Denoising Score Matching via Random Fourier Features

@article{Olga2021DenoisingSM,
  title={Denoising Score Matching via Random Fourier Features},
  author={Tsimboy Olga and Yermek Kapushev and Evgeny Burnaev and I. Oseledets},
  journal={IEEE Access},
  year={2021},
  volume={10},
  pages={34154-34169}
}
The density estimation is one of the core problems in statistics. Despite this, existing techniques like maximum likelihood estimation are computationally inefficient in case of complex parametric families due to the intractability of the normalizing constant. For this reason, an interest in score matching has increased, being independent on the normalizing constant. However, such an estimator is consistent only for distributions with the full space support. One of the approaches to make it… 

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