Journal
IEEE TRANSACTIONS ON NEURAL NETWORKS
Volume 18, Issue 5, Pages 1529-1531Publisher
IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC
DOI: 10.1109/TNN.2007.895819
Keywords
normalization constant; partition function; statistical estimation
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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.
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