Practical Modelling of Mixed-Tailed Data with Normalizing Flows
Le résumé fourni par la source
Capturing the correct tail behavior is difficult, yet essential for a faithful generative model. In this work, we provide an improved framework for training flows-based models with robust capabilities to capture the tail behavior of mixed-tail data. We propose a combination of a tail-flexible base distribution and a robust training algorithm to enable the flow to model heterogeneous tail behavior in the target distribution. We support our claim with extensive experiments on synthetic and real world data.
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