论文标题

可集成的非参数流

Integrable Nonparametric Flows

论文作者

Pfau, David, Rezende, Danilo

论文摘要

我们介绍了一种方法,用于重建无穷小的归一流流量,只有对(可能是不正常的)概率分布的无限变化。这逆转了使流动归一化的常规任务 - 而不是从未知目标分布中给出样品并学习近似分布的流量,而是给我们对初始分布的扰动,并旨在重建将从已知的扰动分布中生成样品的流量。虽然这是一个不确定的问题,但我们发现选择流量为一个可集成的向量场会产生与静电密切相关的解决方案,并且可以通过Green功能的方法来计算解决方案。与常规的归一化流不同,可以完全非参数表示该流量。我们在低维问题上验证了这一推导,并讨论了量子蒙特卡洛和机器学习问题的潜在应用。

We introduce a method for reconstructing an infinitesimal normalizing flow given only an infinitesimal change to a (possibly unnormalized) probability distribution. This reverses the conventional task of normalizing flows -- rather than being given samples from a unknown target distribution and learning a flow that approximates the distribution, we are given a perturbation to an initial distribution and aim to reconstruct a flow that would generate samples from the known perturbed distribution. While this is an underdetermined problem, we find that choosing the flow to be an integrable vector field yields a solution closely related to electrostatics, and a solution can be computed by the method of Green's functions. Unlike conventional normalizing flows, this flow can be represented in an entirely nonparametric manner. We validate this derivation on low-dimensional problems, and discuss potential applications to problems in quantum Monte Carlo and machine learning.

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