Explore the fundamentals of normalizing flows in this comprehensive lecture on density estimation and machine learning techniques. Delve into key concepts including the change of variables formula, increasing triangular maps, and autoregressive models. Learn about neural autoregressive flows and the Glow architecture. Discover how to apply these methods for interpolation tasks, with a focus on linear interpolation. Gain valuable insights into advanced machine learning algorithms and their applications in density estimation and generative modeling.