Normalizing Flow

machine learninggenerative modelingprobabilitynormalizing flowscetztikz

A chain of bijections $f = f_1 \circ \dots \circ f_k$ constituting a normalizing flow which step by step transforms a simple distribution $p_0(\vec z_0)$ into a complex one $p_k(\vec z_k)$. The bijections are trained to fit $p_k(\vec z_k)$ to some target distribution $p_x(\vec x)$. Inspired by Lilian Weng.