Change of variables is a technique for re-expressing an integral or a probability density in terms of a new set of variables related to the original ones by a differentiable, invertible transformation, with the Jacobian determinant of that transformation accounting for the resulting change in volume. Normalising flows apply this principle directly, composing a sequence of invertible transformations and tracking the accumulated Jacobian determinant to convert a simple base density into a complex target density while keeping the density exactly computable. It is a standard tool wherever a probability distribution must be transported through a differentiable map.

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