genscore

Generalized Score Matching Estimators

Last update: 16 December 2023

Copyright license: GNU General Public License, version 3.0

Software version identifier: 1.0.2, 1.0.2.1, 1.0.0, 1.0.2.2

Description

Implementation of the Generalized Score Matching estimator in Yu et al. (2019) <https://jmlr.org/papers/v20/18-278.html> for non-negative graphical models (truncated Gaussian, exponential square-root, gamma, a-b models) and univariate truncated Gaussian distributions. Also includes the original estimator for untruncated Gaussian graphical models from Lin et al. (2016) <doi:10.1214/16-EJS1126>, with the addition of a diagonal multiplier.

Cites work

Estimation of high-dimensional graphical models using regularized score matching

Cited In (1)

HGMND

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