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About this paper
Mitsuki Nagai, Keisuke Yano
The authors develop proper scoring rules that connect score matching, ratio matching, and pseudolikelihood through a linear operator and a concave function. The equations induce a Stein operator. Under stated conditions, an estimator matches maximum likelihood’s asymptotic covariance if and only if its Stein and Fisher scores span the same space; the result does not guarantee efficiency for every method.
Summary by alphaXiv.
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