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

IEEE Transactions on Neural Networks

Volumn 18, Issue 5, 2007, Pages 1529-1531

  Hyvarinen, Aapo ^a  

^a UNIVERSITY OF HELSINKI   (Finland)

Author keywords

Normalization constant; Partition function; Statistical estimation

Indexed keywords

COMPUTER SIMULATION; ESTIMATION; GRADIENT METHODS; ITERATIVE METHODS; MATHEMATICAL MODELS; MONTE CARLO METHODS; STATISTICAL METHODS;

CONTINOUS-VALUED VARIABLES; CONTRASTIVE DIVERGENCE; PARTITION FUNCTION; PSEUDOLIKELIHOOD; SCORE MATCHING;

ARTIFICIAL INTELLIGENCE;

ALGORITHM; ARTIFICIAL INTELLIGENCE; AUTOMATED PATTERN RECOGNITION; COMPUTER SIMULATION; LETTER; METHODOLOGY; STATISTICAL MODEL;

ALGORITHMS; ARTIFICIAL INTELLIGENCE; COMPUTER SIMULATION; LIKELIHOOD FUNCTIONS; MODELS, STATISTICAL; PATTERN RECOGNITION, AUTOMATED;

EID: 34548644434     PISSN: 10459227     EISSN: None     Source Type: Journal    
DOI: 10.1109/TNN.2007.895819     Document Type: Article

References (8)

1. D. H. Ackley, G. E. Hinton, and T. J. Sejnowski, "A learning algorithm for Boltzmann machines," Cogn. Sci., vol. 9, pp. 147-169, 1985.
2. J. Besag, "Statistical analysis of non-lattice data," The Statistician, vol. 24, pp. 179-195, 1975.
3. G. E. Hinton, "Training products of experts by minimizing contrastive divergence," Neural Comput., vol. 14, no. 8, pp. 1771-1800, 2002.
4. A. Hyvärinen, "Optimal approximation of signal priors," [Online]. Available: www.cs.helsinki.fi/aapo.hyvarinen/papers/et.shtml
5. A. Hyvärinen, "Estimation of non-normalized statistical models using score matching," J. Mach. Learn. Res., vol. 6, pp. 695-709, 2005.
6. A. Hyvärinen, "Consistency of pseudolikelihood estimation of fully visible Boltzmann machines," Neural Comput., vol. 18, no. 10, pp. 2283-2292, 2006.
7. R. M. Neal, "Probabilistic inference using Markov chain Monte Carlo methods," Dept. Comput. Sci., Univ. Toronto, Toronto, ON, Canada, Tech. Rep., 1993.
8. M. Schervish, Theory of Statistics. New York: Springer-Verlag, 1995.