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rareflow  

Variational Flow-Based Inference for Rare Events and Large Deviations
View on CRAN: Click here


Download and install rareflow package within the R console
Install from CRAN:
install.packages("rareflow")

Install from Github:
library("remotes")
install_github("cran/rareflow")

Install by package version:
library("remotes")
install_version("rareflow", "0.1.0")



Attach the package and use:
library("rareflow")
Maintained by
Pietro Piu
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2026-02-13
Latest Update: 2026-02-13
Description:
Variational flow-based methods for modeling rare events using Kullback–Leibler (KL) divergence, normalizing flows, Girsanov change of measure, and Freidlin–Wentzell action functionals. The package provides tools for rare-event inference, minimum-action paths, and quasi-potential computation in stochastic dynamical systems. Methods are based on Rezende and Mohamed (2015) <doi:10.48550/arXiv.1505.05770>, Girsanov (1960) <doi:10.1137/1105027>, and Freidlin and Wentzell (2012, ISBN:978-0387955477).
How to cite:
Pietro Piu (2026). rareflow: Variational Flow-Based Inference for Rare Events and Large Deviations. R package version 0.1.0, https://cran.r-project.org/web/packages/rareflow. Accessed 24 Oct. 2026.
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