Tensorizing Flow for Variational Inference

This repository contains code for the paper (Tensorizing-Flows: A Tool for Variational Inference). The normalizing flow training tests are contained in the folder ./code/training/. Prior to running the normalizing flow experiments, sample data from respective high dimensional densities should be generated by executing the MATLAB code files in ./code/sampling/ and exported to the ./code/data/ folder with appropriate filenames

Dependencies

Please download the following dependencies (not included in this repository):

PyTorch version 1.12.1

MATLAB version 9.13.0.2080170 (R2022b) Update 1

Custom MATLAB libraries:

• TT-Toolbox: https://github.com/oseledets/TT-Toolbox

• TT-IRT: https://github.com/dolgov/tt-irt

Publications and Preprints

Tensorizing flows: a tool for variational inference (2023)

High-dimensional density estimation with tensorizing flow (2023)