Imputation estimators for unnormalized models with missing data

Abstract

We propose estimation methods for unnormalized models with missing data. The key concept is to combine a modern imputation technique with estimators for unnormalized models including noise contrastive estimation and score matching. Further, we derive asymptotic distributions of the proposed estimators and construct the confidence intervals. The application to truncated Gaussian graphical models with missing data shows the validity of the proposed methods.This pre-print is made available through arxiv: https://arxiv.org/abs/1903.03630.</p

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