Approximate Stein Classes for Truncated Density Estimation

arXiv:2306.00602v2 Announce Type: replace-cross
Abstract: Estimating truncated density models is difficult, as these models have intractable normalising constants and hard to satisfy boundary conditions. Score matching can be adapted to solve the truncated density estimation problem, but requires a continuous weighting function which takes zero at the boundary and is positive elsewhere. Evaluation of such a weighting function (and its gradient) often requires a closed-form expression of the truncation boundary and finding a solution to a complicated optimisation problem. In …

abstract arxiv continuous cs.lg evaluation function positive solve stat.me stat.ml type