Normalizing flow sampling with Langevin dynamics in the latent space
From MaRDI portal
Cites work
- A multivariate Kolmogorov-Smirnov test of goodness of fit
- A taste of topology
- Adaptive Monte Carlo augmented with normalizing flows
- High-dimensional Gaussian sampling: a review and a unifying approach based on a stochastic proximal point algorithm
- scientific article; zbMATH DE number 646825 (Why is no real title available?)
- Langevin diffusions and the Metropolis-adjusted Langevin algorithm
- Normalizing flows for probabilistic modeling and inference
- Optimal scaling and diffusion limits for the Langevin algorithm in high dimensions
- Real Analysis and Probability
- Riemann manifold Langevin and Hamiltonian Monte Carlo methods. With discussion and authors' reply
- Stabilizing Invertible Neural Networks Using Mixture Models
- Stochastic differential equations. An introduction with applications.
- The Gaussian double-bubble and multi-bubble conjectures
This page was built for publication: Normalizing flow sampling with Langevin dynamics in the latent space
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q7006560)