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Title:

Generalized Score Matching for Non-Negative Data

Document type:
Zeitschriftenaufsatz
Author(s):
Yu, Shiqing; Drton, Mathias; Shojaie, Ali
Abstract:
A common challenge in estimating parameters of probability density functions is the intractability of the normalizing constant. While in such cases maximum likelihood estimation may be implemented using numerical integration, the approach becomes computationally intensive. The score matching method of Hyvärinen [2005] avoids direct calculation of the normalizing constant and yields closed-form estimates for exponential families of continuous distributions over . Hyvärinen [2007] extended the app...     »
Keywords:
exponential family, graphical model, positive data, score matching, sparsity
Dewey Decimal Classification:
510 Mathematik
Journal title:
Journal of Machine Learning Research
Year:
2019
Journal volume:
20
Year / month:
2019-04
Quarter:
2. Quartal
Month:
Dec
Journal issue:
76
Pages contribution:
1-70
Language:
en
WWW:
Journal of Machine Learning Research
Submitted:
01.05.2018
Date of publication:
15.04.2019
Semester:
SS 19
Format:
Text
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