecast error by 20%-53% compared to baselines.
CT-OT Flow estimates continuous-time dynamics from discrete snapshots.
problem Estimating continuous-time dynamics from temporally aggregated snapshots with noisy or uncertain timestamps.
method Two-stage framework: aligning neighboring intervals via partial optimal transport (POT) and reconstructing a continuous-time distribution through temporal kernel smoothing.
result Reduces distributional and trajectory errors compared with existing methods across synthetic and real datasets.
ImpFlows generalize normalizing flows by implicitly defining transformations.
problem Creating flexible and tractable probability distributions.
method Implicitly defined invertible transformations using roots of equations.
result ImpFlows can represent functions that ResFlows cannot, with comparable parameters.
New proof shows coupling-based flows converge linearly to diagonalize data covariance.
problem Understanding convergence of coupling-based normalizing flows to arbitrary data distributions.
method Proved linear convergence rate for whitening of data distribution.
result Coupling-based flows achieve linear convergence to diagonalize data covariance.