Normalizing flows learn invertible maps between a simple reference distribution and a complex data distribution, allowing both sampling and likelihood-based training.
One way to design such maps begins with the Knothe-Rosenblatt rearrangement. Its triangular structure reduces multivariate transport to a sequence of monotone one-dimensional transformations and gives a tractable triangular Jacobian. I used this structure in Neural Autoregressive Flows, replacing affine transformations with expressive monotone neural networks, and proved the first universal approximation theorem of normalizing flows.
Neural Autoregressive FlowsICML, 2018 Oral
Paper
A distinct route comes from Brenier's theorem: the optimal transport map is the gradient of a convex potential. Convex Potential Flows use this structure to obtain invertibility through strong convexity, inversion through convex conjugacy, and scalable likelihood gradients through convex optimization.
Convex Potential FlowsICLR, 2021 Spotlight
Paper
Augmentation is orthogonal to either choice of transport map. By introducing auxiliary variables, an invertible model can define a more flexible marginal distribution while retaining a tractable variational likelihood bound. The resulting position-auxiliary-variable construction is analogous to phase-space dynamics, and I showed that Augmented Normalizing Flows can approximate a Hamiltonian ODE as a universal transport map.
This connection has since been used in molecular modeling. Timewarp treats velocity-like variables as non-physical auxiliaries in a learned time-coarsened dynamics model, while scalable Boltzmann generators combine augmented coupling flows with graph neural networks for equilibrium sampling and free-energy calculations in large materials systems.
Augmented Normalizing Flows
arXiv, 2020
Theoretical precursor presented at the ICLR DeepDiffEq Workshop, contributed talk