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Generative Models, Normalizing Flows, and Monte Carlo Samplers

Eric Vanden-Eijnden (New York University)
E18-304

Abstract: Contemporary generative models used in the context of unsupervised learning have primarily been designed around the construction of a map between two probability distributions that transform samples from the first into samples from the second.  Advances in this domain have been governed by the introduction of algorithms or inductive biases that make learning this map, and the Jacobian of the associated change of variables, more tractable. The challenge is to choose what structure to impose on the transport to…

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