Modeling Continuous Stochastic Processes with Dynamic Normalizing Flows Supplementary Materials Marcus A. Brubaker

Equation 7 in Section 4 is the log density of the distribution obtained by applying the normalizing flow models to the finite-dimensional distribution of Wiener process on a given time grid. We refer the reader to Chapter 2 of [5] for more details. We drop the subscript of π for the simplicity of notation. We base the justification on the following two propositions. Work developed during an internship at Borealis AI. We describe the details on synthetic dataset generation, real-world dataset pre-processing, model architecture as well as training and evaluation settings in this section.