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Generalized Score Matching for Parameter Estimation on Convex Domains

arxiv.org/abs/2609.11521

Updated 29 min ago · first seen 11 Sept 2026

paper_01M294FP85HVY83VTQ0KB3PAH2

Published
11 Sept 2026
T1 · 29 min ago
arXiv
2609.11521
T1 · 29 min ago
Category
cs.LG
T1 · 29 min ago

Abstract

Maximum likelihood (ML) estimation is a principled and statistically efficient approach for learning probabilistic models. However, for unnormalized models, ML estimation requires evaluating the partition function and differentiating through it, which may not always be tractable. Score matching provides a practically viable alternative that circumvents this obstacle by fitting the score in a way that eliminates dependence on the normalizing constant. We derive the generalized score matching objective on a convex subset of $\mathbb{R}^{d}$ constructively starting from Minimum Probability Flow (MPF) learning, and show how classical score matching as well as domain-adapted variants for non-negative data arise naturally within the proposed framework. We show that the resulting objective is a {\it proper local scoring rule} of second-order, which provides the theoretical guarantee that the true density is recovered when the objective is minimized. Furthermore, for a model belonging to the exponential family, we establish convexity of the objective together with consistency of the finite-sample estimator under standard regularity conditions. Our derivation sheds new light on the scope and applicability of generalized score matching in various problem settings. We compare generalized score matching-based estimators on constrained domains, where the partition function is analytically intractable. We provide experimental results on parameter estimation for model densities belonging to the exponential family defined over convex subsets of $\mathbb{R}^{d}$, and a generative modeling use-case to demonstrate broader applicability of the proposed generalized score matching framework.

Authors 3

Nishanth Shetty, Saisuchith Mahajan, Chandra Sekhar Seelamantula

Specification

Official page

Source:arXiv (Atom API + RSS)T1observed 29 min agohigh

Arxiv announce type
new

Source:arXiv (Atom API + RSS)T1observed 29 min agohigh

arXiv id
2609.11521

Source:arXiv (Atom API + RSS)T1observed 29 min agohigh

Categories
cs.LG, stat.ML

Source:arXiv (Atom API + RSS)T1observed 29 min agohigh

PDF

Source:arXiv (Atom API + RSS)T1observed 29 min agohigh

Primary category
cs.LG

Source:arXiv (Atom API + RSS)T1observed 29 min agohigh

Published
11 Sept 2026

Source:arXiv (Atom API + RSS)T1observed 29 min agohigh

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Provenance

Attributed facts

9

Source tiers

T19

Freshest observation

29 min ago

Conflicts

None