Convergence of contrastive divergence algorithm in exponential family

DOI10.1214/17-AOS1649zbMath1400.68172arXiv1603.05729WikidataQ115517793 ScholiaQ115517793MaRDI QIDQ1991693

Wing-Hung Wong, Bai Jiang, Tung-Yu Wu, Yifan Jin

Publication date: 30 October 2018

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1603.05729

zbMATH Keywords

convergence rate; exponential family; contrastive divergence

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

68T05: Learning and adaptive systems in artificial intelligence

60J20: Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.)

Uses Software

• ergm
• darch
• STL-10 dataset