4.1 Article

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

期刊

IEEE TRANSACTIONS ON NEURAL NETWORKS
卷 18, 期 5, 页码 1529-1531

出版社

IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC
DOI: 10.1109/TNN.2007.895819

关键词

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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