Connections between score matching, contrastive divergence, and pseudolikelihood for continuous-valued variables

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    Sammanfattning

    Score matching (SM) and contrastive divergence (CD) are two recently proposed methods for estimation of nonnormalized statistical methods without computation of the normalization constant (partition function). Although they are based on very different approaches, we show in this letter that they are equivalent in a special case: in the limit of infinitesimal noise in a specific Monte Carlo method. Further, we show how these methods can be interpreted as approximations of pseudolikelihood.
    Originalspråkengelska
    TidskriftIEEE Transactions on Neural Networks
    Volym18
    Utgåva5
    Sidor (från-till)1529-1531
    Antal sidor3
    ISSN1045-9227
    DOI
    StatusPublicerad - 2007
    MoE-publikationstypA1 Tidskriftsartikel-refererad

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