A Statistical Inference Framework for PMI Estimation and SGNS Word Embeddings

Zhongqi Fan

Pointwise Mutual Information (PMI) is a core measure of testing word association, and Skip-gram with Negative Sampling (SGNS) is essentially a method that implicitly factorizes a shifted PMI matrix. However, a systematic and well-rounded characterization of finite-sample uncertainty in PMI estimation remains absent and imperative to venture into. We provide a statistical framework for PMI estimation and its connection to SGNS. We prove consistency, asymptotic unbiasedness, and asymptotic normality of the empirical PMI estimator, derive its variance via the Delta method, and, applying stochastic approximation theory, obtain a variance decomposition for SGNS-based PMI estimation that separates data variance from optimization variance. Simulation experiments validate the Delta method approximation. Real-data experiments on the Brown Corpus (d = 100) reveal that SGNS systematically deviates from the theoretical relationship PMI + log K. The empirical relationship shows an attenuated PMI coefficient, an amplified log K effect, and a positive intercept, indicating systematic bias. Word analogy validation confirms the models are effective. The failure to validate the variance…