20 citations · 68 across the 28 of their papers we have counts for
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stat.ML2018★ 5 cited
Analysis of Noise Contrastive Estimation from the Perspective of Asymptotic Variance
Masatoshi Uehara, Takeru Matsuda, Fumiyasu Komaki
There are many models, often called unnormalized models, whose normalizing constants are not calculated in closed form. Maximum likelihood estimation is not directly applicable to…
q-fin.PR2018★ 4 cited
Game-theoretic derivation of upper hedging prices of multivariate contingent claims and submodularity
Takeru Matsuda, Akimichi Takemura
We investigate upper and lower hedging prices of multivariate contingent claims from the viewpoint of game-theoretic probability and submodularity. By considering a game between "M…
stat.ML2018★ 1 cited
Estimation of Non-Normalized Mixture Models and Clustering Using Deep Representation
Takeru Matsuda, Aapo Hyvarinen
We develop a general method for estimating a finite mixture of non-normalized models. Here, a non-normalized model is defined to be a parametric distribution with an intractable no…