Symbolic Density Estimation for Discrete Distributions

Density estimation is a central primitive in probabilistic modeling, yet continuous, discrete, and mixed-variable domains are often treated by separate objectives, limiting the ability to exploit a common statistical structure across data types. Continuous score-based methods rely on log-density gradients, while discrete extensions typically use concrete score whose unbounded targets become unstable near low-probability states. We introduce Constant-Target Energy Matching (CTEM), a unified energy-based framework for density estimation on general state spaces. CTEM replaces ordinary density-ratio regression with a bounded energy-difference transform and derives from it a sample-only training objective with the constant target 1. The learned scalar potential recovers log p without partition-function estimation or explicit unbounded ratio regression. Across continuous, discrete, and mixed-variable benchmarks, CTEM substantially improves density estimation over competitive baselines and yields higher-quality samples under standard sampling procedures.

We revisit the classical problem of estimating an unknown distribution from its samples by fitting a mixture model that minimizes cross-entropy loss. Framing the task as a stochastic convex optimization problem over the space of $M$-component mixture distributions, we propose a family of estimators derived from the stochastic mirror descent (SMD) algorithm. This optimization-based approach provides a principled and flexible framework that generalizes traditional estimators and proposes a variety of novel estimators through the choice of Bregman divergences. A key advantage of our method is that it scales efficiently with the number of candidate components $f_i$; that is, one can employ a large set of basis distributions in the mixture model without incurring significant computational overhead. This enables richer approximations and improved estimation accuracy. Moreover, in the case of categorical distribution (discrete outcomes) our estimators do not require a strict lower bound, in other words our framework does not require the precise knowledge of the support of the distribution. We demonstrate that, under mild conditions, the proposed $\varphi$-SMD estimators achieve near-optimal convergence rates in both Kullback-Leibler (KL) divergence and $\ell_2$-norm and offer practical benefits when computation is expensive. Our numerical analysis highlights improved performance guaranties over classical estimators, particularly in terms of sample efficiency and scalability.

Density estimation underlies many unsupervised tasks on tabular data such as anomaly detection, out-of-distribution detection, and data augmentation. Although all these problems reduce to questions about where probability mass lies, they are typically solved individually by fitting a separate model to each dataset, with its own hyperparameters and tuning budget. We introduce ICED, an in-context, energy-based density estimator that removes this per-dataset cost. ICED is a transformer-based model pretrained once on a synthetic prior built specifically for density estimation under an objective that fits log-density where it is informative and preserves its ordering elsewhere. In the inference, it reads a dataset as context and returns an unnormalized log-density for any query point in a single forward pass, with no fitting, sampling, or hyperparameter selection. A single frozen ICED model then drives four tasks usually handled by four specialized pipelines: density estimation, out-of-distribution detection, unsupervised anomaly detection, and generative augmentation. Across all four, it is competitive with the strongest task-specific method, while being the only approach that needs no retraining, no tuning, and no labels to move between them. The code is available at https://github.com/gmum/iced.