Flow matching enables likelihood-free training, yet alignment methods increasingly reuse conditional flow matching (CFM) losses as endpoint negative log-likelihoods (NLLs) and their old/new differences as log-likelihood ratios. We characterize when these substitutions are valid. For linear Gaussian paths, we exactly decompose endpoint NLL into entropy, a weighted CFM objective, an interior velocity--score residual, and a boundary residual. Thus CFM-only estimates and differences are exact only when the corresponding residuals cancel. At the off-policy population optimum, ordinary CFM is not generally a pointwise NLL estimator, whereas \(w_{\mathrm{sc}}(t)=(1-t)/t\) removes the interior residual; this positive result does not extend generally to training or on-policy alignment. On-policy log-ratios can remain biased even for identical endpoint laws or after surrogate optimization. Experiments across dimensions, distributions, and geometries support these conclusions and the mechanisms that make inexact ratios useful. **More broadly, the decomposition provides a theoretical basis for adapting likelihood-based LLM methods to flow matching, while distinguishing exact substitutions from controlled surrogates.**
Parameter identification of stochastic dynamical systems driven by mixed noises is challenging due to intractable likelihood functions. We propose PENN-GMD, a parameter estimation neural network that maps partially observed trajectories to a Gaussian mixture distribution (GMD) over the system parameters. Unlike conventional uncertainty estimates, the GMD employs full covariance matrices to explicitly reveal parameter couplings and multi-modal likelihood structures. The network is trained by minimizing the negative log-likelihood via a surjective parameterization that hard-encodes all GMD constraints, thereby approximating the true likelihood. We validate the method on five numerical examples with increasing complexity, including systems driven by fractional Gaussian and Lévy noises, oscillators with colored noise, coupled neurons under different observability, and an aeroelastic airfoil with unidentifiable stochastic disturbances. Results demonstrate that PENN-GMD accurately recovers likelihood distributions, captures parameter couplings, and naturally diagnoses non-identifiability through variance broadening or mode splitting. These capabilities establish PENN-GMD as a practical tool for uncertainty-aware parameter identification in complex stochastic systems where conventional likelihood-based methods are infeasible.
While autoregressive models optimize the exact data likelihood via the chain rule, diffusion models are typically trained with denoising objectives. We develop conservation laws based on generalized extrinsic information transfer (GEXIT) functions for a broad class of memoryless noise processes, showing that the data--model cross-entropy (CE) can be characterized exactly as an integral of local information-theoretic derivatives along the noise path. This yields a unified characterization of the likelihood for discrete and continuous diffusion, with the Gaussian case reducing to the well-known mutual information--minimum mean-square error (I-MMSE) relationship. An immediate implication is a locality property: one can compute the information-theoretic derivatives using only the marginal posteriors along the noise path. As a result, training reduces to learning the marginal posteriors by minimizing the negative log-likelihood. While the conservation law implies that the entropy does not depend on the noise path, finite-capacity denoisers approximate the posteriors with varying accuracy across noise types, leading to differences in performance. We validate these predictions on synthetic Markov sources and standard benchmarks, including text8 and CIFAR-10.
Fabian Schneider, Tapio Helin, Leila Taghizadehstat.ML cs.LG math.PR stat.ME
Many problems in science and engineering are difficult to model accurately, either due to unknown physical mechanisms, poorly quantified measurement uncertainty, or prohibitive computational costs of high-fidelity simulations. These challenges limit the applicability of classical probabilistic inference methods such as Markov chain Monte Carlo, especially in high-dimensional Bayesian inverse problems. As data from scientific experiments become increasingly available, machine learning methods offer a flexible alternative to explicit parametric modelling. We study neural likelihood approximation, where the goal is to learn the likelihood function directly from data without explicit knowledge of the underlying data-generating process. A common approach trains likelihood surrogates by minimizing the Kullback-Leibler divergence between the true posterior and an approximate posterior, which is equivalent to minimizing the expected negative log-likelihood. This work improves the theoretical foundations of neural likelihood approximation by alleviating limitations of restrictive model classes: we show that, by working with un-normalized potentials and folding normalization into the training objective, the resulting learning problem is strictly convex. We show that empirical minimizers of the resulting data-driven objective converge to the true likelihood as the sample size grows. Numerical experiments for the neural likelihood approximation are conducted for a deblurring and a non-linear PDE based imaging problem.
RuiKang OuYang, Hanlin Yu, Xinyue Ai +7cs.LG stat.ML
Recent progress in flow-based generative modeling has led to models that output high-quality samples while using only a small number of function evaluations. However, at present, there is a lack of similar advances in estimating the model likelihood. In particular, most existing methods either rely on restrictive architectures that enable exact calculations, or use stochastic approximations such as Hutchinson's trace estimator that introduce substantial variance. In this work, we introduce SCAlable LikeLihood distillation of flOw maPs (SCALLOP). SCALLOP builds on the recently proposed F2D2, a likelihood flow map model that can generate samples and their densities in a small number of function evaluations. While F2D2 uses Hutchinson's estimator during training, we introduce an alternative and more scalable likelihood distillation objective that is Hutchinson-free and admits a vectorized formulation. Empirically, we demonstrate the effectiveness of SCALLOP as a Boltzmann generator in molecular science, and further validate its benefit on image datasets. SCALLOP significantly reduces both training variance and training time while consistently improving performance compared to F2D2, and is competitive with the state-of-the-art while achieving up to 10x inference speedup over the fastest baseline.