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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.

168,742 papers · 148 categories

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12.5%25.0%37.5%50.0% · May 199419922001200920172026
48 results for variational flows

Improved sampling method using regularized Stein Variational Gradient Flow.

problem Improving the accuracy of sampling methods in machine learning.
method Proposed Regularized Stein Variational Gradient Flow to interpolate between SVGD and Wasserstein Gradient Flow.
result Established theoretical properties and provided preliminary numerical evidence of improved performance.

Paper formulates particle flow using variational inference and Fisher-Rao gradient flow.

problem Estimating posterior densities in probabilistic models.
method Variational formulation of particle flow, Fisher-Rao gradient flow, Gaussian and Gaussian mixture approximations.
result Gaussian and Gaussian mixture approximations of Fisher-Rao particle flow reduce to Exact Daum and Huang particle flow under linear Gaussian assumptions.

Cascading flows improve variational inference in structured programs.

problem Challenges in variational inference for complex probabilistic programs.
method Integrates normalizing flows and ASVI to create cascading flows, which embed the forward-pass of probabilistic programs.
result Cascading flows outperform normalizing flows and ASVI in structured inference problems.

The paper studies curves in Riemannian manifolds using total variation flow.

problem Analyzing the evolution of curves in Riemannian manifolds using total variation.
method Defining and proving the existence of strong solutions to the flow equations, showing variational equality, and proving convergence.
result Strong solutions converge to a constant map in finite time for non-positive sectional curvature.

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 ↗

This paper bridges variational inference and Wasserstein gradient flows.

problem Combining variational inference and Wasserstein gradient flows for more efficient approximations.
method Recasting Bures-Wasserstein gradient flow as a Euclidean gradient flow and using path-derivative gradient estimator.
result A new gradient estimator for ff-divergences that can be implemented using machine learning libraries.

The paper analyzes numerical instability in variational flows and proposes a diagnostic method.

problem Numerical instability in variational flows affects sampling, density evaluation, and ELBO estimation.
method Treated variational flows as dynamical systems, used shadowing theory for theoretical guarantees, and developed a diagnostic procedure.
result Despite numerical instability, results from variational flows can be accurate enough for practical applications.

Variational inference improves training of generative flow networks.

problem Training generative flow networks efficiently and accurately.
method Define variational objectives in terms of KL divergences and optimize convex combinations.
result Variational inference methods can reduce the variance of gradients in training generative flow networks.

MixFlows uses a mixture of flows for efficient variational inference.

problem Efficient and reliable variational inference for complex models.
method A new variational family of mixed flows with efficient algorithms and convergence guarantees.
result MixFlows provides more reliable posterior approximations and comparable sample quality to MCMC methods.

FlowVAT improves variational inference for multi-modal distributions.

problem Mode-seeking behavior and collapse in variational inference for complex posteriors.
method Conditional tempering approach for normalizing flow variational inference.
result FlowVAT outperforms traditional and adaptive annealing methods in multi-modal distributions, finding more modes and achieving better ELBO values.

Generative model simulates financial market price variations from order flow.

problem Simulating intra-day price variations driven by order flow.
method Sequence Generative Adversarial Networks framework applied to model order flow.
result Generated price sequences from generative model better match real price variations.

Variational auto-encoders (VAE) are scalable and powerful generative models. However, the choice of the variational posterior determines tractability and flexibility of the VAE. Commonly, latent variables are modeled using the normal distribution with a diagonal covariance matrix. This results in computational efficien…

2016-11-29abs ↗pdf ↗

This paper shows equivalence between SVGD and BBVI using kernel gradient flows.

problem Bayesian inference methods and their equivalence.
method Formalizes equivalence between SVGD and BBVI using kernel gradient flows.
result BBVI corresponds precisely to SVGD when using the neural tangent kernel.

AMF-VI uses adaptive mixtures of flows for robust VI across diverse distributions.

problem Inconsistent behavior of single-flow models across different distributions.
method Sequential expert training of individual flows and adaptive global weight estimation via likelihood-driven updates.
result AMF-VI achieves lower negative log-likelihood and stable gains in transport metrics across various posterior families.

New model reconstructs flow from sparse data with uncertainty quantification.

problem Reconstructing nonlinear flow from limited observations.
method Semi-Conditional Variational Autoencoder (SCVAE) for probabilistic flow reconstruction.
result SCVAE improves reconstruction accuracy compared to Gappy Proper Orthogonal Decomposition (GPOD).

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 ↗

Develops a new method for learning discrete distributions without embedding them in a continuous space.

problem Challenges in learning discrete distributions using current methodologies.
method Introduces a MAD invertible map and a mixed variational flow (MAD Mix) for discrete distributions.
result MAD Mix produces more reliable approximations than continuous-embedding flows.

VFG model embeds flow-based models with hierarchical structures using variational inference.

problem Flow-based models struggle with high-dimensional latent spaces and lack of tractable inference for graphical structures.
method Integrates flow-based functions through variational inference with aggregation nodes for hierarchical information integration.
result VFG models achieve improved ELBO and likelihood values on multiple datasets.

New method models longitudinal data using variational inference and normalizing flows.

problem Handling high-dimensional longitudinal data with time dependency.
method Variational inference with normalizing flows for latent variables.
result The method achieves better likelihood estimates and more reliable missing data imputation.

The choice of approximate posterior distribution is one of the core problems in variational inference. Most applications of variational inference employ simple families of posterior approximations in order to allow for efficient inference, focusing on mean-field or other simple structured approximations. This restricti…

2015-05-21abs ↗pdf ↗

RG-VFM extends VFM to curved manifolds for better material and protein design.

problem Designing materials and proteins on curved manifolds.
method Riemannian Gaussian Variational Flow Matching (RG-VFM) for generative modeling on manifolds.
result RG-VFM more effectively captures manifold structure and improves performance.

New method models fat-tailed distributions with anisotropic tail-adaptive flows.

problem Gaussian-based variational inference fails to accurately capture tail decay in fat-tailed distributions.
method Improved theory on tails of flows, developed anisotropic tail-adaptive flows (ATAF).
result ATAF models tail-anisotropy, outperforming prior work on synthetic and real-world targets.

VFlow enhances generative flows by augmenting data dimensions for better expressiveness.

problem Tractable generative flows have limited expressiveness due to fixed intermediate dimensions.
method Augment data with extra dimensions and learn a generative flow for both original and augmented data using variational inference.
result VFlow achieves state-of-the-art performance on CIFAR-10 with improved compactness.

Injective flows for star-like manifolds improve variational inference efficiency.

problem Efficiently modeling densities on star-like manifolds with exact Jacobian computation.
method Proposed injective flows for star-like manifolds with exact Jacobian computation.
result Exact Jacobian computation for star-like manifolds reduces computational cost to NFs.

We use variational methods and a modified curvature flow to give an alternative proof of the existence of a self-shrinking torus under mean curvature flow. As a consequence of the proof, we establish an upper bound for the weighted energy of our shrinking doughnuts.

2017-08-29abs ↗pdf ↗

This work proposes new methods for variational inference using gradient flows on Gaussian measures.

problem Developing algorithmic guarantees for variational inference.
method Proposes principled methods for variational inference using gradient flows on the Bures--Wasserstein space of Gaussian measures.
result Strong theoretical guarantees for log-concave posteriors.

FTIP uses normalizing flows to improve posterior inference in function space.

problem Challenges in posterior inference with implicit-process priors.
method FTIP uses normalizing flows to define a richer variational distribution over combination weights.
result FTIP captures asymmetric and multimodal posterior structure better than Gaussian coefficient approximations.

VFMs use noise adapters to conditionally generate images in one step.

problem Conditional image generation with iterative models is slow and requires explicit sampling paths.
method Developed a variational flow map framework that learns noise distributions for conditional sampling.
result VFMs achieve well-calibrated conditional samples in a single forward pass.

A new ParVI framework improves particle-based variational inference methods.

problem Non-trivial kernel design in particle-based variational inference methods.
method Proposes a generalized Wasserstein gradient descent (GWG) framework with broader regularizers.
result Demonstrates strong convergence guarantees and effectiveness on simulated and real data.