OT-Flow: Fast and Accurate Continuous Normalizing Flows via Optimal Transport

29 May 2020Derek OnkenSamy Wu FungXingjian LiLars Ruthotto

A normalizing flow is an invertible mapping between an arbitrary probability distribution and a standard normal distribution; it can be used for density estimation and statistical inference. Computing the flow follows the change of variables formula and thus requires invertibility of the mapping and an efficient way to compute the determinant of its Jacobian... (read more)

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