Aapo Hyvärinen: Publications

Publications by topic

Publications front page

Home page

Estimation theory

[These papers propose principles for estimation of statistical models, especially non-normalized ones, a.k.a. energy-based models.]

Review on the topic

M. U. Gutmann and A. Hyvärinen. Estimation of unnormalized statistical models without numerical integration. Proc. Int. Workshop on Information-Theoretic Methods in Science and Engineering, Tokyo, Japan, 2013.

Noise-contrastive estimation

M. Gutmann and A. Hyvärinen. Noise-Contrastive Estimation of Unnormalized Statistical Models, with Applications to Natural Image Statistics, J. Machine Learning Research 13:307-361, 2012.
pdf  Matlab code
[The fundamental paper first proposing NCE, based on our AISTATS2010 paper. NCE is one of our two fundamental methods for estimating statistical models when the normalization constant (partition function) is not known.]

O. Chehab, A. Hyvärinen, and A. Risteski. Provable benefits of annealing for estimating normalizing constants: Importance Sampling, Noise-Contrastive Estimation, and beyond. NeurIPS 2023.
[Analyzes optimality of methods related to importance sampling and NCE for estimatint the partition function.]

O. Chehab, A. Gramfort and A. Hyvärinen. The Optimal Noise in Noise-Contrastive Estimation Is Not What You Think. UAI 2022.
[Analysis of how to choose the noise in noise-contrastive estimation from the viewpoint of statistical optimality.]

M. Pihlaja, M. Gutmann and A. Hyvärinen. A Family of Computationally Efficient and Simple Estimators for Unnormalized Statistical Models. Proc. UAI2010.
[Generalizes NCE and shows its connection to importance sampling. ]

M. Gutmann and A. Hyvärinen. Learning features by contrasting natural images with noise. Proc. Int. Conf. on Artificial Neural Networks (ICANN2009), Limassol, Cyprus, 2009.
[The very first paper on noise-contrastive estimation. Proposed it from a very intuitive viewpoint.]

Score matching

A. Hyvärinen. Estimation of non-normalized statistical models using score matching. Journal of Machine Learning Research, 6:695--709, 2005.
pdf  errata
[The original paper on score matching: A computationally simple yet consistent method for estimating statistical models when the normalization constant (partition function) is not known. ]

A. Hyvärinen. Some extensions of score matching. Computational Statistics & Data Analysis, 51:2499-2512, 2007.
[Extends score matching to binary data and non-negative data, and shows that the estimator can be obtained in closed form for exponential families.]

A. Hyvärinen. Connections between score matching, contrastive divergence, and pseudolikelihood for continuous-valued variables. IEEE Transactions on Neural Networks, 18(5):1529-1531, 2007.
pdf  gzipped ps 
[Shows how score matching can be viewed as a deterministic first-order approximation of contrastive divergence.]

A. Hyvärinen. Optimal approximation of signal priors. Neural Computation, 20:3087-3110, 2008.
pdf  gzipped ps 
[Shows that the optimal method for estimating a prior model (e.g. of natural images) for Bayesian inference (e.g. denoising) is not maximum likelihood, but score matching and some of its generalizations.]

A. Hyvärinen. Estimation theory and information geometry based on denoising. Proc. Workshop on Information Theory in Science and Engineering, Tampere, Finland, 2008.
[A short review of the theory of score matching, although from a very abstract viewpoint.]


T. Matsuda, M. Uehara, and A. Hyvärinen. Information criteria for non-normalized models. JMLR, 22: 1-33, 2021