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We study the problem of estimating the score function using both implicit score matching and denoising score matching. Assuming that the data distribution exhibiting a low-dimensional structure, we prove that implicit score matching is able…

Statistics Theory · Mathematics 2026-01-01 Konstantin Yakovlev , Anna Markovich , Nikita Puchkin

Score matching provides an effective approach to learning flexible unnormalized models, but its scalability is limited by the need to evaluate a second-order derivative. In this paper, we present a scalable approximation to a general family…

Machine Learning · Statistics 2020-02-19 Ziyu Wang , Shuyu Cheng , Yueru Li , Jun Zhu , Bo Zhang

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…

Machine Learning · Computer Science 2012-05-14 Siwei Lyu

When observations are truncated, we are limited to an incomplete picture of our dataset. Recent methods propose to use score matching for truncated density estimation, where the access to the intractable normalising constant is not…

Methodology · Statistics 2024-04-15 Daniel J. Williams , Song Liu

Estimation of density functions supported on general domains arises when the data is naturally restricted to a proper subset of the real space. This problem is complicated by typically intractable normalizing constants. Score matching…

Methodology · Statistics 2020-09-25 Shiqing Yu , Mathias Drton , Ali Shojaie

Graphical models are widely used to model stochastic dependences among large collections of variables. We introduce a new method of estimating undirected conditional independence graphs based on the score matching loss, introduced by…

Methodology · Statistics 2016-03-24 Lina Lin , Mathias Drton , Ali Shojaie

Score matching is an estimation procedure that has been developed for statistical models whose probability density function is known up to proportionality but whose normalizing constant is intractable, so that maximum likelihood is…

Methodology · Statistics 2024-04-23 Jiazhen Xu , Janice L. Scealy , Andrew T. A. Wood , Tao Zou

Statistical tasks such as density estimation and approximate Bayesian inference often involve densities with unknown normalising constants. Score-based methods, including score matching, are popular techniques as they are free of…

Machine Learning · Statistics 2021-12-22 Li K. Wenliang , Heishiro Kanagawa

Gradient-based dimension reduction decreases the cost of Bayesian inference and probabilistic modeling by identifying maximally informative (and informed) low-dimensional projections of the data and parameters, allowing high-dimensional…

Computation · Statistics 2025-06-02 Ricardo Baptista , Michael Brennan , Youssef Marzouk

Density estimation is a fundamental problem in statistical learning. This problem is especially challenging for complex high-dimensional data due to the curse of dimensionality. A promising solution to this problem is given here in an…

Machine Learning · Statistics 2018-05-23 Saeed Saremi , Arash Mehrjou , Bernhard Schölkopf , Aapo Hyvärinen

Many probabilistic models that have an intractable normalizing constant may be extended to contain covariates. Since the evaluation of the exact likelihood is difficult or even impossible for these models, score matching was proposed to…

Statistics Theory · Mathematics 2022-03-21 Jiazhen Xu , Janice L. Scealy , Andrew T. A. Wood , Tao Zou

Score matching is an approach to learning probability distributions parametrized up to a constant of proportionality (e.g. Energy-Based Models). The idea is to fit the score of the distribution, rather than the likelihood, thus avoiding the…

Machine Learning · Computer Science 2024-01-31 Yilong Qin , Andrej Risteski

Score-based diffusion models have emerged as powerful tools in generative modeling, yet their theoretical foundations remain underexplored. In this work, we focus on the Wasserstein convergence analysis of score-based diffusion models.…

Machine Learning · Statistics 2025-02-10 Yifeng Yu , Lu Yu

Score-based model research in the last few years has produced state of the art generative models by employing Gaussian denoising score-matching (DSM). However, the Gaussian noise assumption has several high-dimensional limitations,…

Machine Learning · Computer Science 2022-04-13 Jacob Deasy , Nikola Simidjievski , Pietro Liò

Score-based models have achieved remarkable results in the generative modeling of many domains. By learning the gradient of smoothed data distribution, they can iteratively generate samples from complex distribution e.g. natural images.…

Artificial Intelligence · Computer Science 2024-03-27 Binxu Wang , John J. Vastola

Stochastic differential equations have been an important tool in modeling complex financial relations, equipped with the possibility of being multidimensional to better oversee complexities inherent in finance. This multidimensionality,…

Mathematical Finance · Quantitative Finance 2025-08-22 Ahmet Umur Özsoy

This paper studies iterative schemes for measure transfer and approximation problems, which are defined through a slicing-and-matching procedure. Similar to the sliced Wasserstein distance, these schemes benefit from the availability of…

Numerical Analysis · Mathematics 2026-03-17 Shiying Li , Caroline Moosmueller , Yongzhe Wang

Score estimation is the backbone of score-based generative models (SGMs), especially denoising diffusion probabilistic models (DDPMs). A key result in this area shows that with accurate score estimates, SGMs can efficiently generate samples…

Machine Learning · Statistics 2025-04-08 Sinho Chewi , Alkis Kalavasis , Anay Mehrotra , Omar Montasser

Estimating the score, i.e., the gradient of log density function, from a set of samples generated by an unknown distribution is a fundamental task in inference and learning of probabilistic models that involve flexible yet intractable…

Machine Learning · Statistics 2020-07-01 Yuhao Zhou , Jiaxin Shi , Jun Zhu

The first order derivative of a data density can be estimated efficiently by denoising score matching, and has become an important component in many applications, such as image generation and audio synthesis. Higher order derivatives…

Machine Learning · Computer Science 2021-11-09 Chenlin Meng , Yang Song , Wenzhe Li , Stefano Ermon
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