Tails of Lipschitz Triangular Flows

10 Jul 2019Priyank JainiIvan KobyzevYaoliang YuMarcus Brubaker

We investigate the ability of popular flow based methods to capture tail-properties of a target density by studying the increasing triangular maps used in these flow methods acting on a tractable source density. We show that the density quantile functions of the source and target density provide a precise characterization of the slope of transformation required to capture tails in a target density... (read more)

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