Estimation of Non-Normalized Mixture Models

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Takeru Matsuda, Aapo Hyvärinen ;
Proceedings of Machine Learning Research, PMLR 89:2555-2563, 2019.

Abstract

We develop a general method for estimating a finite mixture of non-normalized models. A non-normalized model is defined to be a parametric distribution with an intractable normalization constant. Existing methods for estimating non-normalized models without computing the normalization constant are not applicable to mixture models because they contain more than one intractable normalization constant. The proposed method is derived by extending noise contrastive estimation (NCE), which estimates non-normalized models by discriminating between the observed data and some artificially generated noise. In particular, the proposed method provides a probabilistically principled clustering method that is able to utilize a deep representation. Applications to clustering of natural images and neuroimaging data give promising results.

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