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Titel:

Generalized score matching for general domains

Dokumenttyp:
Zeitschriftenaufsatz
Autor(en):
Yu, Shiqing; Drton, Mathias; Shojaie, Ali
Abstract:
Estimation of density functions supported on general domains arises when the data are naturally restricted to a proper subset of the real space. This problem is complicated by typically intractable normalizing constants. Score matching provides a powerful tool for estimating densities with such intractable normalizing constants but as originally proposed is limited to densities on Rm and Rm+⁠. In this paper, we offer a natural generalization of score matching that accommodates densities supporte...     »
Dewey Dezimalklassifikation:
510 Mathematik
Zeitschriftentitel:
Information and Inference: A Journal of the IMA
Jahr:
2022
Band / Volume:
11
Jahr / Monat:
2022-06
Quartal:
2. Quartal
Monat:
Jun
Heft / Issue:
2
Seitenangaben Beitrag:
739-780
Sprache:
en
Volltext / DOI:
doi:10.1093/imaiai/iaaa041
Verlag / Institution:
Oxford University Press (OUP)
E-ISSN:
2049-8772
Hinweise:
published online: 25.01.2021
Status:
Verlagsversion / published
Semester:
WS 21-22
TUM Einrichtung:
Lehrstuhl für Mathematische Statistik
Format:
Text
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