arXiv Machine Learning

Generalized Score Matching for Parameter Estimation on Convex Domains

The paper introduces a generalized score matching objective for parameter estimation on convex subsets of ρ^d, derived from Minimum Probability Flow learning. It shows that this objective is a proper local scoring rule of second order, ensuring recovery of the true density when minimized, and proves convexity and consistency for exponential family models under standard conditions. Experiments demonstrate the method’s effectiveness on constrained domains where the partition function is intractable, including a generative modeling use‑case.

arXiv Machine Learning
Oct 8

Generalised Score Matching on Convex Domains

arXiv:2609. 11521v2 Announce Type: replace Abstract: Score matching avoids computing the normalising constant that maximum-likelihood estimation requires.

By Nishanth Shetty, Saisuchith Mahajan, Chandra Sekhar Seelamantula
arXiv Statistics ML
Sep 3

Robust Bayesian Inference for Unnormalized Models with Mixed-Domain Data

The paper introduces SME-BETEL, a semiparametric Bayesian method that merges score matching estimating equations with Bayesian exponentially tilted empirical likelihood to perform inference on models with intractable normalizing constants. SME-BETEL avoids evaluating these constants and eliminates the need for learning-rate calibration, while providing consistency, asymptotic normality, and a Bernstein‑von Mises theorem that guarantees asymptotically calibrated credible sets even under model misspecification. The authors extend the framework to mixed‑domain data, enabling robust inference for doubly‑intractable models such as spatial preferential sampling, and demonstrate its effectiveness through simulations and an ozone‑monitoring application.

By Jiongran Wang, Debdeep Pati, Anirban Bhattacharya
arXiv Machine Learning
Jun 26

Learning from a Biased Sample

arXiv:2209. 01754v5 Announce Type: replace-cross Abstract: The empirical risk minimization approach to data-driven decision making requires access to training data drawn under the same conditions as those that will be faced when the decision rule is deployed.

By Roshni Sahoo, Lihua Lei, Stefan Wager
arXiv Machine Learning
Oct 8

Efficient Best-of-N policy evaluation for inference-time alignment

The paper introduces a sample‑only framework for evaluating and selecting Best‑of‑N (BoN) inference‑time alignment policies without needing response likelihoods. By exploiting the order‑statistic structure of BoN, the authors express required density ratios through score‑rank probabilities that can be estimated from samples alone, and develop a doubly robust estimator (BoN‑DR) that reuses a shared auxiliary sample pool across candidate budgets. The method provides valid asymptotic inference even with reward estimator misspecification, proves efficiency, and offers two selection rules—maximizing estimated policy value or a lower confidence bound—to avoid over‑optimization and guarantee no harm, as demonstrated on synthetic data and GSM8K.

By Jonas Schweisthal, Yuxin Wang, Athiya Deviyani, Stefan Feuerriegel, Dennis Frauen
arXiv Machine Learning
5d ago

Cumulative Marginal Matching for One-Step Diffusion

The paper introduces Cumulative Marginal Matching (CMM), a new objective for training few‑step diffusion and flow‑matching models. CMM treats flow‑matching as a sequence of intermediate marginal distributions and directly optimizes the cumulative Wasserstein‑2 discrepancy between the base and few‑step models across the entire trajectory. It derives a tractable surrogate for this objective, shows that Shortcut‑CSL is a first‑order approximation of CMM, and reports improved generation quality on standard benchmarks under the same training budget.

By Paribesh Regmi, Rui Li