Diffusion models (Sohl-Dickstein et al., 2015; Ho et al., 2020; Song et al., 2020) have emerged as one of the most powerful classes of generative models for high-dimensional data, achieving state-of-the-art performance in image synthesis (Dhariwal and Nichol, 2021; Rombach et al., 2022) and other tasks such as action generation in robotic or protein design (Watson et al., 2023; Chi et al., 2025). However, sampling from these models is typically slow: many reverse-time steps are required to transform an initial Gaussian sample into a high-quality sample in data space (Ho et al., 2020; Song et al., 2020). This computational cost is especially problematic, and it restricts the practical deployment of diffusion models in real-time or resource-constrained settings (Salimans and Ho, 2022; Lu et al., 2022). Recent theoretical and empirical studies suggest that this inefficiency is closely related to a dynamical phase transition (bifurcation) that occurs during the reverse process (Raya and Ambrogioni, 2024; Biroli et al., 2024; Ambrogioni, 2025). In the early reverse steps, the trajectories stay near a stable fixed point whose distribution is close to the initial independent Gaussian, and little structure is present in the samples.

Neural circuits are typically comprised of populations of primary (excitatory) neurons and local (inhibitory) interneurons.

Explicit latent variable models provide a flexible yet powerful framework for data synthesis, enabling controlled manipulation of generative factors. With latent variables drawn from a tractable probability density function that can be further constrained, these models enable continuous and semantically rich exploration of the output space by navigating their latent spaces. Structured latent representations are typically obtained through the joint minimization of regularization loss functions. In variational information bottleneck models, reconstruction loss and Kullback-Leibler Divergence (KLD) are often linearly combined with an auxiliary Attribute-Regularization (AR) loss. However, balancing KLD and AR turns out to be a very delicate matter. When KLD dominates over AR, generative models tend to lack controllability; when AR dominates over KLD, the stochastic encoder is encouraged to violate the standard normal prior. We explore this trade-off in the context of symbolic music generation with explicit control over continuous musical attributes. We show that existing approaches struggle to jointly minimize both regularization objectives, whereas suitable attribute transformations can help achieve both controllability and regularization of the target latent dimensions.

We propose to perform mean-field variational inference (MFVI) in a rotated coordinate system that reduces correlations between variables. The rotation is determined by principal component analysis (PCA) of a cross-covariance matrix involving the target's score function. Compared with standard MFVI along the original axes, MFVI in this rotated system often yields substantially more accurate approximations with negligible additional cost. MFVI in a rotated coordinate system defines a rotation and a coordinatewise map that together move the target closer to Gaussian. Iterating this procedure yields a sequence of transformations that progressively transforms the target toward Gaussian. The resulting algorithm provides a computationally efficient way to construct flow-like transport maps: it requires only MFVI subproblems, avoids large-scale optimization, and yields transformations that are easy to invert and evaluate. In Bayesian inference tasks, we demonstrate that the proposed method achieves higher accuracy than standard MFVI, while maintaining much lower computational cost than conventional normalizing flows.

Neural circuits are typically comprised of populations of primary (excitatory) neurons and local (inhibitory) interneurons.

Gaussianization is a simple generative model that can be trained without backpropagation. It has shown compelling performance on low dimensional data. As the dimension increases, however, it has been observed that the convergence speed slows down. We show analytically that the number of required layers scales linearly with the dimension for Gaussian input. We argue that this is because the model is unable to capture dependencies between dimensions. Empirically, we find the same linear increase in cost for arbitrary input $p(x)$, but observe favorable scaling for some distributions. We explore potential speed-ups and formulate challenges for further research.

High dimensional data modeling is difficult mainly because the so-called "curse of dimensionality". We propose a technique called "Gaussianiza(cid:173) tion" for high dimensional density estimation, which alleviates the curse of dimensionality by exploiting the independence structures in the data. Gaussianization is motivated from recent developments in the statistics literature: projection pursuit, independent component analysis and Gaus(cid:173) sian mixture models with semi-tied covariances. We propose an iter(cid:173) ative Gaussianization procedure which converges weakly: at each it(cid:173) eration, the data is first transformed to the least dependent coordinates and then each coordinate is marginally Gaussianized by univariate tech(cid:173) niques. Gaussianization offers density estimation sharper than traditional kernel methods and radial basis function methods.

Information theory is an excellent framework for analyzing Earth system data because it allows us to characterize uncertainty and redundancy, and is universally interpretable. However, accurately estimating information content is challenging because spatio-temporal data is high-dimensional, heterogeneous and has non-linear characteristics. In this paper, we apply multivariate Gaussianization for probability density estimation which is robust to dimensionality, comes with statistical guarantees, and is easy to apply. In addition, this methodology allows us to estimate information-theoretic measures to characterize multivariate densities: information, entropy, total correlation, and mutual information. We demonstrate how information theory measures can be applied in various Earth system data analysis problems. First we show how the method can be used to jointly Gaussianize radar backscattering intensities, synthesize hyperspectral data, and quantify of information content in aerial optical images. We also quantify the information content of several variables describing the soil-vegetation status in agro-ecosystems, and investigate the temporal scales that maximize their shared information under extreme events such as droughts. Finally, we measure the relative information content of space and time dimensions in remote sensing products and model simulations involving long records of key variables such as precipitation, sensible heat and evaporation. Results confirm the validity of the method, for which we anticipate a wide use and adoption. Code and demos of the implemented algorithms and information-theory measures are provided.

Information theory is an outstanding framework to measure uncertainty, dependence and relevance in data and systems. It has several desirable properties for real world applications: it naturally deals with multivariate data, it can handle heterogeneous data types, and the measures can be interpreted in physical units. However, it has not been adopted by a wider audience because obtaining information from multidimensional data is a challenging problem due to the curse of dimensionality. Here we propose an indirect way of computing information based on a multivariate Gaussianization transform. Our proposal mitigates the difficulty of multivariate density estimation by reducing it to a composition of tractable (marginal) operations and simple linear transformations, which can be interpreted as a particular deep neural network. We introduce specific Gaussianization-based methodologies to estimate total correlation, entropy, mutual information and Kullback-Leibler divergence. We compare them to recent estimators showing the accuracy on synthetic data generated from different multivariate distributions. We made the tools and datasets publicly available to provide a test-bed to analyze future methodologies. Results show that our proposal is superior to previous estimators particularly in high-dimensional scenarios; and that it leads to interesting insights in neuroscience, geoscience, computer vision, and machine learning.

Iterative Gaussianization is a fixed-point iteration procedure that can transform any continuous random vector into a Gaussian one. Based on iterative Gaussianization, we propose a new type of normalizing flow model that enables both efficient computation of likelihoods and efficient inversion for sample generation. We demonstrate that these models, named Gaussianization flows, are universal approximators for continuous probability distributions under some regularity conditions. Because of this guaranteed expressivity, they can capture multimodal target distributions without compromising the efficiency of sample generation. Experimentally, we show that Gaussianization flows achieve better or comparable performance on several tabular datasets compared to other efficiently invertible flow models such as Real NVP, Glow and FFJORD. In particular, Gaussianization flows are easier to initialize, demonstrate better robustness with respect to different transformations of the training data, and generalize better on small training sets.