Estimation of Non-normalized Statistical Models

Abstract

Statistical models are often based on non-normalized probability densities. That is, the model contains an unknown normalization constant whose computation is too difficult for practical purposes. Such models were encountered, for example, in Sects. 13.1.5 and 13.1.7. Maximum likelihood estimation is not possible without computation of the normalization constant. In this chapter, we show how such models can be estimated using a different estimation method. It is not necessary to know this material to understand the developments in this book; this is meant as supplementary material.