2019
DOI: 10.48550/arxiv.1906.02145
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Cubic-Spline Flows

Conor Durkan,
Artur Bekasov,
Iain Murray
et al.

Abstract: 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 slow. Flows based on coupling transforms are fast for both tasks, but have previously performed less well at density estimation than autoregressive flows. We stack a new coupling transform, based o… Show more

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Cited by 20 publications
(30 citation statements)
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“…Most state-of-the-art models are affine coupling-based NFs such as Glow (section 4.3) and variants of it (Section 4.4). Other methods such as Nonlinear squared, Continuous Mixed CDF, Spline, Neural Autoregressive, Sum-of-Square and Real-and-Discrete coupling flows [11,21,[34][35][36][37][38][39] exist but has not seen equal success.…”
Section: Coupling Flowsmentioning
confidence: 99%
“…Most state-of-the-art models are affine coupling-based NFs such as Glow (section 4.3) and variants of it (Section 4.4). Other methods such as Nonlinear squared, Continuous Mixed CDF, Spline, Neural Autoregressive, Sum-of-Square and Real-and-Discrete coupling flows [11,21,[34][35][36][37][38][39] exist but has not seen equal success.…”
Section: Coupling Flowsmentioning
confidence: 99%
“…In this regime, density estimation techniques based on neural networks are becoming more and more popular. One class of these neural density estimation techniques are normalizing flows (17)(18)(19)(20)(21)(22)(23)(24)(25)(26)(27)(28)(29)(30)(31)(32), in which variables described by a simple base distribution p(u) such as a multivariate Gaussian are transformed through a parameterized invertible transformation x = g φ (u) that has a tractable Jacobian. The target density pg(x) is then given by the change-of-variables formula as a product of the base density and the determinant of the transformation's Jacobian.…”
Section: Frontiers Of Simulation-based Inferencementioning
confidence: 99%
“…Splines have also been used as building blocks of normalizing flows: Müller et al (2018) suggested modelling a linear and quadratic spline as the integral of a univariate monotonic function for flow construction. Durkan et al (2019a) proposed a natural extension to the framework of neural importance sampling and also suggested modelling a coupling layer as a monotonic rational-quadratic spine (Durkan et al, 2019b), which can be implemented either with a coupling architecture RQ-NSF(C) or with autoregressive architecture RQ-NSF(AR).…”
Section: Related Workmentioning
confidence: 99%