On Stein's Method of Moments and Generalized Score Matching
Fuente:
arXiv
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| Auteurs principaux: | , |
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| Format: | Preprint |
| Publié: |
2026
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| _version_ | 1866918325806694400 |
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| author | Kume, Alfred Walker, Stephen G. |
| author_facet | Kume, Alfred Walker, Stephen G. |
| contents | We show that a special case of method of moment estimator derived from the Stein class coincides with the class of generalized score matching estimator. Choosing a suitable weight function for generalized score matching is not straightforward. However, by placing it within the method of moment framework we can alleviate this problem by extending the Stein class to generalized method of moments. As a consequence we can work with a number of functions and hence derive generalized score matching estimators with optimal properties. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2602_06482 |
| institution | arXiv |
| publishDate | 2026 |
| record_format | arxiv |
| spellingShingle | On Stein's Method of Moments and Generalized Score Matching Kume, Alfred Walker, Stephen G. Methodology We show that a special case of method of moment estimator derived from the Stein class coincides with the class of generalized score matching estimator. Choosing a suitable weight function for generalized score matching is not straightforward. However, by placing it within the method of moment framework we can alleviate this problem by extending the Stein class to generalized method of moments. As a consequence we can work with a number of functions and hence derive generalized score matching estimators with optimal properties. |
| title | On Stein's Method of Moments and Generalized Score Matching |
| topic | Methodology |
| url | https://arxiv.org/abs/2602.06482 |