# Efficient CDF Approximations for Normalizing Flows

@article{ShamaSastry2022EfficientCA, title={Efficient CDF Approximations for Normalizing Flows}, author={Chandramouli Shama Sastry and Andreas M. Lehrmann and Marcus A. Brubaker and Alexander Radovic}, journal={ArXiv}, year={2022}, volume={abs/2202.11322} }

Normalizing ﬂows model a complex target distribution in terms of a bijective transform operating on a simple base distribution. As such, they enable tractable computation of a number of important statistical quantities, particularly likelihoods and samples. Despite these appealing properties, the computation of more complex inference tasks, such as the cumulative distribution function (CDF) over a complex region (e.g., a polytope) remains challenging. Traditional CDF approximations using Monte…

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