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High-Dimensional Differential Parameter Inference in Exponential Family using Time Score Matching

Published in The 28th International Conference on Artificial Intelligence and Statistics (AISTATS 2025), 2025

This paper addresses differential inference in time-varying parametric probabilistic models and proposes to directly learn the time derivative of parameters via time score matching.

Recommended citation: Williams, Daniel J., Leyang Wang, Qizhen Ying, Song Liu, and Mladen Kolar. "High-Dimensional Differential Parameter Inference in Exponential Family using Time Score Matching." In The 28th International Conference on Artificial Intelligence and Statistics (AISTATS 2025).
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