NICE: Non-linear Independent Components Estimation

WHY?

Modeling data with known probability distribution has a lot of advantages. We can exactly calculate the log likelihood of the data and easily sample new data from distribution. However, finding tractable transformation of data into probability distribution or vice versa is difficult. For instance, a neural encoder is a common way to transform data but its log-likelihood is known to be intractable and another separately trained decoder is required to sample data.

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