In this work, we treat variational flows as dynamical systems, and leverage shadowing theory to elucidate this behavior via theoretical guarantees on the error of sampling, density evaluation, and ELBO estimation.

In this work, we treat variational flows as dynamical systems, and leverage shadowing theory to elucidate this behavior via theoretical guarantees on the error of sampling, density evaluation, and ELBO estimation.

Most expressive variational families -- such as normalizing flows -- lack practical convergence guarantees, as their theoretical assurances typically hold only at the intractable global optimum. In this work, we present a general recipe for constructing tuning-free, asymptotically exact variational flows from involutive MCMC kernels. The core methodological component is a novel representation of general involutive MCMC kernels as invertible, measure-preserving iterated random function systems, which act as the flow maps of our variational flows. This leads to three new variational families with provable total variation convergence. Our framework resolves key practical limitations of existing variational families with similar guarantees (e.g., MixFlows), while requiring substantially weaker theoretical assumptions. Finally, we demonstrate the competitive performance of our flows across tasks including posterior approximation, Monte Carlo estimates, and normalization constant estimation, outperforming or matching No-U-Turn sampler (NUTS) and black-box normalizing flows.

In this paper, we investigate the impact of numerical instability on the reliability of sampling, density evaluation, and evidence lower bound (ELBO) estimation in variational flows. We first empirically demonstrate that common flows can exhibit a catastrophic accumulation of error: the numerical flow map deviates significantly from the exact map -- which affects sampling -- and the numerical inverse flow map does not accurately recover the initial input -- which affects density and ELBO computations. Surprisingly though, we find that results produced by flows are often accurate enough for applications despite the presence of serious numerical instability. In this work, we treat variational flows as dynamical systems, and leverage shadowing theory to elucidate this behavior via theoretical guarantees on the error of sampling, density evaluation, and ELBO estimation. Finally, we develop and empirically test a diagnostic procedure that can be used to validate results produced by numerically unstable flows in practice.

This work presents mixed variational flows (MixFlows), a new variational family that consists of a mixture of repeated applications of a map to an initial reference distribution. First, we provide efficient algorithms for i.i.d. sampling, density evaluation, and unbiased ELBO estimation. We then show that MixFlows have MCMC-like convergence guarantees when the flow map is ergodic and measure-preserving, and provide bounds on the accumulation of error for practical implementations where the flow map is approximated. Finally, we develop an implementation of MixFlows based on uncorrected discretized Hamiltonian dynamics combined with deterministic momentum refreshment. Simulated and real data experiments show that MixFlows can provide more reliable posterior approximations than several black-box normalizing flows, as well as samples of comparable quality to those obtained from state-of-the-art MCMC methods.