کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
417349 681489 2007 14 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Some extensions of score matching
موضوعات مرتبط
مهندسی و علوم پایه مهندسی کامپیوتر نظریه محاسباتی و ریاضیات
پیش نمایش صفحه اول مقاله
Some extensions of score matching
چکیده انگلیسی

Many probabilistic models are only defined up to a normalization constant. This makes maximum likelihood estimation of the model parameters very difficult. Typically, one then has to resort to Markov Chain Monte Carlo methods, or approximations of the normalization constant. Previously, a method called score matching was proposed for computationally efficient yet (locally) consistent estimation of such models. The basic form of score matching is valid, however, only for models which define a differentiable probability density function over RnRn. Therefore, some extensions of the framework are proposed. First, a related method for binary variables is proposed. Second, it is shown how to estimate non-normalized models defined in the non-negative real domain, i.e. R+n. As a further result, it is shown that the score matching estimator can be obtained in closed form for some exponential families.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Computational Statistics & Data Analysis - Volume 51, Issue 5, 1 February 2007, Pages 2499–2512
نویسندگان
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