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Statistics Seminar
Department of Mathematics and Statistics
DATE: | Thursday, October 5, 2023 |
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TIME: | 1:15pm – 2:15pm |
LOCATION: | WH 100E |
SPEAKER: | Jingze Liu, Binghamton University |
TITLE: | High-dimensional Integration and Sampling with Normalizing Flows |
Abstract
In many fields of science, high-dimensional integration is required. Numerical methods have been developed to evaluate these complex integrals. We introduce the code i-flow, a Python package that performs high-dimensional numerical integration utilizing normalizing flows. Normalizing flows are machine-learned, bijective mappings between two distributions. i-flow can also be used to sample random points according to complicated distributions in high dimensions. We compare i-flow to other algorithms for high-dimensional numerical integration and show that i-flow outperforms them for high dimensional correlated integrals.