We propose a new family of probability densities that have closed form normalising constants. Our densities use two layer neural networks as parameters, and strictly generalise exponential families. We show that the squared norm can be integrated in closed form, resulting in the normalizing constant. We call the densities Squared Neural Family (#SNEFY), which are closed under conditioning.
Accepted at #NeurIPS2023. #MachineLearning #Bayesian #GaussianProcess