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Title:

Graphical Models for Non-Negative Data Using Generalized Score Matching

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. In contrast, 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 Rm. Hyvärinen (2007) e...     »
Dewey Decimal Classification:
510 Mathematik
Congress title:
21st International Conference on Artificial Intelligence and Statistics (21st AISTATS 2018)
Congress / additional information:
9-11 April 2018, Playa Blanca, Lanzarote, Canary Islands
Journal title:
Proceedings of Machine Learning Research
Year:
2018
Journal volume:
84
Pages contribution:
1781-1790
Language:
en
WWW:
Proceedings of Machine Learning Research
Print-ISSN:
2640-3498
E-ISSN:
1938-7228
Format:
Text
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