Generating Heavy-Tailed Synthetic Data with Normalizing FlowsDownload PDF

Published: 26 Jul 2022, Last Modified: 17 May 2023TPM 2022Readers: Everyone
Keywords: normalizing flows, mixture models, heavy-tailed data, long-tailed data
TL;DR: In this work, we investigate the ability of normalizing flows to perform heavy-tailed data synthesis
Abstract: Heavy-tailed data is commonly encountered but difficult to model well. We experimentally compare the ability of three different normalizing flows to model data with varying tail behavior. The flows are parameterized using base densities with differing tail properties. We report results on both simulations and a real-world data synthesis task.
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