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Noise contrastive estimation: asymptotic properties, formal comparison with MC-MLE

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Publication:1616322
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DOI10.1214/18-EJS1485zbMath1407.62069arXiv1801.10381OpenAlexW2897723259MaRDI QIDQ1616322

Nicolas Chopin, Lionel Riou-Durand

Publication date: 1 November 2018

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1801.10381



Mathematics Subject Classification ID

Point estimation (62F10) Monte Carlo methods (65C05)


Related Items (1)

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Cites Work

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  • Markov chains and stochastic stability
  • General state space Markov chains and MCMC algorithms
  • On the Markov chain central limit theorem
  • Basic properties of strong mixing conditions. A survey and some open questions
  • Concavity of certain maps on positive definite matrices and applications to Hadamard products
  • Maximum Likelihood Estimation for Spatial Models by Markov Chain Monte Carlo Stochastic Approximation
  • An Efficient Learning Procedure for Deep Boltzmann Machines
  • Posterior Sampling When the Normalizing Constant is Unknown
  • Variational Analysis
  • Note on the Consistency of the Maximum Likelihood Estimate
  • The Poisson transform for unnormalised statistical models


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