# Stochastic Normalizing Flows

arXiv: https://arxiv.org/abs/2002.06707 · HTML: https://mlsanity.com/paper/2002.06707/

## Key facts

- Cited by 157 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 16 Feb 2020.

## Built on by (most cited first, 30 of 157)

- [Diffusion Models: A Comprehensive Survey of Methods and Applications](https://mlsanity.com/paper/2209.00796/) (2022)
- [Deep Generative Modelling: A Comparative Review of VAEs, GANs, Normalizing Flows, Energy-Based and Autoregressive Models](https://mlsanity.com/paper/2103.04922/) (2021)
- [Path Integral Sampler: a stochastic control approach for sampling](https://mlsanity.com/paper/2111.15141/) (2021)
- [Neural SDEs as Infinite-Dimensional GANs](https://mlsanity.com/paper/2102.03657/) (2021)
- [Denoising Diffusion Samplers](https://mlsanity.com/paper/2302.13834/) (2023)
- [An optimal control perspective on diffusion-based generative modeling](https://mlsanity.com/paper/2211.01364/) (2022)
- [Equivariant flow matching](https://mlsanity.com/paper/2306.15030/) (2023)
- [Flow Annealed Importance Sampling Bootstrap](https://mlsanity.com/paper/2208.01893/) (2022)
- [Iterated Denoising Energy Matching for Sampling from Boltzmann Densities](https://mlsanity.com/paper/2402.06121/) (2024)
- [Improved sampling via learned diffusions](https://mlsanity.com/paper/2307.01198/) (2023)
- [A theory of continuous generative flow networks](https://mlsanity.com/paper/2301.12594/) (2023)
- [Annealed Flow Transport Monte Carlo](https://mlsanity.com/paper/2102.07501/) (2021)
- [Adjoint Sampling: Highly Scalable Diffusion Samplers via Adjoint Matching](https://mlsanity.com/paper/2504.11713/) (2025)
- [Diffusion Normalizing Flow](https://mlsanity.com/paper/2110.07579/) (2021)
- [Efficient and Accurate Gradients for Neural SDEs](https://mlsanity.com/paper/2105.13493/) (2021)
- [Continual Repeated Annealed Flow Transport Monte Carlo](https://mlsanity.com/paper/2201.13117/) (2022)
- [Closed-form Continuous-time Neural Models](https://mlsanity.com/paper/2106.13898/) (2021)
- [A Diffusion Model Framework for Unsupervised Neural Combinatorial Optimization](https://mlsanity.com/paper/2406.01661/) (2024)
- [Diffusion Generative Flow Samplers: Improving learning signals through partial trajectory optimization](https://mlsanity.com/paper/2310.02679/) (2023)
- [normflows: A PyTorch Package for Normalizing Flows](https://mlsanity.com/paper/2302.12014/) (2023)
- [Beyond ELBOs: A Large-Scale Evaluation of Variational Methods for Sampling](https://mlsanity.com/paper/2406.07423/) (2024)
- [Smooth Normalizing Flows](https://mlsanity.com/paper/2110.00351/) (2021)
- [Score-Based Diffusion meets Annealed Importance Sampling](https://mlsanity.com/paper/2208.07698/) (2022)
- [Improved off-policy training of diffusion samplers](https://mlsanity.com/paper/2402.05098/) (2024)
- [Sequential Controlled Langevin Diffusions](https://mlsanity.com/paper/2412.07081/) (2024)
- [Transferable Boltzmann Generators](https://mlsanity.com/paper/2406.14426/) (2024)
- [A Tale of Two Flows: Cooperative Learning of Langevin Flow and Normalizing Flow Toward Energy-Based Model](https://mlsanity.com/paper/2205.06924/) (2022)
- [Learning Interpolations between Boltzmann Densities](https://mlsanity.com/paper/2301.07388/) (2023)
- [Resampling Base Distributions of Normalizing Flows](https://mlsanity.com/paper/2110.15828/) (2021)
- [Can Push-forward Generative Models Fit Multimodal Distributions?](https://mlsanity.com/paper/2206.14476/) (2022)

## Abstract (arXiv)

The sampling of probability distributions specified up to a normalization constant is an important problem in both machine learning and statistical mechanics. While classical stochastic sampling methods such as Markov Chain Monte Carlo (MCMC) or Langevin Dynamics (LD) can suffer from slow mixing times there is a growing interest in using normalizing flows in order to learn the transformation of a simple prior distribution to the given target distribution. Here we propose a generalized and combined approach to sample target densities: Stochastic Normalizing Flows (SNF) -- an arbitrary sequence of deterministic invertible functions and stochastic sampling blocks. We show that stochasticity overcomes expressivity limitations of normalizing flows resulting from the invertibility constraint, whereas trainable transformations between sampling steps improve efficiency of pure MCMC/LD along the flow. By invoking ideas from non-equilibrium statistical mechanics we derive an efficient training procedure by which both the sampler's and the flow's parameters can be optimized end-to-end, and by which we can compute exact importance weights without having to marginalize out the randomness of the stochastic blocks. We illustrate the representational power, sampling efficiency and asymptotic correctness of SNFs on several benchmarks including applications to sampling molecular systems in equilibrium.
