Conformal prediction provides a model-agnostic framework for uncertainty quantification with finite-sample validity guarantees, making it an attractive tool for constructing reliable prediction sets. However, existing approaches commonly rely on residual-based conformity scores, which impose geometric constraints and struggle when the underlying distribution is multimodal. In particular, they tend to produce overly conservative prediction areas centred around the mean, often failing to capture the true shape of complex predictive distributions. In this work, we introduce JAPAN (Joint Adaptive Prediction Areas with Normalising-Flows), a conformal prediction framework that uses density-based conformity scores. By leveraging flow-based models, JAPAN estimates the (predictive) density and constructs prediction areas by thresholding on the estimated density scores, enabling compact, potentially disjoint, and context-adaptive regions that retain finite-sample coverage guarantees. We theoretically motivate the efficiency of JAPAN and empirically validate it across multivariate regression and forecasting tasks, demonstrating good calibration and tighter prediction areas compared to existing baselines. We also provide several \emph{extensions} adding flexibility to our proposed framework.
We present a machine-learning-based workflow to model an unbinned likelihood from its samples. A key advancement over existing approaches is the validation of the learned likelihood using rigorous statistical tests of the joint distribution, such as the Kolmogorov-Smirnov test of the joint distribution. Our method enables the reliable communication of experimental and phenomenological likelihoods for subsequent analyses. We demonstrate its effectiveness through three case studies in high-energy physics. To support broader adoption, we provide an open-source reference implementation, nabu.
Conformal Prediction offers a powerful framework for quantifying uncertainty in machine learning models, enabling the construction of prediction sets with finite-sample validity guarantees. While easily adaptable to non-probabilistic models, applying conformal prediction to probabilistic generative models, such as Normalising Flows is not straightforward. This work proposes a novel method to conformalise conditional normalising flows, specifically addressing the problem of obtaining prediction regions for multi-step time series forecasting. Our approach leverages the flexibility of normalising flows to generate potentially disjoint prediction regions, leading to improved predictive efficiency in the presence of potential multimodal predictive distributions.
Investigating the marginal causal effect of an intervention on an outcome from complex data remains challenging due to the inflexibility of employed models and the lack of complexity in causal benchmark datasets, which often fail to reproduce intricate real-world data patterns. In this paper we introduce Frugal Flows, a novel likelihood-based machine learning model that uses normalising flows to flexibly learn the data-generating process, while also directly inferring the marginal causal quantities from observational data. We propose that these models are exceptionally well suited for generating synthetic data to validate causal methods. They can create synthetic datasets that closely resemble the empirical dataset, while automatically and exactly satisfying a user-defined average treatment effect. To our knowledge, Frugal Flows are the first generative model to both learn flexible data representations and also exactly parameterise quantities such as the average treatment effect and the degree of unobserved confounding. We demonstrate the above with experiments on both simulated and real-world datasets.
Given the growth in the variety and precision of astronomical datasets of interest for cosmology, the best cosmological constraints are invariably obtained by combining data from different experiments. At the likelihood level, one complication in doing so is the need to marginalise over large-dimensional parameter models describing the data of each experiment. These include both the relatively small number of cosmological parameters of interest and a large number of "nuisance" parameters. Sampling over the joint parameter space for multiple experiments can thus become a very computationally expensive operation. This can be significantly simplified if one could sample directly from the marginal cosmological posterior distribution of preceding experiments, depending only on the common set of cosmological parameters. In this paper, we show that this can be achieved by emulating marginal posterior distributions via normalising flows. The resulting trained normalising flow models can be used to efficiently combine cosmological constraints from independent datasets without increasing the dimensionality of the parameter space under study. We show that the method is able to accurately describe the posterior distribution of real cosmological datasets, as well as the joint distribution of different datasets, even when significant tension exists between experiments. The resulting joint constraints can be obtained in a fraction of the time it would take to combine the same datasets at the level of their likelihoods. We construct normalising flow models for a set of public cosmological datasets of general interests and make them available, together with the software used to train them, and to exploit them in cosmological parameter inference.
Sampling from generative models has become a crucial tool for applications like data synthesis and augmentation. Diffusion, Flow Matching and Continuous Normalising Flows have shown effectiveness across various modalities, and rely on latent variables for generation. For experimental design or creative applications that require more control over the generation process, it has become common to manipulate the latent variable directly. However, existing approaches for performing such manipulations (e.g. interpolation or forming low-dimensional representations) only work well in special cases or are network or data-modality specific. We propose Latent Optimal Linear combinations (LOL) as a general-purpose method to form linear combinations of latent variables that adhere to the assumptions of the generative model. As LOL is easy to implement and naturally addresses the broader task of forming any linear combinations, e.g. the construction of subspaces of the latent space, LOL dramatically simplifies the creation of expressive low-dimensional representations of high-dimensional objects.
Recently, there has been a surge of interest in incorporating neural networks into particle filters, e.g. differentiable particle filters, to perform joint sequential state estimation and model learning for non-linear non-Gaussian state-space models in complex environments. Existing differentiable particle filters are mostly constructed with vanilla neural networks that do not allow density estimation. As a result, they are either restricted to a bootstrap particle filtering framework or employ predefined distribution families (e.g. Gaussian distributions), limiting their performance in more complex real-world scenarios. In this paper we present a differentiable particle filtering framework that uses (conditional) normalizing flows to build its dynamic model, proposal distribution, and measurement model. This not only enables valid probability densities but also allows the proposed method to adaptively learn these modules in a flexible way, without being restricted to predefined distribution families. We derive the theoretical properties of the proposed filters and evaluate the proposed normalizing flow-based differentiable particle filters' performance through a series of numerical experiments.
Deep generative models complement Markov-chain-Monte-Carlo methods for efficiently sampling from high-dimensional distributions. Among these methods, explicit generators, such as Normalising Flows (NFs), in combination with the Metropolis Hastings algorithm have been extensively applied to get unbiased samples from target distributions. We systematically study central problems in conditional NFs, such as high variance, mode collapse and data efficiency. We propose adversarial training for NFs to ameliorate these problems. Experiments are conducted with low-dimensional synthetic datasets and XY spin models in two spatial dimensions.
We propose a transformation capable of altering the tail properties of a distribution, motivated by extreme value theory, which can be used as a layer in a normalizing flow to approximate multivariate heavy tailed distributions. We apply this approach to model financial returns, capturing potentially extreme shocks that arise in such data. The trained models can be used directly to generate new synthetic sets of potentially extreme returns
Normalising flows are generative models that transform a complex density into a simpler density through the use of bijective transformations enabling both density estimation and data generation from a single model. %However, the requirement for bijectivity imposes the use of specialised architectures. In the context of image modelling, the predominant choice has been the Glow-based architecture, whereas alternative architectures remain largely unexplored in the research community. In this work, we propose a novel architecture called MixerFlow, based on the MLP-Mixer architecture, further unifying the generative and discriminative modelling architectures. MixerFlow offers an efficient mechanism for weight sharing for flow-based models. Our results demonstrate comparative or superior density estimation on image datasets and good scaling as the image resolution increases, making MixerFlow a simple yet powerful alternative to the Glow-based architectures. We also show that MixerFlow provides more informative embeddings than Glow-based architectures and can integrate many structured transformations such as splines or Kolmogorov-Arnold Networks.
Density estimation, which estimates the distribution of data, is an important category of probabilistic machine learning. A family of density estimators is mixture models, such as Gaussian Mixture Model (GMM) by expectation maximization. Another family of density estimators is the generative models which generate data from input latent variables. One of the generative models is the Masked Autoregressive Flow (MAF) which makes use of normalizing flows and autoregressive networks. In this paper, we use the density estimators for classification, although they are often used for estimating the distribution of data. We model the likelihood of classes of data by density estimation, specifically using GMM and MAF. The proposed classifiers outperform simpler classifiers such as linear discriminant analysis which model the likelihood using only a single Gaussian distribution. This work opens the research door for proposing other probabilistic classifiers based on joint density estimation.
Studying potential BSM effects at the precision frontier requires accurate transfer of information from low-energy measurements to high-energy BSM models. We propose to use normalising flows to construct likelihood functions that achieve this transfer. Likelihood functions constructed in this way provide the means to generate additional samples and admit a ``trivial'' goodness-of-fit test in form of a $\chi^2$ test statistic. Here, we study a particular form of normalising flow, apply it to a multi-modal and non-Gaussian example, and quantify the accuracy of the likelihood function and its test statistic.
We present LInKs, a novel unsupervised learning method to recover 3D human poses from 2D kinematic skeletons obtained from a single image, even when occlusions are present. Our approach follows a unique two-step process, which involves first lifting the occluded 2D pose to the 3D domain, followed by filling in the occluded parts using the partially reconstructed 3D coordinates. This lift-then-fill approach leads to significantly more accurate results compared to models that complete the pose in 2D space alone. Additionally, we improve the stability and likelihood estimation of normalising flows through a custom sampling function replacing PCA dimensionality reduction previously used in prior work. Furthermore, we are the first to investigate if different parts of the 2D kinematic skeleton can be lifted independently which we find by itself reduces the error of current lifting approaches. We attribute this to the reduction of long-range keypoint correlations. In our detailed evaluation, we quantify the error under various realistic occlusion scenarios, showcasing the versatility and applicability of our model. Our results consistently demonstrate the superiority of handling all types of occlusions in 3D space when compared to others that complete the pose in 2D space. Our approach also exhibits consistent accuracy in scenarios without occlusion, as evidenced by a 7.9% reduction in reconstruction error compared to prior works on the Human3.6M dataset. Furthermore, our method excels in accurately retrieving complete 3D poses even in the presence of occlusions, making it highly applicable in situations where complete 2D pose information is unavailable.
Bayesian reinforcement learning (RL) offers a principled and elegant approach for sequential decision making under uncertainty. Most notably, Bayesian agents do not face an exploration/exploitation dilemma, a major pathology of frequentist methods. However theoretical understanding of model-free approaches is lacking. In this paper, we introduce a novel Bayesian model-free formulation and the first analysis showing that model-free approaches can yield Bayes-optimal policies. We show all existing model-free approaches make approximations that yield policies that can be arbitrarily Bayes-suboptimal. As a first step towards model-free Bayes optimality, we introduce the Bayesian exploration network (BEN) which uses normalising flows to model both the aleatoric uncertainty (via density estimation) and epistemic uncertainty (via variational inference) in the Bellman operator. In the limit of complete optimisation, BEN learns true Bayes-optimal policies, but like in variational expectation-maximisation, partial optimisation renders our approach tractable. Empirical results demonstrate that BEN can learn true Bayes-optimal policies in tasks where existing model-free approaches fail.
Normalising Flows are non-parametric statistical models characterised by their dual capabilities of density estimation and generation. This duality requires an inherently invertible architecture. However, the requirement of invertibility imposes constraints on their expressiveness, necessitating a large number of parameters and innovative architectural designs to achieve good results. Whilst flow-based models predominantly rely on neural-network-based transformations for expressive designs, alternative transformation methods have received limited attention. In this work, we present Ferumal flow, a novel kernelised normalising flow paradigm that integrates kernels into the framework. Our results demonstrate that a kernelised flow can yield competitive or superior results compared to neural network-based flows whilst maintaining parameter efficiency. Kernelised flows excel especially in the low-data regime, enabling flexible non-parametric density estimation in applications with sparse data availability.
Being able to decorrelate a feature space from protected attributes is an area of active research and study in ethics, fairness, and also natural sciences. We introduce a novel decorrelation method using Convex Neural Optimal Transport Solvers (Cnots) that is able to decorrelate a continuous feature space against protected attributes with optimal transport. We demonstrate how well it performs in the context of jet classification in high energy physics, where classifier scores are desired to be decorrelated from the mass of a jet. The decorrelation achieved in binary classification approaches the levels achieved by the state-of-the-art using conditional normalising flows. When moving to multiclass outputs the optimal transport approach performs significantly better than the state-of-the-art, suggesting substantial gains at decorrelating multidimensional feature spaces.
The generation of virtual populations (VPs) of anatomy is essential for conducting in silico trials of medical devices. Typically, the generated VP should capture sufficient variability while remaining plausible and should reflect the specific characteristics and demographics of the patients observed in real populations. In several applications, it is desirable to synthesise virtual populations in a \textit{controlled} manner, where relevant covariates are used to conditionally synthesise virtual populations that fit a specific target population/characteristics. We propose to equip a conditional variational autoencoder (cVAE) with normalising flows to boost the flexibility and complexity of the approximate posterior learnt, leading to enhanced flexibility for controllable synthesis of VPs of anatomical structures. We demonstrate the performance of our conditional flow VAE using a data set of cardiac left ventricles acquired from 2360 patients, with associated demographic information and clinical measurements (used as covariates/conditional information). The results obtained indicate the superiority of the proposed method for conditional synthesis of virtual populations of cardiac left ventricles relative to a cVAE. Conditional synthesis performance was evaluated in terms of generalisation and specificity errors and in terms of the ability to preserve clinically relevant biomarkers in synthesised VPs, that is, the left ventricular blood pool and myocardial volume, relative to the real observed population.
Monocular 3D human pose and shape estimation is an ill-posed problem since multiple 3D solutions can explain a 2D image of a subject. Recent approaches predict a probability distribution over plausible 3D pose and shape parameters conditioned on the image. We show that these approaches exhibit a trade-off between three key properties: (i) accuracy - the likelihood of the ground-truth 3D solution under the predicted distribution, (ii) sample-input consistency - the extent to which 3D samples from the predicted distribution match the visible 2D image evidence, and (iii) sample diversity - the range of plausible 3D solutions modelled by the predicted distribution. Our method, HuManiFlow, predicts simultaneously accurate, consistent and diverse distributions. We use the human kinematic tree to factorise full body pose into ancestor-conditioned per-body-part pose distributions in an autoregressive manner. Per-body-part distributions are implemented using normalising flows that respect the manifold structure of SO(3), the Lie group of per-body-part poses. We show that ill-posed, but ubiquitous, 3D point estimate losses reduce sample diversity, and employ only probabilistic training losses. Code is available at: https://github.com/akashsengupta1997/HuManiFlow.
Understanding and control of Laser-driven Free Electron Lasers remain to be difficult problems that require highly intensive experimental and theoretical research. The gap between simulated and experimentally collected data might complicate studies and interpretation of obtained results. In this work we developed a deep learning based surrogate that could help to fill in this gap. We introduce a surrogate model based on normalising flows for conditional phase-space representation of electron clouds in a FEL beamline. Achieved results let us discuss further benefits and limitations in exploitability of the models to gain deeper understanding of fundamental processes within a beamline.
Neural HMMs are a type of neural transducer recently proposed for sequence-to-sequence modelling in text-to-speech. They combine the best features of classic statistical speech synthesis and modern neural TTS, requiring less data and fewer training updates, and are less prone to gibberish output caused by neural attention failures. In this paper, we combine neural HMM TTS with normalising flows for describing the highly non-Gaussian distribution of speech acoustics. The result is a powerful, fully probabilistic model of durations and acoustics that can be trained using exact maximum likelihood. Experiments show that a system based on our proposal needs fewer updates than comparable methods to produce accurate pronunciations and a subjective speech quality close to natural speech. Please see https://shivammehta25.github.io/OverFlow/ for audio examples and code.