Publication:3093273

From MaRDI portal
Revision as of 22:49, 3 February 2024 by Import240129110113 (talk | contribs) (Created automatically from import240129110113)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)


zbMath1222.62051MaRDI QIDQ3093273

Aapo Hyvärinen

Publication date: 12 October 2011

Full work available at URL: http://www.jmlr.org/papers/v6/hyvarinen05a.html


62G07: Density estimation

65C40: Numerical analysis or methods applied to Markov chains


Related Items

Unnamed Item, Unnamed Item, Unnamed Item, Unnamed Item, Unnamed Item, Unnamed Item, Unnamed Item, Reconstruction of pairwise interactions using energy-based models*, A Lecture About the Use of Orlicz Spaces in Information Geometry, Unnamed Item, Unnamed Item, Unnamed Item, Robust confidence distributions from proper scoring rules, Bootstrap adjustments of signed scoring rule root statistics, Information Geometry of Smooth Densities on the Gaussian Space: Poincaré Inequalities, A construction principle for proper scoring rules, Bayesian Model Comparison with the Hyvärinen Score: Computation and Consistency, Unnamed Item, A Novel Parameter Estimation Method for Boltzmann Machines, Simultaneous Estimation of Nongaussian Components and Their Correlation Structure, Direct Learning of Sparse Changes in Markov Networks by Density Ratio Estimation, An Empirical Bayes Method for Chi-Squared Data, Minimum Lq‐distance estimators for non‐normalized parametric models, Variational Inference for Stochastic Differential Equations, Score Matching for Compositional Distributions, Denoising diffusion algorithm for inverse design of microstructures with fine-tuned nonlinear material properties, Bayesian experimental design without posterior calculations: an adversarial approach, Energy-Based Models with Applications to Speech and Language Processing, Mathematical imaging and surface processing. Abstracts from the workshop held August 21--27, 2022, Discussion of: ``Identifiability of latent-variable and structural-equation models: from linear to nonlinear, Affine statistical bundle modeled on a Gaussian Orlicz-Sobolev space, Estimation with infinite-dimensional exponential family and Fisher divergence, Adaptation of the tuning parameter in general Bayesian inference with robust divergence, A semi-parametric approach to feature selection in high-dimensional linear regression models, A proper scoring rule for minimum information bivariate copulas, Estimation of high-dimensional graphical models using regularized score matching, Bayesian model selection based on proper scoring rules, Extensive scoring rules, Information geometry formalism for the spatially homogeneous Boltzmann equation, Correlated topographic analysis: estimating an ordering of correlated components, Proper local scoring rules, Local proper scoring rules of order two, A survey on learning approaches for undirected graphical models. Application to scene object recognition, Unbiased risk estimation and scoring rules, Conditional score matching for high-dimensional partial graphical models, The Hyvärinen scoring rule in Gaussian linear time series models, Fields of experts, Higher-order asymptotics for scoring rules, Some extensions of score matching, Variational Hamiltonian Monte Carlo via score matching, Scoring rules for statistical models on spheres, A note on Bayesian model selection for discrete data using proper scoring rules, An estimator for the relative entropy rate of path measures for stochastic differential equations, Hamiltonian Monte Carlo acceleration using surrogate functions with random bases, Wasserstein Riemannian geometry of Gaussian densities, Slice inverse regression with score functions, Comparison of stochastic frontier models using the Hyvärinen factor, High-dimensional index volatility models via Stein's identity, On a class of objective priors from scoring rules (with discussion), Score matching filters for Gaussian Markov random fields with a linear model of the precision matrix, Measurability of functionals and of ideal point forecasts, Covariate-adjusted inference for differential analysis of high-dimensional networks, Characterizations of non-normalized discrete probability distributions and their application in statistics, Necessary and sufficient conditions of proper estimators based on self density ratio for unnormalized statistical models, Torus graphs for multivariate phase coupling analysis, Holonomic extended least angle regression, Objective Bayesian inference with proper scoring rules, Learning algorithm of Boltzmann machine based on spatial Monte Carlo integration method, Linear estimating equations for exponential families with application to Gaussian linear concentration models, Theory and applications of proper scoring rules, Recent advances in directional statistics, Comments on: ``Recent advances in directional statistics, Stein's method meets computational statistics: a review of some recent developments, Local scale invariance and robustness of proper scoring rules, Minimum Scoring Rule Inference, A tale of three probabilistic families: Discriminative, descriptive, and generative models, Variational estimation of the drift for stochastic differential equations from the empirical density