[sarosh]

Defer to other experts, but (briefly) normalizing flows are a method for constructing complex distributions by transforming a probability density through a series of invertible transformations. Normalizing flows are trained using a plain log-likelihood function, and they are capable of exact density evaluation and efficient sampling. See:

Danilo Rezende and Shakir Mohamed. Variational inference with normalizing flows. In ICML, 2015. Link: https://bigdata.duke.edu/wp-content/uploads/2022/08/1505.057...

Laurent Dinh, David Krueger, and Yoshua Bengio. Nice: Non-linear independent components estimation. In ICLR Workshop, 2015. Link: https://arxiv.org/pdf/1410.8516

And for your direct question, the following paper "Efficient Bayesian Sampling Using Normalizing Flows to Assist Markov Chain Monte Carlo Methods" appears upon a superficial glance to be relevant. Link: https://arxiv.org/pdf/2107.08001

[1980phipsi]

So it's like converting a normal distribution to log normal (and then back). But a more general way of thinking about it.

Where does the name "normalizing flows" come from?

[hotstickyballs]

It comes from the Jacobian which you can get from auto diff. It measures how much distortion the function created and normalizes it so that you can integrate correctly without blowing up gradients

[JHonaker]

Thanks! I've read the first one before. I'll take a look at the other two!