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.

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