Gaussian Process Tilted Nonparametric Density Estimation using Fisher Divergence Score Matching
PositiveArtificial Intelligence
A new nonparametric density estimator based on Gaussian processes (GP) has been proposed, featuring three novel closed-form learning algorithms derived from Fisher divergence (FD) score matching. This estimator combines a base multivariate normal distribution with an exponentiated GP refinement, referred to as GP-tilted nonparametric density. The optimization for these algorithms can be solved in closed form, including basic and noise conditional versions of Fisher divergence, along with a variational inference-based alternative.
— via World Pulse Now AI Editorial System
