ResearchResearch paperComputer Vision · Image, Video & 3D Generation · Interpretability1 source · Oct 9, 2026

CorrFlow: Exact and Permutation-Equivariant Flow Matching on the Correlation Elliptope

Correlation matrices combine nonlinear positive-definiteness constraints with a simultaneous row-column permutation symmetry.

Key points

  • We introduce CorrFlow, which separates them.
  • A graph flow-matching network learns the empirical distribution in those coordinates and is permutation equivariant: reordering the variables only reorders the output.
  • We compare a conditional CorrGAN reimplementation, image diffusion, and CorrFlow on $80\times80$ Taiwan equity matrices using five seeds per neural method.
  • CorrFlow produces 100% valid draws without repair and obtains feature sliced-Wasserstein distance $.712\pm.141$, versus $4.339\pm.252$ for CorrGAN and $4.610\pm.191$ for image diffusion after their invalid outputs are projected back to the correlation space.

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