i-flow: High-dimensional Integration and Sampling with Normalizing Flows

15 Jan 2020  ·  Christina Gao, Joshua Isaacson, Claudius Krause ·

In many fields of science, high-dimensional integration is required. Numerical methods have been developed to evaluate these complex integrals... We introduce the code i-flow, a python package that performs high-dimensional numerical integration utilizing normalizing flows. Normalizing flows are machine-learned, bijective mappings between two distributions. i-flow can also be used to sample random points according to complicated distributions in high dimensions. We compare i-flow to other algorithms for high-dimensional numerical integration and show that i-flow outperforms them for high dimensional correlated integrals. The i-flow code is publicly available on gitlab at https://gitlab.com/i-flow/i-flow. read more

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