I'm reading this amazing paper on Normalizing Flows https://arxiv.org/pdf/1908.09257.pdf but one sentence kind of bothers me:
GANs and VAEs have demonstrated impressive performance results on challenging tasks such as learning distributions of natural images. However, several issues limit their application in practice. Neither allows for exact evaluation of the probability density of new points.
Maybe I misinterpret it somehow... But can someone explain to me why VAE (or GAN to this matter) cannot evaluate probability density of new points? Isn't it the whole idea of estimating PDF's parameters, so we can evaluate it at any point we want, i.e. new points? Or do you think the author was making emphasis on "exact evaluation" part?