Stick-Breaking Mixture Normalizing Flows with Component-Wise Tail Adaptation for Variational Inference

Abstract

Normalizing flows with a Gaussian base provide a computationally efficient way to approximate posterior distributions in Bayesian inference, but they often struggle to capture complex posteriors with multimodality and heavy tails. We propose a stick-breaking mixture base with component-wise tail adaptation (StiCTAF) for posterior approximation. The method first learns a flexible mixture base to mitigate the mode-seeking bias of reverse KL divergence through a weighted average of component-wise ELBOs. It then estimates local tail indices of unnormalized densities and finally refines each mixture component using a shared backbone combined with component-specific tail transforms calibrated by the estimated indices. This design enables accurate mode coverage and anisotropic tail modeling while retaining exact density evaluation and stable optimization. Experiments on synthetic posteriors demonstrate improved tail recovery and better coverage of multiple modes compared to benchmark models. We also present a real-data analysis illustrating the practical benefits of our approach for posterior inference.