arXiv (Cornell University)
Copula-Based Normalizing Flows
July 2021 • Mike Laszkiewicz, Johannes Lederer, Asja Fischer
Normalizing flows, which learn a distribution by transforming the data to samples from a Gaussian base distribution, have proven powerful density approximations. But their expressive power is limited by this choice of the base distribution. We, therefore, propose to generalize the base distribution to a more elaborate copula distribution to capture the properties of the target distribution more accurately. In a first empirical analysis, we demonstrate that this replacement can dramatically improve the vanilla norm…