arXiv Machine Learning By Nishanth Shetty, Saisuchith Mahajan, Chandra Sekhar Seelamantula

Generalised Score Matching on Convex Domains

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

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arXiv Machine Learning
Sep 11

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.

By Nishanth Shetty, Saisuchith Mahajan, Chandra Sekhar Seelamantula