title: Transformation Autoregressive Networks
abstract: The fundamental task of general density estimation has been of keen interest to machine learning. Recent advances in density estimation have either: a) proposed using a flexible model to estimate the conditional factors of the chain rule; or b) used flexible, non-linear transformations of variables of a simple base distribution. Instead, this work jointly leverages transformations of variables and autoregressive conditional models, and proposes novel methods for both. We provide a deeper understanding of our models, showing a considerable improvement with our methods through a comprehensive study over both real world and synthetic data. Moreover, we illustrate the use of our models in outlier detection and image modeling task.
authors: Junier Oliva Avinava Dubey Barnabás Póczos Eric P. Xing Jeff Schneider
hIndex: Eric P. Xing 95