%0 Conference Paper %1 cannella2020projected %A Cannella, Chris %A Soltani, Mohammadreza %A Tarokh, Vahid %D 2020 %K bayesian flows mcmc neurips2020 %T Projected Latent Markov Chain Monte Carlo: Conditional Inference with Normalizing Flows %U http://arxiv.org/abs/2007.06140 %X We introduce Projected Latent Markov Chain Monte Carlo (PL-MCMC), a technique for sampling from the high-dimensional conditional distributions learned by a normalizing flow. We prove that PL-MCMC asymptotically samples from the exact conditional distributions associated with a normalizing flow. As a conditional sampling method, PL-MCMC enables Monte Carlo Expectation Maximization (MC-EM) training of normalizing flows from incomplete data. By providing experimental results for a variety of data sets, we demonstrate the practicality and effectiveness of PL-MCMC for missing data inference using normalizing flows.

@inproceedings{cannella2020projected, abstract = {We introduce Projected Latent Markov Chain Monte Carlo (PL-MCMC), a technique for sampling from the high-dimensional conditional distributions learned by a normalizing flow. We prove that PL-MCMC asymptotically samples from the exact conditional distributions associated with a normalizing flow. As a conditional sampling method, PL-MCMC enables Monte Carlo Expectation Maximization (MC-EM) training of normalizing flows from incomplete data. By providing experimental results for a variety of data sets, we demonstrate the practicality and effectiveness of PL-MCMC for missing data inference using normalizing flows.}, added-at = {2020-09-16T01:01:33.000+0200}, author = {Cannella, Chris and Soltani, Mohammadreza and Tarokh, Vahid}, biburl = {https://www.bibsonomy.org/bibtex/260d56b717028d2ef65cc3105563306a2/kirk86}, description = {[2007.06140] Projected Latent Markov Chain Monte Carlo: Conditional Inference with Normalizing Flows}, interhash = {cb093cfae75977950c1affd474bb857f}, intrahash = {60d56b717028d2ef65cc3105563306a2}, keywords = {bayesian flows mcmc neurips2020}, note = {cite arxiv:2007.06140Comment: 21 pages, 12 figures, 4 tables}, timestamp = {2020-09-16T01:01:33.000+0200}, title = {Projected Latent Markov Chain Monte Carlo: Conditional Inference with Normalizing Flows}, url = {http://arxiv.org/abs/2007.06140}, year = 2020 }