Estimation of non-normalized statistical models by score matching
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(only showing first 100 items - show all)- Some extensions of score matching
- Estimation of high-dimensional graphical models using regularized 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
- Bayesian model selection based on proper scoring rules
- Extensive scoring rules
- Minimum scoring rule inference
- Information geometry formalism for the spatially homogeneous Boltzmann equation
- Least squares estimation without priors or supervision
- A tale of three probabilistic families: discriminative, descriptive, and generative models
- Variational estimation of the drift for stochastic differential equations from the empirical density
- Optimal Approximation of Signal Priors
- Correlated topographic analysis: estimating an ordering of correlated components
- Proper local scoring rules
- Local proper scoring rules of order two
- Mode-seeking clustering and density ridge estimation via direct estimation of density-derivative-ratios
- Inference via low-dimensional couplings
- Simultaneous inference for pairwise graphical models with generalized score matching
- Predictive learning on hidden tree-structured Ising models
- Reconstruction of pairwise interactions using energy-based models*
- A Lecture About the Use of Orlicz Spaces in Information Geometry
- scientific article; zbMATH DE number 7625191 (Why is no real title available?)
- Robust confidence distributions from proper scoring rules
- Bootstrap adjustments of signed scoring rule root statistics
- scientific article; zbMATH DE number 7306864 (Why is no real title available?)
- Information geometry of smooth densities on the Gaussian space: Poincaré inequalities
- scientific article; zbMATH DE number 7415101 (Why is no real title available?)
- A construction principle for proper scoring rules
- A survey on learning approaches for undirected graphical models. Application to scene object recognition
- Bayesian model comparison with the Hyvärinen score: computation and consistency
- Layer-wise learning strategy for nonparametric tensor product smoothing spline regression and graphical models
- Learning overcomplete, low coherence dictionaries with linear inference
- scientific article; zbMATH DE number 7164781 (Why is no real title available?)
- A Novel Parameter Estimation Method for Boltzmann Machines
- Simultaneous estimation of nongaussian components and their correlation structure
- Generalized score matching for non-negative data
- Direct Learning of Sparse Changes in Markov Networks by Density Ratio Estimation
- Unbiased risk estimation and scoring rules
- An Empirical Bayes Method for Chi-Squared Data
- The Poisson transform for unnormalised statistical models
- 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
- Estimating a Potential Without the Agony of the Partition Function
- 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
- Persistently trained, diffusion-assisted energy-based models
- Variational inference of the drift function for stochastic differential equations driven by Lévy processes
- Diffusion models as stochastic quantization in lattice field theory
- Bayesian cross-validation by parallel Markov chain Monte Carlo
- Outlier-robust parameter estimation for unnormalized statistical models
- Mixing artificial and natural intelligence: from statistical mechanics to AI and back to turbulence
- Robust inference methods for meta-analysis involving influential outlying studies
- Bayesian quickest change detection for unnormalized and score-based models
- Generalized Bayesian Inference for Discrete Intractable Likelihood
- Optimal neural network approximation of Wasserstein gradient direction via convex optimization
- Noise-free sampling algorithms via regularized Wasserstein proximals
- Review of diffusion models: theory and applications
- Conditional score-based diffusion models for solving inverse elasticity problems
- Lipschitz-regularized gradient flows and generative particle algorithms for high-dimensional scarce data
- Neural-network-based regularization methods for inverse problems in imaging
- Hierarchic flows to estimate and sample high-dimensional probabilities
- Optimal convex M-estimation via score matching
- Bayesian-like estimation with unnormalized model
- Score-based physics-informed learning framework for stochastic dynamics
- Localized Schrödinger bridge sampler
- Robust variable selection in high-dimensional nonparametric additive model
- Reverse diffusion sampling with tensor train approximations of Hamilton-Jacobi-Bellman equations
- Learning symmetries and non-Euclidean data representations via collective dynamics of generalized Kuramoto oscillators
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