Normalizing Flows

We present a simple decomposition of a neural-network-based normalizing flow that naturally uncovers a pivotal statistic (or something close) in the presence of nuisance parameters, based only on a sample generator from the distribution of interest. We show that the statistic is near-pivotal in the sense of minimum average KL-divergence of its $p$-values versus uniform and we argue that it can be expected to have good power when the dimension of the statistic equals the dimension of the parameter. It is able to incorporate prior knowledge about group invariances such as translation and scale. It can discover the one-sample $t$-test almost exactly, outperforms the Welch test in terms of worst-case size over a constrained variance-ratio range and achieves good calibration on partial biserial correlations, while showing higher power (and being much faster) on small-to-moderate samples than profile likelihood-ratio techniques.

Normalizing flow Boltzmann generators retain a tractable pushforward density, but training with forward KL depends on target samples that may be biased or omit modes. As a result, a flow can miss target mass while its observed importance weights give a high effective sample size. We introduce the log-ratio variation $\X_ω$, the mean absolute pairwise difference of the target-to-pushforward log-density ratio under a weighting measure $ω$, and use it to define KLXX, a new loss function. Two log-ratio variations are added to the forward KL (denoted by the two X's): one weighted by the target to improve accuracy, the other by a mixture of quench and temper samples with pushforward samples to search candidate modes. We derive the Fisher--Rao gradient flow of KLXX, where both variations contribute nonpositive dissipation, and a fixed-surrogate error bound for KLXX. We use KLXX in an adaptive-staging Boltzmann generator, with importance reweighting at every stage. We bound the sampling error of its inference scheme when the stage weights are essentially bounded, and prove it asymptotically unbiased in the sample size. In the numerical tests, KLXX improves mode coverage over forward KL. It also improves the generator's per-stage diagnostics against the loss that built the schedule. The observables the generator recovers are close to independent references. The log-ratio variations thus supply information that the forward KL loss usually omits.

Graph modeling, a crucial task for representing complex relationships in graph-structured data, has achieved significant success in recent years. However, current graph modeling methods rely on traditional Graph Neural Networks and pre-training approaches to implicitly learn the underlying relational structure of graph data. Thus, these prior methods cannot capture the complex graph structure and correlations among inputs. In this paper, we introduce a novel Attention-based Normalizing Flow-based Approach\footnote{Our implementation and models will be released publicly for research reproducibility.} (ANFA or $α$) that provides an explicit, interpretable, and tractable Graph Modeling ($α$-Graph). In particular, we propose a new Unconditional Graph Normalizing Flow with an Invertible Attention Mechanism to capture the complex relational structure of graph data. To further enhance the expressiveness of the model, we introduce Conditional Graph Normalizing Flow with Learnable Queries that enables efficient modeling of correlations in graph-structured data. We show that our Conditional Graph Normalizing Flows behave similarly to Unconditional Graph Normalizing Flows, enhancing expressiveness while maintaining training stability and efficiency. Our experimental results on three benchmarks will illustrate the effectiveness and the state-of-the-art (SoTA) performance of the proposed $α$-Graph method.

This paper addresses infinite-dimensional Bayesian inference for inverse problem of partial differential equations with model parameters in infinite-dimensional Hilbert space. To effectively incorporate prior information, we propose a novel continuous normalizing flows based infinite-dimensional model. Specifically, by introducing a well-defined neural ordinary differential equation in infinite-dimensional space, a simple reference measure can be transformed into a more complex measure which encodes the prior information. A corresponding theoretical framework is established to ensure the well-posedness of our proposed Bayesian prior in infinite-dimensional space. We also provide training methods of the prior for two distinct data settings, along with two sampling algorithms for the resulting Bayesian posterior. The proposed framework is applied to three representative inverse problems: the simple smooth inverse problem, inverse scattering problem, and the inverse heat conduction problem. Numerical experiments support the theoretical analysis and demonstrate the efficiency of the proposed algorithms.

Simulating the ALICE Zero Degree Calorimeter (ZDC) neutron detector responses at the LHC is computationally expensive, requiring complex Monte Carlo chains. We develop a generative surrogate, focusing on Normalizing Flows (NFs). Through transfer learning, we pre-train on the full imbalanced dataset and fine-tune specialized models for different particle types ($γ$, $n$, $Λ$, $K_S^0$, $Σ^+$) using two gradual-unfreezing schemes. As standard ZDC metrics like Wasserstein distance overlook conditional structure, we introduce refined metrics: conditional weighted MAE, dispersion ratio, and Jaccard co-activation error, that better capture physics-relevant input-output dependencies and response variability. Our ensemble of fine-tuned models achieves a Wasserstein distance of $1.61 \pm 0.02$, outperforming baselines across all metrics. This work provides a generalizable NF-based framework for LHC detector simulation, combining NFs, conditional fine-tuning, and physics-motivated evaluation.

Sparse and noisy millimeter-wave radar point cloud observations often correspond to multiple plausible human poses, making deterministic pose estimation fundamentally ill-posed. Yet existing radar methods remain deterministic, collapsing this ambiguity into a single estimate. Diffusion-based alternatives can model multi-hypothesis distributions but require costly sequential denoising for each distribution sample and lack calibrated uncertainty. We propose Multi-Hypothesis Normalizing Flow Pose Generator (MH-NFPG), which models pose distributions from radar point clouds using a conditional normalizing flow. Specifically, we combine a spatiotemporal transformer backbone with a normalizing flow that transforms a Laplace base distribution into an expressive posterior, generated in parallel through a single forward pass. Leveraging this efficiency, we outperform diffusion-based alternatives in calibration across three radar benchmarks (MM-Fi, mmRadPose, mRI), improve pose accuracy on two, and match it on the third, while achieving over 20x faster inference for applications and reducing calibration error by up to 85%. We find that calibration degrades substantially for diffusion models, whereas our flow-based approach maintains reliable coverage, also in cross-environment settings. These results demonstrate normalizing flows as a practical alternative to diffusion models for real-time, uncertainty-aware radar pose estimation. Our code will be made publicly available.

We introduce Potential Matching Optimal Transport (PMOT), a potential-flow framework for general $p$-cost optimal transport with $c_p(x,y)=\|x-y\|^p$. PMOT parameterizes the CNF velocity field with a scalar potential in the generalized Benamou--Brenier form for the chosen exponent $p$. It trains the potential gradient with a self-induced matching loss along straight bridges determined by the model's own endpoints, while allowing flexible terminal distribution matching. Our main result establishes zero-loss exactness: under the stated regularity, exact terminal matching, and uniqueness assumptions, any zero-loss solution satisfies the generalized Benamou--Brenier optimality system and recovers the corresponding $p$-optimal transport map and dynamics. On synthetic benchmarks, PMOT learns $p$-specific maps that agree with the corresponding $p$-matched OT references. It also remains competitive as a likelihood-based density model on high-dimensional tabular data, and an MMD-based color transformation experiment demonstrates flexible sample-based terminal matching.

Recent offline reinforcement learning methods increasingly rely on expressive generative policies and specialized value-guidance mechanisms. We ask whether comparable progress can instead come from systematically modernizing a conventional behavior-regularized actor-critic while preserving its algorithmic simplicity. We introduce ReBRAC-v2, which directly trains an exact-likelihood normalizing flow as the RL actor, combines likelihood, MSE, and MAE behavior regularization, and integrates a classification-based residual critic, staged optimization, and multi-sample test-time action selection. Rather than tuning this recipe separately for every task, we develop a single shared configuration via roughly 600 Bayesian proposals on six challenging OGBench tasks, freeze all structural and optimization choices, and adapt only two behavior-regularization coefficients over a 16-point grid. Across ten common state-based OGBench categories, ReBRAC-v2 averages 74.8 compared to 52.3 for the next-best aggregate result and ranks first in eight categories. The same recipe, without structural changes, obtains the strongest averages in our comparisons on D4RL AntMaze (90.2) and Adroit (33.6). Fixed-recipe ablations show the largest sensitivity to the selected mixed cloning objective, staged training, sufficient flow capacity, and multi-sample inference, while showing that several smaller choices depend on the values of other hyperparameters. These results show that disciplined, transferable engineering can achieve state-of-the-art aggregate performance without abandoning a minimalist offline RL foundation.

It is common for two-dimensional embeddings of high-dimensional data to be read far beyond what they can support. Distances in and between clusters, the meaning behind empty spaces, and the amount of structure hidden at each point are generally invisible in the output of methods such as t-SNE and UMAP. This is because the information that could support the meaning of these properties is discarded during the optimisation process. Here, we present FloDR, a dimensionality reduction method that embeds data through an invertible normalising flow. While FloDR only uses the first two output coordinates to create a two-dimensional embedding, it retains the remaining coordinates rather than discarding them. In addition to the embedding, an exact inverse and an exact density are properties of a trained mapping, which enable diagnostic visualisations that are computed from the exact inverse of the model that drew the layout rather than from an approximate one. Specifically, we draw two fields, the conditional spread, which measures how much of the original data remains undetermined at each embedding position in input units, and the hidden contrast, which measures how much information about a labelled contrast the two plotted coordinates discard. Both fields are rendered with a prespecified test against a held out portion of the input data and a bootstrap confidence. A field that fails the test is reported as refused.

We investigate a normalizing-flow approach for reconstructing parton distribution functions (PDFs) from synthetic matrix-element data. Our framework combines Gaussian Process priors with invertible neural networks to learn a posterior distribution over PDFs consistent with limited Ioffe-time data. We demonstrate that the architecture preserves physical constraints and extrapolation properties.

Loco-manipulation has recently shown promising capabilities; however, achieving high-precision control, managing the high-dimensional action space induced by many degrees of freedom (DoFs), and fully exploiting the inherent redundancy of whole-body systems remain challenging. In this paper, we propose a novel whole-body control framework that effectively addresses these challenges by decomposing the complex loco-manipulation problem into partial reference motion generation and low-level imitation control. We introduce a new Kinematic Normalizing Flow (KNF) model, trained on a large-scale kinematic dataset, that generates diverse yet feasible partial reference motions. A high-level controller is then trained to navigate the KNF's latent space to exploit redundant solutions, while a low-level controller ensures physically feasible and accurate motion execution. We validate our approach on the quadrupedal robot equipped with a six-DoF robotic arm. In simulation, experimental results show that our approach significantly outperforms state-of-the-art methods in terms of tracking accuracy and feasible workspace coverage. For hardware deployment, we evaluate the system over 24 episodes across 8 different mobile loco-manipulation tasks. The system achieves end-effector pose-tracking errors of 4.5 cm and 0.14 rad, while maintaining accurate locomotion tracking with linear and angular velocity errors of 0.1 m/s and 0.01 rad/s, respectively, outperforming competitive baselines. Our method represents a practical and powerful solution for accurate and generalized whole-body loco-manipulation in high-DoF robotic systems, with promising potential for diverse downstream robotic tasks.

Hierarchical Implicit Q-Learning (HIQL), an offline goal-conditioned RL method, selects subgoals by value-function advantages alone. This rule has two coupled failure modes. Optimistic bias treats lucky stochastic outcomes as skillful choices, and mode collapse reduces a multi-modal subgoal distribution to a single Gaussian mean that often falls in unreachable regions. We propose NFTR (Normalizing Flows subgoal policies with Triangle-slack Reweighting). A conditional Normalizing Flow replaces the Gaussian policy, and a closed-form mode-averaging result identifies NFs as the minimal generative class for AWR-based subgoal selection. A triangle slack score, built on the architectural triangle inequality without relying on distance accuracy, multiplicatively corrects the AWR weight to downweight subgoals whose detour cost exceeds average reachability. Triangle-slack vanishes on geodesics in deterministic MDPs and remains a conservative upper bound on composability violation under stochastic dynamics. The RWDR objective preserves AWR's population-level monotonic improvement and admits a three-term suboptimality decomposition. Together, these two ingredients yield subgoal selection that provably avoids the Gaussian collapse described above and remains stable under stochastic dynamics. GitHub page: https://github.com/erdemtbao/NFTR

Normalising flows provide a powerful variational family for approximate inference, yet individual architectures often fail to generalise across heterogeneous posterior geometries. We revisit mixture-based flow formulations and introduce \emph{AMF\mbox{-}VI\mbox{-}sEMA}, a two-stage framework featuring a \emph{stable global weighting} mechanism based on a \emph{Simplex Exponential Moving Average} (sEMA) update. In Stage1, a heterogeneous set of experts (\textsc{RealNVP}, \textsc{MAF}, \textsc{RBIG}) are trained independently to specialise in distinct structural regimes. In Stage2, expert parameters are frozen and global mixture weights are learned through a temperature-controlled softmax of average log-likelihoods, followed by a smooth EMA update on the probability simplex. This design produces a tractable, data-agnostic gating mechanism (without per-sample gating or gradient backpropagation through weights) that adaptively reallocates capacity while avoiding component collapse. We evaluate the framework on ten posterior benchmarks: six canonical 2D synthetic families (Banana, X-Shaped, Bimodal, Multimodal, Two-moons, Rings) and four real/low-dimensional Bayesian targets (BLR, BPR, Weibull, Real-GMM2), with stronger baselines (\textsc{NICE}, \textsc{ResFlow}, and EM-Mixing). Comprehensive evaluation covers NLL, KL divergence, Wasserstein-2 distance, and MMD, together with diagnostics of mixture dynamics, hyperparameter sensitivity, and cross-seed robustness. Empirically, \emph{AMF\mbox{-}VI\mbox{-}sEMA} achieves consistent NLL improvements over its predecessor \emph{AMF\mbox{-}VI} and avoids the catastrophic transport failures of single-flow baselines, while maintaining stable weight trajectories ($N_{\mathrm{eff}}{>}1.4$ on all datasets) with minimal computational overhead.

Generative Astrodynamics is advanced in this work by extending generative modelling to an orbit determination problem in the cislunar environment. The task is formulated as conditional density estimation, aiming to infer the probability distribution of the initial state from angles-only measurements over short observation arcs. A normalising flow is trained on perturbed topocentric observations from Near Rectilinear Halo Orbits, enabling a flexible and potentially multimodal posterior representation. Given new measurements, the learned density is sampled to generate statistically consistent and physics-informed state hypotheses. These estimates are refined via nonlinear least-squares minimisation, providing a competitive warm start for classical algorithms.

Many modern generative modeling methods, including diffusion models, normalizing flows, and flow matching, estimate transport maps or plans between distributions without explicitly targeting an optimal transport (OT) map. In applications like generative modeling, the transport cost itself is irrelevant, and this makes it natural to target maps which are more tractable from either a statistical or computational standpoint. In this short note, we formalize the task of estimating any valid transport map in a rigorous minimax framework. One consequence of this framing is that it yields sample complexity lower bounds for any method whose learned object is evaluated as a transport map or plan, including flow matching and diffusion-based generative models, in settings where direct analysis would be challenging due to the analytic complexity of the methods and their target maps. We observe that, under standard, though strong, stability assumptions from the OT literature, estimating any valid transport map is statistically as hard as estimating the OT map. We complement these results with some examples showing that when these stability assumptions fail, alternative transport maps can be learned substantially more accurately than the OT map. Our minimax framing provides a rigorous foundation for understanding the statistical limits of modern transport-based generative methods and clarifies when targeting sub-optimal maps can provide real statistical advantages.

Normalizing Flows excel at modeling a single fixed density, yet many problems across the sciences, such as high energy physics, instead require modeling how that density deforms as a function of continuous parameters: the strength of a physical effect, a calibration constant, or a source of systematic uncertainty. Learning a separate flow for every parameter configuration quickly becomes intractable, since the number of joint settings grows exponentially with the number of parameters. We introduce Factorizable Normalizing Flows (FNFs), which represent the parameter-dependent density as a fixed, high-fidelity flow for a reference configuration composed with a learnable transformation that is polynomial in the parameters and factorized over them. This structure has a practical consequence: each parameter's effect is learned in isolation, from samples in which that parameter alone is varied. The combined response of many parameters is then recovered by summation at inference, without ever sampling their combinatorially large joint space. On a controlled problem with two interpretable deformations applied jointly to the data, the learned transformation reproduces the true deformations and matches the optimal likelihood, while optional interaction terms capture residual correlations when several parameters vary strongly at once. The resulting model is interpretable, scales linearly with the number of parameters, and keeps the likelihood tractable. This provides a general tool for any inference workflow requiring continuous density morphing, and directly enables the next generation of unbinned likelihood fits in high energy physics.

Accurate, robust, and adaptive localization is essential for various robotic operations. This paper proposes a new message passing (MP) algorithm for realizing collaborative localization in a distributed manner. The algorithm unifies Gaussian belief propagation (GBP) and mean-field (MF) approximation, where GBP preserves dependencies among robot states, and MF enables estimation of noise statistics. To effectively handle non-conjugate terms from nonlinear measurement models, the algorithm adopts a parametric formulation in which these terms are treated by gradient estimators. Beyond linearization and sampling, we further design a normalizing flow (NF)-based gradient estimator, enabling learnable sampling. End-to-end training tunes NF parameters according to the behavior of MP, improving the overall estimation performance. To support estimation of practical robotic states that involve rotations, the method is then extended to Lie group state spaces. Finally, the method is applied to multirobot localization task fusing odometry, global navigation satellite system (GNSS) measurements, and inter-robot ultra wideband (UWB) ranging. Simulations and experiments on autonomous surface vehicles (ASVs) demonstrate its improved accuracy, robustness, and adaptability.

Normalizing flows are powerful generative models that learn an invertible mapping between complex data distributions and simple latent distributions, typically a standard normal density. However, this choice of latent density can impose unnecessary complexity on the learned flow transformation due to the topological mismatch between the latent and data densities, leading to slower training and suboptimal performance. In this work, we propose using mixtures of probabilistic principal component analyzers (MPPCA) as the latent density for normalizing flows. We simplify the learned flow transformation by learning a latent distribution that more closely aligns with the data distribution in terms of KL divergence, thus enabling faster convergence and improved generative performance. Critically, MPPCA models can be fit quickly and cheaply using the expectation-maximization algorithm, making them a practical choice for initializing latent distributions even in high-dimensional generative tasks. We validate our method on both tabular and image datasets, demonstrating consistent gains in training efficiency and generation quality compared to baselines.

In industrial environments, new product categories arrive sequentially, requiring continual anomaly detection without access to past data. Normalizing Flows (NFs) provide exact density estimation but suffer from catastrophic forgetting as parameter updates across tasks distort the density manifold. While parameter isolation can prevent interference, it must preserve the strict invertibility and Jacobian validity of NFs. To satisfy these requirements, we exploit the inherent property that affine coupling layers maintain transformation validity regardless of subnet parameterization. Based on this, we propose DeCoFlow, which decomposes subnets into a frozen universal base and task-specific low-rank adapters to isolate updates. We further introduce Task-Specific Alignment, Auxiliary Coupling Layers, and Tail-Aware Loss to compensate for frozen-base rigidity. DeCoFlow achieves state-of-the-art image-level AUROCs of 98.40% on MVTec-AD and 93.00% on VisA, while maintaining parameter-level zero forgetting (0.00% FM under correct routing) with only 2.27M parameters per task.

Normalizing Flows (NFs) are powerful generative models capable of exact density estimation and sampling. However, their strict invertibility often forces the model to exhaust its capacity on low-level pixel details, hindering the capture of high-level semantic structures. While Masked Image Modeling (MIM) has excelled in representation learning, its integration into generative pipelines has remained largely modular and disjointed. In this paper, we propose MIMFlow, a unified end-to-end framework that jointly optimizes latent semantics, pixel reconstruction, and generative flow. By employing a VAE encoder to infer semantic latent from masked images, MIMFlow achieves a principled decoupling of the generative task: the Normalizing Flow focuses on modeling a simplified, low-frequency semantic manifold, while a specialized decoder handles high-frequency synthesis. This design effectively resolves the inherent capacity bottleneck of NFs, allowing the model to prioritize global structural coherence over redundant noise. Empirical results on ImageNet 256$\times$256 show that MIMFlow-L reaches 71.3% linear probing accuracy and an FID of 2.50. Despite using only 128 tokens (50% fewer than standard models), it yields a 32.8% performance gain over similar-scale NF baselines. Our code is available at https://github.com/MCG-NJU/MIMFlow.

Space-based monitoring of atmospheric carbon dioxide (CO$_2$) constrains the global carbon budget. NASA's Orbiting Carbon Observatory-2 (OCO-2) estimates column-averaged dry-air mole fractions of CO$_2$ (XCO$_2$) from high-resolution spectra, but operational retrievals are computationally expensive and impose stringent Gaussianity assumptions on the retrieved posterior. We present a deep learning framework that addresses both through amortized probabilistic inference. Lacking ground truth for real observations, we train and evaluate on a high-fidelity OCO-2 simulation ensemble with calibrated forward-model errors, comparing against the version-10 ACOS full-physics retrieval on the same radiances. Our architecture encodes each spectral band separately and estimates posteriors of the full CO$_2$ column, or summaries thereof, with Laplace approximations and conditional normalizing flows. Once trained, inference costs milliseconds per sounding rather than minutes, and calibrated posteriors are attainable at that cost. Trained on simulations that explicitly include forward-model discrepancy, our retrievals are more accurate than the operational one for XCO$_2$ on both data partitions we consider, and competitive on profiles. The flow represents asymmetric posteriors that a Gaussian cannot, a gain attributable to shape rather than scale, and its advantage in predictive density persists where its accuracy advantage does not. These results are established on a land-only ensemble against one configuration of the operational algorithm. On reference soundings withheld from training and on two unseen months the XCO$_2$ and density advantages persist while calibration degrades under sparsely sampled observing conditions, pointing to the diversity of the simulated scene population rather than the method as the main obstacle.

The generating functional in quantum field theory provides the natural framework for constructing correlation functions as derivatives with respect to source operators. We present a methodology that leverages machine-learned normalizing flows to reduce the variance of arbitrary $N$-point correlation functions of bosonic operators in lattice gauge field theory calculations by encoding a representation of the generating functional. We show that it is possible to systematically approach noiseless estimators of correlation functions in this framework. We demonstrate this methodology with applications to calculations of glueball correlation functions and Wilson loops in Quantum Chromodynamics and Yang-Mills theory. The results show up to three orders of magnitude variance reduction.

Large language models often improve reasoning by generating explicit chain-of-thought (CoT), demonstrating the importance of intermediate computation. However, textual CoT forces this computation through a discrete, serial, and communication-oriented token stream: each reasoning step must be verbalized before the model can proceed, even when the underlying update is semantic, uncertain, or only partially formed. Latent reasoning offers a higher-bandwidth alternative by performing intermediate computation in compact continuous states before committing to text. Yet existing latent-reasoning methods often sacrifice key advantages that make CoT effective in autoregressive language models, including native left-to-right generation, probabilistic sampling, compatibility with KV-cache decoding, and tractable likelihood estimation. We propose NF-CoT, a latent reasoning framework that preserves these advantages by modeling continuous thoughts with normalizing flows. NF-CoT instantiates a TARFlow-style normalizing flow inside the LLM backbone, defining a tractable probability model over compact continuous thoughts distilled from explicit CoT. Continuous-thought positions are generated by an NF head, while text positions are generated by the standard LM head within the same causal stream. This design provides exact likelihoods for latent thoughts, enables probabilistic left-to-right decoding with the original KV cache, and supports direct policy-gradient optimization in the latent reasoning space. On code-generation benchmarks, NF-CoT improves pass rates over explicit-CoT and prior latent-reasoning baselines while substantially reducing intermediate-reasoning cost.

One of the primary challenges in Bayesian inference on the parameters of a diffusion model from discrete observations is the unavailability of an analytical expression for the transition density function between consecutive observation times, which is needed to derive the likelihood function. Extending previous studies that solve Fokker-Planck (FP) type partial differential equations with Normalizing Flows, we propose a new Normalizing Flow architecture to learn the transition density function of the diffusion process between two observation times. We do so by solving in a Neural Galerkin framework the associated FP equation with a Dirac mass as initial condition, over a specified training distribution of the initial datum and the coefficients of the diffusion. We specifically focus on processes whose diffusion matrix vanishes in certain inaccessible boundary regions, such as Stochastic Volatility models that satisfy a Feller condition. The product of the obtained transition densities evaluated along the observed trajectory approximates the likelihood function, thereby enabling cheap posterior sampling via Markov chain Monte Carlo (MCMC). After the offline training phase, inference becomes significantly more efficient, as it avoids the need to solve the FP equation in real time for each parameter proposed by the MCMC sampler or to rely on other likelihood-free methods for Bayesian inference that involve repeated simulation of diffusion bridges.

Transport MCMC trains a normalizing flow to precondition Metropolis--Hastings proposals, achieving high empirical efficiency on challenging posteriors; yet no prior work produces a numerically non-vacuous, rigorous spectral-gap bound for such samplers. We establish the first such bounds. For independence MH on the banana family we certify (γ^\ast = 0.828) at (D = 2) (covering in the original space) and (γ^\ast \ge 7.6\times 10^{-4}) at (D = 5) (covering in an analytically unwarped Gaussian space with a grid-certified gradient bound under the stated numerical Lipschitz certification), both rigorous at 95% confidence. The framework rests on three pillars: (i) spectral normalization with reduced scale clips constrains the flow Lipschitz constant from (10^{47}) to (10^4); (ii) a coverage-based empirical oscillation bound replaces the vacuous analytical bound with a data-dependent certificate; and (iii) oscillation-regularised training cuts the empirical oscillation by 60--90% at no cost to density fit, extending practical certificates through (D = 20) ((γ^\ast \ge 1.7\times 10^{-4})). Tests on four further targets (Gaussian mixture, shear-building, Neal's funnel, Bayesian logistic regression) identify three precise barriers: boundary curvature, target stiffness, and tail-coverage mismatch. An affine-vs-spline comparison shows that simpler architectures yield tighter certificates at identical NLL, inverting the usual expressiveness hierarchy.

We address the problem of out-of-distribution (OOD) detection for target observations embedded in a subspace of the high dimensional data space. Using continuous normalizing flows (CNFs), we propose a Lagrangian sub-flow (LSF) framework designed to isolate and estimate the density for the relevant components in the representation and using the remaining components as context. Through experimentation with models for speech synthesis, we show that CNFs, similarly to other deep generative models (DGMs), are susceptible to the "likelihood paradox", where high likelihood is erroneously assigned to OOD samples. This is attributed to the inductive bias of DGMs that prioritize low-level structural details over high-level semantic coherence. To mitigate this phenomenon, we propose a number of geometric diagnostic signals based on the velocity field over the sub-flow trajectory. Based on these signals, we design metrics for the challenging task of zero-shot phoneme-level mispronunciation detection. Finally, we demonstrate the superiority of these metrics compared to likelihood-based methods on a real-world mispronunciation detection benchmark.

Reduced-order models (ROMs) provide an efficient surrogate for complex multiscale systems, but their predictive accuracy is often compromised by truncation errors and the inadequate representation of interactions between resolved and unresolved scales. The missing effect of truncated (unresolved) scales on ROM (resolved) scales is often denoted as the closure problem. In this work, we formulate ROM closure modeling as a multi-fidelity (MF) learning problem and propose an uncertainty-aware MF framework based on conditional normalizing flow to enhance ROM predictive accuracy. The proposed approach learns a probabilistic mapping from low-fidelity (LF) ROM coefficients to high-fidelity (HF) coefficients, thereby improving predictive fidelity while quantifying the uncertainty associated with the learned closure. Two correction strategies are investigated: direct learning, in which HF coefficients are predicted directly from LF inputs, and residual learning, which learns the discrepancy between LF and HF coefficients and uses it to recover the corrected HF solution. The framework is demonstrated on a vortex merging problem governed by the two-dimensional Navier Stokes equations. Results show that both correction strategies improve ROM accuracy over uncorrected ROM, with residual learning achieving consistently better performance than direct learning. Moreover, the two proposed deep generative model-based strategies provide uncertainty quantification for the corrected ROM coefficients, which is critical for assessing prediction confidence and supporting the reliable use of ROMs in practical applications.

Input-convex neural networks (ICNNs) are widely used for log-concave density estimation, convex-potential normalizing flows, optimal transport, and transport-map inversion for high-dimensional Bayesian posteriors. These tasks share a structural constraint: the inter-layer weights of the ICNN must remain non-negative. The standard recipe, projected gradient descent (PGD) onto the non-negative cone, applies a hard, non-smooth projection -- the stiff-penalty limit of an ADMM-style constraint splitting -- and its classical convergence guarantees do not transfer to the non-smooth ICNN training landscape; the differentiable alternative, softplus reparametrization, attenuates the gradient exponentially in the weight magnitude, stalling training with dead inter-layer weights and plateaued loss. Inspired by parameter-extension lifts of PDE-constrained inverse problems, we propose the lift: instead of constraining the inter-layer weights directly, we train an unconstrained hypernetwork that emits them from a permutation-invariant summary of the input batch. This adds stochasticity to the training dynamics that softens the loss landscape, letting the iterates escape the gradient-attenuated region where direct softplus stalls. We trace this softening to three structural ingredients -- a learnable bias acting as slack, a hypernetwork body that conditions on the target batch, and a cross-covariance coupling the two through batch stochasticity -- and prove each one necessary: deleting any single ingredient collapses the cross-covariance that carries the softening. On log-concave energy-based modeling from one-dimensional toy targets to image-flavored latents, and convex-potential normalizing flows on a 21-dimensional tabular benchmark, we show that the lift reaches a lower test loss than both PGD and direct softplus, and turns a plateau-bounded training trajectory into a valley-descending one.

Deep generative models offer a natural foundation for out-of-distribution (OOD) detection, yet prior work has shown that their assigned likelihoods are notoriously unreliable indicators for in- vs out-of-distribution data. In this paper, we address this problem by leveraging the diffeomorphic and mass-preserving properties of continuous normalising flows. Our analysis shows that OOD samples are mapped to noise samples that are highly atypical under the noise prior in ways not captured by the likelihood. Based on this observation, we propose a new method -- Signal in the Noise (SITN) -- for OOD detection on the single-sample level. SITN requires no access to OOD data, incurs minimal computational overhead, and provides strict control of false positive rates. Comprehensive evaluations through standard benchmarks and synthetic perturbations highlight the method's effectiveness and the absence of the complexity bias inherent to likelihood-based methods.

Normalizing flows (NFs) provide exact likelihoods and deterministic invertible sampling, but have historically lagged behind diffusion models for large-scale image generation. We identify a key obstacle: NFs are required to learn a single invertible transport over the full ambient space, making them highly sensitive to high-dimensional representations. This leads to a semantic-capacity mismatch in modern visual representation spaces, where semantic information is compact but encoded in overcomplete features. We propose SRC-Flow, which introduces a Semantic Representation Compressor (SRC) to compact high-dimensional RAE features into a low-dimensional semantic space before flow modeling and preserve reconstruction through the frozen RAE decoder. This compact space reduces the modeling burden of NFs and enables effective likelihood-based generation in semantic representation space. We further adopt constant noise regularization tailored to the fixed unconditional bijection learned by flows. On ImageNet $256 \times 256$ and $512 \times 512$, SRC-Flow achieves state-of-the-art generation quality among normalizing flow methods, with gFID scores of 1.65 and 2.07 under classifier-free guidance, while retaining exact likelihood computation in the compact semantic representation space and deterministic invertible sampling at the flow level. Codes and models will be available at https://github.com/longtaojiang/SRC-Flow.

Diffusion and flow-based models are ubiquitously used for generative modelling and density estimation. They admit a deterministic probability flow ordinary differential equation (PF-ODE), analogous to continuous normalizing flows (CNFs), which describes the transport of the probability mass. Obtaining the likelihood from these models is of interest to many workflows, especially Bayesian analysis, and requires solving the trace of the Jacobian to compute the divergence of the learned PF-ODE, which is either $\mathcal{O}(D^2)$ to compute exactly or $\mathcal{O}(D)$ with a noisy estimate. We introduce StAD, a new distillation method to predict and learn the divergence of the PF-ODE using the Langevin-Stein operator without ever computing the Jacobian. We show that our method is competitive with the Hutchinson and Hutch++ on CIFAR-10, ImageNet and other density estimation tasks, consistently improving the variance and speed of the likelihood predictions compared to the Hutchinson. We additionally show our method will generalize to a varied class of generative models, and show that under some regularity conditions these learned vector fields can be made to satisfy the Stein class.

In light of the recent advancements in machine learning, we propose a novel approach to neutron source distribution estimation through the utilisation of probabilistic generative models. The estimation is based on a Monte Carlo particle list, which is only required during the training stage of the machine learning model. Once the source distribution has been learned, the model is independent of the original particle list, allowing for further sampling in an efficient, rapid, and memory-costless manner. The performance of various generative models is evaluated, including a variational autoencoder, a normalizing flow, a generative adversarial network, and a denoising diffusion model. These approaches are then compared to existing source distribution estimations, and the advantages and disadvantages of each approach are discussed. The results demonstrate that source distributions can be modeled through the use of probabilistic generative models, which paves the way for further advancements in this field.

Neural generative samplers for lattice field theory can be costly to train and evaluate. When they miss modes or assign them incorrect relative weights, biased observables do not reveal which collective variables are responsible. We project a trained flow-matching velocity onto vector fields built from lattice operators and Fourier modes. In two-dimensional lattice $φ^4$ theory, the projection separates changes in the overall magnetization from the lowest nonzero-momentum fluctuations and guides an explicit invertible proposal that treats them separately. Allowing the amplitude of the lowest nonzero-momentum fluctuations to depend on the magnetization improves the overlap between the proposal and target distributions, while the same two-parameter modification at higher momenta gives smaller improvements. The Metropolis--Hastings correction defines a Markov chain with the target Boltzmann distribution as its stationary law, and the normalized proposal density yields finite-volume partition-function estimates consistent with an independent HMC calculation. At the larger tested volume, the overlap between the proposal and target distributions deteriorates substantially, limiting the range over which the same parameterization remains effective.

Many systems in physics, engineering, and biology exhibit multiscale stochastic dynamics, where low-dimensional slow variables evolve under the influence of high-dimensional fast processes. In practice, observations are often limited to a single trajectory of the slow component, while the fast dynamics remain unobserved, making statistical learning challenging. Approaches based on partial differential equations (PDE), such as Fokker-Planck formulations, aim to characterize the evolution of probability densities, typically requiring dense space-time data or grid-based solvers. In contrast, we adopt a trajectory-based perspective and develop a data-driven framework for learning effective stochastic dynamics from a single observed path. We model the dynamics by coupled multiscale stochastic differential equations (SDEs) and first obtain a principled model reduction through stochastic averaging. Unlike generic model reduction techniques such as PCA, this respects the dynamical structure of the original system and explicitly incorporates the interaction between slow and fast scales. A central challenge, however, is that the reduced model depends on the invariant distribution of the fast process, which is a solution to an intractable and often unknown PDE. We introduce a novel learning framework that parameterizes the invariant distribution using normalizing flows, enabling expressive density modeling in the latent fast-variable space. The flow is trained end-to-end by optimizing a penalized likelihood objective induced by the reduced stochastic dynamics. Furthermore, we develop a Bayesian variational inference procedure for uncertainty quantification, employing a second normalizing flow to approximate the posterior distribution over model parameters. This yields a scalable approach to capturing epistemic uncertainty in multiscale systems.

Density estimation and reliable prediction regions for outputs are crucial in supervised and unsupervised learning. While conformal prediction effectively generates coverage-guaranteed regions, it struggles with multi-dimensional outputs due to reliance on one-dimensional nonconformity scores. To address this, we introduce CONTRA: CONformal prediction region via normalizing flow TRAnsformation. CONTRA utilizes the latent spaces of normalizing flows to define nonconformity scores based on distances from the center. This allows for the mapping of high-density regions in latent space to sharp prediction regions in the output space, surpassing traditional hyperrectangular or elliptical conformal regions. Further, for scenarios where other predictive models are favored over flow-based models, we extend CONTRA to enhance any such model with a reliable prediction region by training a simple normalizing flow on the residuals. We demonstrate that both CONTRA and its extension maintain guaranteed coverage probability and outperform existing methods in generating accurate prediction regions across various datasets. We conclude that CONTRA is an effective tool for (conditional) density estimation, addressing the under-explored challenge of delivering multi-dimensional prediction regions.

Diffusion-based models decompose sampling into many small Gaussian denoising steps -- an assumption that breaks down when generation is compressed to a few coarse transitions. Existing few-step methods address this through distillation, consistency training, or adversarial objectives, but sacrifice the likelihood framework in the process. We introduce Normalizing Trajectory Models (NTM), which models each reverse step as an expressive conditional normalizing flow with exact likelihood training. Architecturally, NTM combines shallow invertible blocks within each step with a deep parallel predictor across the trajectory, forming an end-to-end network trainable from scratch or initializable from pretrained flow-matching models. Its exact trajectory likelihood further enables self-distillation: a lightweight denoiser trained on the model's own score produces high-quality samples in four steps. On text-to-image benchmarks, NTM matches or outperforms strong image generation baselines in just four sampling steps while uniquely retaining exact likelihood over the generative trajectory.

Deep generative models have advanced rapidly across text and vision, motivating unified multimodal systems that can understand, reason over, and generate interleaved text-image sequences. Most existing approaches combine autoregressive language modeling with diffusion-based image generators, inheriting a structural mismatch between causal text generation and iterative visual denoising. We observe that autoregressive normalizing flows are autoregressive Transformers--sharing the same causal mask, KV-cache mechanism, and left-to-right structure as LLMs--making them the most natural paradigm for true unified multimodal generation. We present STARFlow2, built on the Pretzel architecture that vertically interleaves a pretrained VLM stream with a TarFlow stream via residual skip connections, both operating under the same causal mask. Combined with a deep-shallow flow design and a unified FAE latent space, STARFlow2 enables cache-friendly interleaved generation where both text and visual outputs directly enter the KV-cache without re-encoding. Experiments demonstrate strong performance across image generation and multimodal understanding benchmarks, validating autoregressive flows as a viable foundation for unified multimodal modeling.

Many normalizing flow architectures impose regularity constraints, yet their distributional approximation properties are not fully characterized. We study the expressivity of bi-Lipschitz normalizing flows through the lens of score-based diffusion models. For the probability flow ODE of a variance-preserving diffusion, Lipschitz regularity of the score induces a flow of bi-Lipschitz diffeomorphic transport maps. This ODE bridge allows us to analyze the distributional approximation power of bi-Lipschitz normalizing flows and, conversely, derive deterministic convergence guarantees for diffusion-based transport. Our key idea is to use the probability flow ODE to link regularity of the score to regularity of the induced transport maps. We verify score regularity for broad target densities, including compactly supported densities, Gaussian convolutions of compactly supported measures and finite Gaussian mixtures. We obtain a universal distributional approximation result: Gaussian pullbacks induced by bi-Lipschitz variance-preserving transport maps are $L^1$-dense among all probability densities. For Gaussian convolution targets, we further obtain convergence in Kullback-Leibler divergence without early stopping.

Target trial emulation (TTE) enables causal questions to be studied with observational data when randomized controlled trials (RCTs) are infeasible. Yet treatment-effect methods often address causal estimation, missingness, and temporal structure separately, limiting their robustness in electronic health records (EHRs), where time-varying confounding and missing-not-at-random (MNAR) biomarkers can reach 50%--80%. We propose a two-stage pipeline for treatment effect estimation from incomplete longitudinal EHRs. First, CausalFlow-T, a directed acyclic graph (DAG)-constrained normalizing flow with long short-term memory (LSTM)-encoded patient history, performs exact invertible counterfactual inference, avoiding approximation errors from variational inference and separating confounding through explicit causal structure. Ablations on four synthetic and one semi-synthetic benchmark with known counterfactuals show that DAG constraints and exact inference address distinct failure modes: neither compensates for the other. Second, because CausalFlow-T requires completed inputs, we introduce an LLM-driven evolutionary imputer that proposes executable imputation operators rather than individual entries, and evaluate it with three large language model (LLM) backends, including two open-source models. Across 30%--80% MNAR missingness, this imputer achieves the best pooled rank over biomarker and causal metrics, leading in point-wise accuracy and temporal extrapolation while preserving average treatment effect (ATE) recovery as statistical baselines degrade. On Swiss primary-care EHRs from adults with type 2 diabetes initiating a GLP-1 receptor agonist or SGLT-2 inhibitor, the pipeline estimates a per-protocol weight-loss difference of -0.98 kg [95% CI -1.01, -0.96] favoring GLP-1 receptor agonists, consistent with randomized evidence and obtained from realistically incomplete real-world EHRs.

Conformal prediction (CP) constructs prediction sets with marginal coverage guarantees under the assumption that the calibration and test distributions are identical. However, under distribution shift, existing approaches primarily align marginal conformal score distributions, which is sufficient to preserve marginal coverage but does not control the conditional coverage error at individual test inputs. As a consequence, CP can remain unreliable in regions where the conditional score distributions are mismatched. In this work, we bound the conditional invalidity of CP under distribution shift in terms of the Wasserstein distance between the calibration and test distributions. This result highlights the role of invertible transport in mitigating conditional coverage degradation. Motivated by this insight, we introduce Branched Normalizing Flow (BNF), a two-branch architecture that normalizes a test input to the calibration distribution and transforms the prediction set of the normalized input back to the test distribution while preserving conditional guarantees. Empirically, BNF consistently improves conditional coverage robustness on nine datasets across a wide range of confidence levels.

The ensemble Gaussian mixture filter (EnGMF) is a powerful, convergent particle filter capable of medium-to-high dimensional non-linear filtering. The EnGMF relies on a resampling step that can generate physically unrealistic posterior samples, that would subsequently produce physically meaningless forecasts. This work introduces the discriminator-informed resampling procedure, that augments the posterior resampling step with a discriminator that accepts or rejects candidate particles based on their physical plausibility. In this work these discriminators are learned through a normalizing flow approach. Numerical experiments on both the Ikeda map and the Lorenz '63 system show that discriminator informed resampling procedure consistently reduces error relative to the standard EnGMF in low-ensemble regimes.

We solve the time-dependent Schrödinger equation by learning the score function, the gradient of the log-probability density, on Bohmian trajectories. In Bohm's formulation of quantum mechanics, particles follow deterministic paths under the classical potential supplemented by a quantum potential depending on the score function of the evolving density. These non-crossing Bohmian trajectories form a continuous normalizing flow governed by the score. We parametrize the score with a neural network and minimize a self-consistent Fisher divergence between the network and the score of the resulting density. We prove that the zero-loss minimizer of this self-consistent objective recovers Schrödinger dynamics for nodeless wave functions, a condition naturally met in quantum vibrations of atoms. We demonstrate the approach on wavepacket splitting in a double-well potential and anharmonic vibrations of a Morse chain. By recasting real-time quantum dynamics as a self-consistent score-driven normalizing flow, this framework opens the time-dependent Schrödinger equation to the rapidly advancing toolkit of modern generative modeling.

Normalizing Flows (NFs) are a classical family of likelihood-based methods that have received revived attention. Recent efforts such as TARFlow have shown that NFs are capable of achieving promising performance on image modeling tasks, making them viable alternatives to other methods such as diffusion models. In this work, we further advance the state of Normalizing Flow generative models by introducing iterative TARFlow (iTARFlow). Unlike diffusion models, iTARFlow maintains a fully end-to-end, likelihood-based objective during training. During sampling, it performs autoregressive generation followed by an iterative denoising procedure inspired by diffusion-style methods. Through extensive experiments, we show that iTARFlow achieves competitive performance across ImageNet resolutions of 64, 128, and 256 pixels, demonstrating its potential as a strong generative model and advancing the frontier of Normalizing Flows. In addition, we analyze the characteristic artifacts produced by iTARFlow, offering insights that may shed light on future improvements. Code is available at https://github.com/apple/ml-itarflow.

We develop interconnections between the complex normalizing flow for data drawn from Borel probability measures on the twofold realification of the complex manifold and a nonlinear flow nearly Kähler-Ricci. The complex normalizing flow relates the initial and target realified densities under the complex change of variables, necessitating the log determinant of the ensemble of Wirtinger Jacobians. The Ricci curvature of a Kähler manifold is the second order mixed Wirtinger partial derivative of the log of the local density of the volume form. Therefore, we reconcile these two facts by drawing forth the connection that the log determinant used in the complex normalizing flow matches a Ricci curvature term under differentiation and conditions. The log density under the normalizing flow is kindred to a spatial information metric under an augmented Jacobian and a Bayesian perspective to the parameter, thus under the continuum limit the log likelihood matches a Fisher metric, or more closely a Kähler cross-entropy Hessian. This recovers a Kähler-Ricci flow variation up to a time derivative and expectation, or an average-valued Kähler-Einstein flow. Using this framework, we establish other relevant results, attempting to bridge the statistical and ordinary behaviors of the complex normalizing flow to the geometric features of our derived Kähler flow.

Counterfactual explanations (CFEs) are essential for interpreting black-box models, yet they often become invalid when models are slightly changed. Existing methods for generating robust CFEs are often limited to specific types of models, require costly tuning, or inflexible robustness controls. We propose a novel approach that jointly models the data distribution and the space of plausible model decisions to ensure robustness to model changes. Using a probabilistic consensus over a model ensemble, we train a conditional normalizing flow that captures the data density under varying levels of classifier agreement. At inference time, a single interpretable parameter controls the robustness level; it specifies the minimum fraction of models that should agree on the target class without retraining the generative model. Our method effectively pushes CFEs toward regions that are both plausible and stable across model changes. Experimental results demonstrate that our approach achieves superior empirical robustness while also maintaining good performance across other evaluation measures.

Recent work has shown that parameterizing and optimizing coordinate transformations using normalizing flows, i.e., invertible neural networks, can significantly accelerate the convergence of spectral approximations. We present the first error estimates for approximating functions using Hermite expansions composed with adaptive coordinate transformations. Our analysis establishes an equivalence principle: approximating a function $f$ in the span of the transformed basis is equivalent to approximating the pullback of $f$ in the span of Hermite functions. This allows us to leverage the classical approximation theory of Hermite expansions to derive error estimates in transformed coordinates in terms of the regularity of the pullback. We present an example demonstrating how a nonlinear coordinate transformation can enhance the convergence of Hermite expansions. Focusing on smooth functions decaying along the real axis, we construct a monotone transport map that aligns the decay of the target function with the Hermite basis. This guarantees spectral convergence rates for the corresponding Hermite expansion. Our analysis provides theoretical insight into the convergence behavior of adaptive Hermite approximations based on normalizing flows, as recently explored in the computational quantum physics literature.

Time series anomaly detection (TSAD) is essential for maintaining the reliability and security of IoT-enabled service systems. Existing methods require training one specific model for each dataset, which exhibits limited generalization capability across different target datasets, hindering anomaly detection performance in various scenarios with scarce training data. To address this limitation, foundation models have emerged as a promising direction. However, existing approaches either repurpose large language models (LLMs) or construct largescale time series datasets to develop general anomaly detection foundation models, and still face challenges caused by severe cross-modal gaps or in-domain heterogeneity. In this paper, we investigate the applicability of large-scale vision models to TSAD. Specifically, we adapt a visual Masked Autoencoder (MAE) pretrained on ImageNet to the TSAD task. However, directly transferring MAE to TSAD introduces two key challenges: overgeneralization and limited local perception. To address these challenges, we propose VAN-AD, a novel MAE-based framework for TSAD. To alleviate the over-generalization issue, we design an Adaptive Distribution Mapping Module (ADMM), which maps the reconstruction results before and after MAE into a unified statistical space to amplify discrepancies caused by abnormal patterns. To overcome the limitation of local perception, we further develop a Normalizing Flow Module (NFM), which combines MAE with normalizing flow to estimate the probability density of the current window under the global distribution. Extensive experiments on nine real-world datasets demonstrate that VAN-AD consistently outperforms existing state-of-the-art methods across multiple evaluation metrics.We make our code and datasets available at https://github.com/PenyChen/VAN-AD.

We propose a new Neural Galerkin Normalizing Flow framework to approximate the transition probability density function of a diffusion process by solving the corresponding Fokker-Planck equation with an atomic initial distribution, parametrically with respect to the location of the initial mass. By using Normalizing Flows, we look for the solution as a transformation of the transition probability density function of a reference stochastic process, ensuring that our approximation is structure-preserving and automatically satisfies positivity and mass conservation constraints. By extending Neural Galerkin schemes to the context of Normalizing Flows, we derive a system of ODEs for the time evolution of the Normalizing Flow's parameters. Adaptive sampling routines are used to evaluate the Fokker-Planck residual in meaningful locations, which is of vital importance to address high-dimensional PDEs. Numerical results show that this strategy captures key features of the true solution and enforces the causal relationship between the initial datum and the density function at subsequent times. After completing an offline training phase, online evaluation becomes significantly more cost-effective than solving the PDE from scratch. The proposed method serves as a promising surrogate model, which could be deployed in many-query problems associated with stochastic differential equations, like Bayesian inference, simulation, and diffusion bridge generation.

Deep generative models for anomaly detection in multivariate time-series are typically trained by maximizing observed data likelihood. However, likelihood in observation space measures marginal density rather than conformity to structured temporal dynamics, and therefore can assign high probability to anomalous or out-of-distribution samples. We address this structural limitation by relocating the notion of anomaly to a prescribed latent space. We introduce explicit inductive biases in conditional normalizing flows, modeling time-series observations within a discrete-time state-space framework that constrains latent representations to evolve according to prescribed temporal dynamics. Under this formulation, expected behavior corresponds to compliance with a specified distribution over latent trajectories, while anomalies are defined as violations of these dynamics. Anomaly detection is consequently reformulated as a statistically grounded compliance test, such that observations are mapped to latent space and evaluated via goodness-of-fit tests against the prescribed latent evolution. This yields a principled decision rule that remains effective even in regions of high observation likelihood. Experiments on synthetic and real-world time-series demonstrate reliable detection of anomalies in frequency, amplitude, and observation noise, while providing interpretable diagnostics of model compliance.

Normalizing flows are deep generative models that enable efficient likelihood estimation and sampling through invertible transformations. A key challenge is to design linear layers that enhance expressiveness while maintaining efficient computation of the Jacobian determinant and inverse. We introduce a novel invertible linear layer based on the product of circulant and diagonal matrices. This decomposition reduces parameter complexity from $\mathcal{O}(n^2)$ to $\mathcal{O}(mn)$ using $m$ diagonal matrices and $m-1$ circulant matrices while still approximating general linear transformations. By leveraging the Fast Fourier Transform, our approach reduces the time complexity of matrix inversion from $\mathcal{O}(n^3)$ to $\mathcal{O}(mn\log n)$ and that of computing the log-determinant from $\mathcal{O}(n^3)$ to $\mathcal{O}(mn)$, where $n$ is the input dimension. We build upon this layer to develop Circulant-Diagonal Flow (CDFlow), which achieves strong density estimation on natural image datasets and effectively models data with inherent periodic structure. Furthermore, CDFlow significantly accelerates key operations in normalizing flows, providing practical benefits for scalable generative modeling.

Modern reinforcement learning (RL) algorithms have found success by using powerful probabilistic models, such as transformers, energy-based models, and diffusion/flow-based models. To this end, RL researchers often choose to pay the price of accommodating these models into their algorithms -- diffusion models are expressive, but are computationally intensive due to their reliance on solving differential equations, while autoregressive transformer models are scalable but typically require learning discrete representations. Normalizing flows (NFs), by contrast, seem to provide an appealing alternative, as they enable likelihoods and sampling without solving differential equations or autoregressive architectures. However, their potential in RL has received limited attention, partly due to the prevailing belief that normalizing flows lack sufficient expressivity. We show that this is not the case. Building on recent work in NFs, we propose a single NF architecture which integrates seamlessly into RL algorithms, serving as a policy, Q-function, and occupancy measure. Our approach leads to much simpler algorithms, and achieves higher performance in imitation learning, offline, goal conditioned RL and unsupervised RL.