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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

Denoising Score Matching estimates the score of a noised version of a target distribution by minimizing a regression loss and is widely used to train the popular class of Denoising Diffusion Models. A well known limitation of Denoising…

Machine Learning · Computer Science 2024-02-14 Valentin De Bortoli , Michael Hutchinson , Peter Wirnsberger , Arnaud Doucet

Simulation of conditioned diffusion processes is an essential tool in inference for stochastic processes, data imputation, generative modelling, and geometric statistics. Whilst simulating diffusion bridge processes is already difficult on…

Probability · Mathematics 2024-04-24 Erlend Grong , Karen Habermann , Stefan Sommer

The analysis of a truncated sample can be hindered by censoring. Survival information may be lost to follow-up or the birthdate may be missing. The data can still be modeled as a truncated point process and it is close to a Poisson process,…

Methodology · Statistics 2025-08-12 Fiete Sieg , Anne-Marie Toparkus , Rafael Weissbach

There has been an emerging trend in non-Euclidean statistical analysis of aiming to recover a low dimensional structure, namely a manifold, underlying the high dimensional data. Recovering the manifold requires the noise to be of certain…

Machine Learning · Statistics 2024-06-11 Zhigang Yao , Yuqing Xia

Diffusion models often generate novel samples even when the learned score is only \emph{coarse} -- a phenomenon not accounted for by the standard view of diffusion training as density estimation. In this paper, we show that, under the…

Machine Learning · Computer Science 2026-03-26 Zebang Shen , Ya-Ping Hsieh , Niao He

The recent, impressive advances in algorithmic generation of high-fidelity image, audio, and video are largely due to great successes in score-based diffusion models. A key implementing step is score matching, that is, the estimation of the…

Machine Learning · Statistics 2024-09-12 Zehao Dou , Subhodh Kotekal , Zhehao Xu , Harrison H. Zhou

This paper develops an analytical method of truncating inequality constrained Gaussian distributed variables where the constraints are themselves described by Gaussian distributions. Existing truncation methods either assume hard…

Systems and Control · Computer Science 2016-06-08 Andrew W. Palmer , Andrew J. Hill , Steven J. Scheding

This article considers exponential families of truncated multivariate normal distributions with one-sided truncation for some or all coordinates. We observe that if all components are one-sided truncated then this family is not full. The…

Statistics Theory · Mathematics 2025-07-02 Michael Levine , Donald Richards , Jianxi Su

Motivated by a recent result of Daskalakis et al. 2018, we analyze the population version of Expectation-Maximization (EM) algorithm for the case of \textit{truncated} mixtures of two Gaussians. Truncated samples from a $d$-dimensional…

Machine Learning · Computer Science 2020-05-12 Sai Ganesh Nagarajan , Ioannis Panageas

This paper considers approximately sparse signal and low-rank matrix's recovery via truncated norm minimization $\min_{x}\|x_T\|_q$ and $\min_{X}\|X_T\|_{S_q}$ from noisy measurements. We first introduce truncated sparse approximation…

Information Theory · Computer Science 2021-05-28 Wengu Chen , Peng Li

In directional statistics, the von Mises-Fisher (vMF) distribution is one of the most basic and popular probability distributions for data on the unit hypersphere. Recently, the spherical normal (SN) distribution was proposed as an…

Methodology · Statistics 2022-02-28 Kisung You

We introduce a consistent estimator of the extreme value index under random truncation based on a single sample fraction of top observations from truncated and truncation data. We establish the asymptotic normality of the proposed estimator…

Statistics Theory · Mathematics 2015-03-02 S. Benchaira , D. Meraghni , A. Necir

A non trivial problem that arises in several applications is the estimation of the mean of a truncated normal distribution. In this paper, an iterative deterministic scheme for approximating this mean is proposed. It has been inspired from…

Score matching estimators have gained widespread attention in recent years partly because they are free from calculating the integral of normalizing constant, thereby addressing the computational challenges in maximum likelihood estimation…

Machine Learning · Statistics 2024-10-08 Haoqun Cao , Zizhuo Meng , Tianjun Ke , Feng Zhou

Recent advances in diffusion models have demonstrated their remarkable ability to capture complex image distributions, but the geometric properties of the learned data manifold remain poorly understood. We address this gap by introducing a…

Machine Learning · Computer Science 2025-10-13 Simone Azeglio , Arianna Di Bernardo

Analyzing high-dimensional data with manifold learning algorithms often requires searching for the nearest neighbors of all observations. This presents a computational bottleneck in statistical manifold learning when observations of…

Machine Learning · Computer Science 2022-03-11 Fan Cheng , Anastasios Panagiotelis , Rob J Hyndman

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

Fusion and inference from multiple and massive disparate data sources - the requirement for our most challenging data analysis problems and the goal of our most ambitious statistical pattern recognition methodologies - -has many and varied…

Methodology · Statistics 2011-12-26 Carey E. Priebe , David J. Marchette , Zhiliang Ma , Sancar Adali