Estimation of Non-Normalized Statistical Models by Score Matching

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Summary

While the estimation of the gradient of log-density function is, in principle, a very difficult non-parametric problem, it is proved a surprising result that gives a simple formula that simplifies to a sample average of a sum of some derivatives of the log- density given by the model.

Type
article
Published
2005-12-01
Cited by
2,180
References
17

Keywords

Mathematics, Normalization (sociology), Density estimation, Probability density function, Applied mathematics

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