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Nov, 2020
多元点过程的噪声对比估计
Noise-Contrastive Estimation for Multivariate Point Processes
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Hongyuan Mei, Tom Wan, Jason Eisner
TL;DR
本文介绍了一种基于噪声对比估计的参数估计方法，应用在生成模型和时间多元点过程中的最大似然估计计算中，实现了更高效的优化。
Abstract
The log-likelihood of a
generative model
often involves both positive and negative terms. For a
temporal multivariate point process
, the negative term sums over all the possible event types at each time and also
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