no code implementations • 10 Sep 2021 • Shiqing Yu, Mathias Drton, Ali Shojaie
Applications such as the analysis of microbiome data have led to renewed interest in statistical methods for compositional data, i. e., multivariate data in the form of probability vectors that contain relative proportions.
no code implementations • 24 Sep 2020 • Shiqing Yu, Mathias Drton, Ali Shojaie
Score matching provides a powerful tool for estimating densities with such intractable normalizing constants, but as originally proposed is limited to densities on $\mathbb{R}^m$ and $\mathbb{R}_+^m$.
no code implementations • 26 Dec 2018 • Shiqing Yu, Mathias Drton, Ali Shojaie
The score matching method of Hyv\"arinen [2005] avoids direct calculation of the normalizing constant and yields closed-form estimates for exponential families of continuous distributions over $\mathbb{R}^m$.