A Unified Approach to Variational Autoencoders and Stochastic Normalizing Flows via Markov Chains

• URL: http://arxiv.org/abs/2111.12506v1
• Date: Wed, 24 Nov 2021 14:04:32 GMT
• Title: A Unified Approach to Variational Autoencoders and Stochastic Normalizing Flows via Markov Chains
• Authors: Johannes Hertrich, Paul Hagemann, Gabriele Steidl
• Abstract summary: We provide a unified framework to handle normalizing flows and variational autoencoders via Markov chains. Our framework establishes a useful mathematical tool to combine the various approaches.
• Score: 0.45119235878273
• License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
• Abstract: Normalizing flows, diffusion normalizing flows and variational autoencoders are powerful generative models. In this paper, we provide a unified framework to handle these approaches via Markov chains. Indeed, we consider stochastic normalizing flows as pair of Markov chains fulfilling some properties and show that many state-of-the-art models for data generation fit into this framework. The Markov chains point of view enables us to couple both deterministic layers as invertible neural networks and stochastic layers as Metropolis-Hasting layers, Langevin layers and variational autoencoders in a mathematically sound way. Besides layers with densities as Langevin layers, diffusion layers or variational autoencoders, also layers having no densities as deterministic layers or Metropolis-Hasting layers can be handled. Hence our framework establishes a useful mathematical tool to combine the various approaches.

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