Deterministic Langevin Monte Carlo with Normalizing Flows for Bayesian Inference
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Abstract (arXiv)
We propose a general purpose Bayesian inference algorithm for expensive likelihoods, replacing the stochastic term in the Langevin equation with a deterministic density gradient term. The particle density is evaluated from the current particle positions using a Normalizing Flow (NF), which is differentiable and has good generalization properties in high dimensions. We take advantage of NF preconditioning and NF based Metropolis-Hastings updates for a faster convergence. We show on various examples that the method is competitive against state of the art sampling methods.
Key facts. Cited by 10 papers in the map (data through 14 Oct 2026). Builds on 14 of its 44 references that are in the map. First posted on arXiv 27 May 2022.
Builds on
14 of 44 references.
References · 14
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2 more
- 2016On the Quantitative Analysis of Decoder-Based Generative Modelscited by 40
- 2020Sliced Iterative Normalizing Flowscited by 38
Built on by
Citing papers per year: 2023: 4; 2024: 3; 2025: 2; 2026: 1.
10 papers.
- 2023On Sampling with Approximate Transport Mapscited by 21
- 2026Can Microcanonical Langevin Dynamics Leverage Mini-Batch Gradient Noise?cited by 7
- 2025Mitigating mode collapse in normalizing flows by annealing with an adaptive schedule: Application to parameter estimationcited by 6
- 2023Learning Rate Free Sampling in Constrained Domainscited by 3
- 2023Mixed Variational Flows for Discrete Variablescited by 2
- 2024Hamiltonian Monte Carlo Inference of Marginalized Linear Mixed-Effects Modelscited by 1
- 2024Empirical evaluation of normalizing flows in Markov Chain Monte Carlocited by 1
- 2023Deterministic Langevin Unconstrained Optimization with Normalizing Flowscited by 0
- 2024Persistent Sampling: Enhancing the Efficiency of Sequential Monte Carlocited by 0
- 2025Reducing normalizing flow complexity for MCMC preconditioningcited by 0
- 2026Can Microcanonical Langevin Dynamics Leverage Mini-Batch Gradient Noise?6 Feb 2026
- 2025Reducing normalizing flow complexity for MCMC preconditioning4 Nov 2025
- 2025Mitigating mode collapse in normalizing flows by annealing with an adaptive schedule: Application to parameter estimation6 May 2025
- 2024Empirical evaluation of normalizing flows in Markov Chain Monte Carlo22 Dec 2024
- 2024Hamiltonian Monte Carlo Inference of Marginalized Linear Mixed-Effects Models31 Oct 2024
- 2024Persistent Sampling: Enhancing the Efficiency of Sequential Monte Carlo30 Jul 2024
- 2023Deterministic Langevin Unconstrained Optimization with Normalizing Flows1 Oct 2023
- 2023Mixed Variational Flows for Discrete Variables29 Aug 2023
- 2023Learning Rate Free Sampling in Constrained Domains24 May 2023
- 2023On Sampling with Approximate Transport Maps9 Feb 2023