Density Deconvolution with Normalizing Flows

16 Jun 2020  ·  Tim Dockhorn, James A. Ritchie, Yao-Liang Yu, Iain Murray ·

Density deconvolution is the task of estimating a probability density function given only noise-corrupted samples. We can fit a Gaussian mixture model to the underlying density by maximum likelihood if the noise is normally distributed, but would like to exploit the superior density estimation performance of normalizing flows and allow for arbitrary noise distributions. Since both adjustments lead to an intractable likelihood, we resort to amortized variational inference. We demonstrate some problems involved in this approach, however, experiments on real data demonstrate that flows can already out-perform Gaussian mixtures for density deconvolution.

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