arXiv AI

Score-Regularized Joint Sampling with Importance Weights for Flow Matching

arXiv:2511. 17812v3 Announce Type: replace-cross Abstract: Flow matching models effectively represent complex distributions, yet estimating expectations of functions of their outputs remains challenging under limited sampling budgets.

arXiv Statistics ML
Sep 21

Repulsive normalizing flow mixtures for adaptive importance sampling: reliability analysis of complex systems

The paper introduces FAMIS, a flow-based multiple importance sampling framework that learns a nonuniform mixture of normalizing flow proposals for rare‑event estimation. It does not need presampled failure data or prior knowledge of failure modes, instead adapting the mixture through sequential evaluations of the limit state function. The method employs a smooth rare‑event surrogate, a tempered target sequence, defensive exploration, Rao‑Blackwellized weight updates, and a Jensen‑Shannon repulsion term to promote diversity, achieving accurate failure probability estimates with fewer training samples and stable variance reduction in complex reliability problems.

By Sara Helal, Victor Elvira