Graphical Models for Non-Negative Data Using Generalized Score Matching

02/18/2018
by   Shiqing Yu, et al.
0

A common challenge in estimating parameters of probability density functions is the intractability of the normalizing constant. While in such cases maximum likelihood estimation may be implemented using numerical integration, the approach becomes computationally intensive. In contrast, the score matching method of Hyvärinen (2005) avoids direct calculation of the normalizing constant and yields closed-form estimates for exponential families of continuous distributions over R^m. Hyvärinen (2007) extended the approach to distributions supported on the non-negative orthant R_+^m. In this paper, we give a generalized form of score matching for non-negative data that improves estimation efficiency. We also generalize the regularized score matching method of Lin et al. (2016) for non-negative Gaussian graphical models, with improved theoretical guarantees.

READ FULL TEXT

page 1

page 2

page 3

page 4

research
12/26/2018

Generalized Score Matching for Non-Negative Data

A common challenge in estimating parameters of probability density funct...
research
09/15/2018

Learning high-dimensional graphical models with regularized quadratic scoring

Pairwise Markov Random Fields (MRFs) or undirected graphical models are ...
research
03/18/2022

Generalized Score Matching for Regression

Many probabilistic models that have an intractable normalizing constant ...
research
05/15/2019

Simultaneous Inference for Pairwise Graphical Models with Generalized Score Matching

Probabilistic graphical models provide a flexible yet parsimonious frame...
research
06/15/2023

Fit Like You Sample: Sample-Efficient Generalized Score Matching from Fast Mixing Markov Chains

Score matching is an approach to learning probability distributions para...
research
09/24/2020

Generalized Score Matching for General Domains

Estimation of density functions supported on general domains arises when...
research
09/10/2021

Interaction Models and Generalized Score Matching for Compositional Data

Applications such as the analysis of microbiome data have led to renewed...

Please sign up or login with your details

Forgot password? Click here to reset