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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,657 papers · 148 categories

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48 results for robust score matching

Score matching is a recently developed parameter learning method that is particularly effective to complicated high dimensional density models with intractable partition functions. In this paper, we study two issues that have not been completely resolved for score matching. First, we provide a formal link between maxim…

2012-05-09abs ↗pdf ↗

A new method for generating samples without training, using smoothed score matching.

problem Generating samples efficiently and without training.
method Moment-matched score-smoothed overdamped Langevin dynamics (MM-SOLD).
result The method enables fast, robust, training-free sampling with competitive sample fidelity and diversity.

When maximum likelihood estimation is infeasible, one often turns to score matching, contrastive divergence, or minimum probability flow to obtain tractable parameter estimates. We provide a unifying perspective of these techniques as minimum Stein discrepancy estimators, and use this lens to design new diffusion kerne…

2019-06-19abs ↗pdf ↗

DDPMs are robust to noisy score estimates and achieve optimal convergence rates in Wasserstein-2 distance.

problem Evaluating the quality of DDPMs in Wasserstein distance with noisy score estimates.
method Established finite-sample guarantees in Wasserstein-2 distance for DDPMs, considering noisy score estimates.
result Optimal convergence rates in Wasserstein-2 distance for DDPMs, matching Gaussian case.

SDM Policy accelerates inference for robotic tasks while maintaining high action quality.

problem Prolonged inference times in diffusion-based policies for high-frequency control tasks.
method Two-stage optimization: score matching and distribution matching; dual-teacher mechanism.
result 6x inference speedup with state-of-the-art action quality.

This work improves likelihood of score-based diffusion ODEs using high-order denoising score matching.

problem The gap between maximum likelihood and score matching objectives for score-based diffusion ODEs.
method High-order denoising score matching to maximize likelihood.
result Score-based diffusion ODEs achieve better likelihood on synthetic and CIFAR-10 data.

Proposes a method to stabilize treatment effect estimation with unbalanced data.

problem Unbalanced treatment assignment leading to unstable propensity score estimations.
method Undersamples data for propensity score modeling and calibrates scores to match original distribution.
result The estimator retains asymptotic properties of the DML estimator and improves finite sample performance.

Neural score matching improves high-dimensional causal inference by using neural networks for balancing scores.

problem Impracticality of traditional matching methods in high-dimensional datasets due to the curse of dimensionality.
method Develops neural networks to create non-trivial, multivariate balancing scores for high-dimensional causal inference.
result Neural score matching outperforms other methods in treatment effect estimation and reducing imbalance on high-dimensional datasets.

Improved score matching methods for estimating score functions and Hessians without high dimensionality.

problem Estimating score functions and Hessians efficiently in high-dimensional data.
method Implicit score matching and denoising score matching, leveraging Gagliardo-Nirenberg inequalities.
result Achieves convergence rates similar to denoising score matching and estimates Hessians without dimensionality issues.

The paper establishes bounds for score-matching in causal discovery and generative modeling.

problem Estimating causal relationships from data.
method Training a deep neural network to estimate the score function and applying it to causal discovery.
result Bounds on the error rate of causal discovery methods using score-matching.

Score matching fails to train VAEs robustly, revealing autoencoding loss insights.

problem Catastrophic failure of variational score matching on VAE models.
method Analysis of existing variational score matching objectives and their equivalence to autoencoding losses.
result Score matching methods fail to produce robust VAE models, predicting poor performance.

DDSME outperforms SME in estimating multimodal distributions.

problem Efficiency of score matching in multimodal distributions.
method Diffusion-based denoising score matching (DDSME) compared to vanilla score matching (SME).
result DDSME avoids the error bound deterioration of SME with increasing mode separation.

This work interprets diffusion score matching using normalizing flows for better model training and evaluations.

problem Limitations of diffusion score matching when dealing with certain types of distributions.
method The approach involves interpreting the diffusion matrix using normalizing flows to provide better interpretation and usage of diffusion score matching.
result Diffusion score matching is equivalent to the original score matching evaluated in the transformed space defined by the normalizing flow.

Develops Hamiltonian Score Matching and Generative Flows for machine learning.

problem Estimating score functions and designing generative models.
method Introduces Hamiltonian velocity predictors (HVPs) for score matching and generative flows.
result Hamiltonian Generative Flows (HGFs) rival leading generative modeling techniques.

New bounds close the score matching gap for diffusion models.

problem The difference between sample quality and score matching loss in diffusion models.
method Theoretical analysis of score matching gap, developing tighter bounds for KL divergence, reverse KL divergence, and Wasserstein distance.
result The quality of score approximation impacts closing the score matching gap for low noise scales.

SGMs are robust to practical errors via uncertainty quantification.

problem Robustness of SGMs to practical implementation errors.
method Wasserstein uncertainty propagation (WUP) theorem and Bernstein estimates.
result SGMs are provably robust to multiple sources of error.

Semi-Implicit Variational Inference (SIVI) is improved with SIVI-SM using score matching.

problem Intractable densities in variational distributions hinder SIVI training.
method SIVI-SM uses score matching to handle intractable densities in a minimax formulation.
result SIVI-SM outperforms ELBO-based SIVI methods in Bayesian inference tasks.

ScoreMatchingRiesz improves debiased machine learning and policy effects estimation.

problem Improving debiased machine learning and policy effects estimation.
method Score matching and Riesz representer estimation.
result Estimates policy path for continuous treatments, improving interpretability.

Score matching method improves density estimation for truncated data on manifolds.

problem Density estimation for truncated data on manifolds with intractable normalising constant.
method Truncated score matching extended to Riemannian manifolds with boundary.
result Score matching estimator approximates true parameter values with low error.

Heuristic weighting improves denoising score matching without requiring noise distribution assumptions.

problem Improving denoising score matching without assuming noise distribution.
method Demonstrated heteroskedasticity, derived optimal weighting functions, and provided theoretical and empirical comparisons.
result Heuristical weighting function can achieve lower variance than optimal weighting, facilitating more stable and efficient training.

This paper improves change-point detection for complex data streams using denoising score matching.

problem Timely identification of distributional shifts in high-dimensional, complex data streams.
method Score-based CUSUM change-point detection with denoising score matching.
result Denoising score matching enhances detection power by effectively controlling noise scale.

Study improves denoising score matching under relaxed manifold assumptions.

problem Improving denoising score matching under relaxed manifold assumptions.
method Model density with nonparametric Gaussian mixtures, relax manifold assumption, derive non-asymptotic bounds.
result Non-asymptotic bounds on approximation and generalization errors, rates of convergence determined by intrinsic dimension.

Large learning rates prevent memorization in denoising score matching.

problem Memorization of training data in diffusion-based generative models.
method Investigating the role of large learning rates in the small-noise regime, proving that they prevent convergence to the empirical optimal score.
result Large learning rates prevent memorization by making it impossible for the learned score to be arbitrarily close to the empirical optimal score.

A new method improves data generation quality by correcting score mismatches.

problem Score mismatch issue in conditional score-based data generation methods.
method Denoising Likelihood Score Matching (DLSM) loss for classifier training.
result The proposed method outperforms previous methods on Cifar-10 and Cifar-100 benchmarks.

AR-CSM models use derivatives of univariate log-conditionals to estimate joint distributions efficiently.

problem Scalability and stability issues in training autoregressive models.
method Parameterize joint distribution using derivatives of univariate log-conditionals and introduce Composite Score Matching (CSM) for efficient training.
result AR-CSM models are more scalable and stable compared to previous score matching algorithms.

Paper efficiently infers differential parameters in time-varying models using time score matching.

problem Efficiently inferring differential parameters in time-varying probabilistic models.
method Directly estimates the differential parameter using time score matching and proves consistency of the method.
result Consistent estimation of parameter derivatives in high-dimensional settings.

The goal of score following is to track a musical performance, usually in the form of audio, in a corresponding score representation. Established methods mainly rely on computer-readable scores in the form of MIDI or MusicXML and achieve robust and reliable tracking results. Recently, multimodal deep learning methods h…

2019-10-16abs ↗pdf ↗