Exact sampling of determinantal point processes without eigendecomposition

DOI10.1017/JPR.2020.56zbMath1472.60085arXiv1802.08429OpenAlexW3038078918MaRDI QIDQ5139925

Claire Launay, Bruno Galerne, Agnès Desolneux

Publication date: 11 December 2020

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1802.08429

zbMATH Keywords

thinningexact samplingdeterminantal point processCholesky decompositiongeneral marginal

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Numerical linear algebra (65F99)

Related Items (5)

A note related to the CS decomposition and the BK inequality for discrete determinantal processes ⋮ Nyström landmark sampling and regularized Christoffel functions ⋮ On simulation of continuous determinantal point processes ⋮ Probabilistic cellular automata modelling of intercellular interactions in airways: complex pattern formation in patients with chronic obstructive pulmonary disease ⋮ The cosine-sine decomposition and conditional negative correlation inequalities for determinantal processes

Uses Software

• spatstat
• DPPy
• catamari

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Stochastic ordering and thinning of point processes
• Determinantal processes and independence
• Parallel Cholesky factorization on a shared-memory multiprocessor
• Random point fields associated with certain Fredholm determinants. I: Fermion, Poisson and Boson point processes.
• Two applications of random spanning forests
• Asymptotic equivalence of fixed-size and varying-size determinantal point processes
• Eynard-Mehta theorem, Schur process, and their Pfaffian analogs
• Determinantal Point Processes for Machine Learning
• How to Get a Perfectly Random Sample from a Generic Markov Chain and Generate a Random Spanning Tree of a Directed Graph
• On a few statistical applications of determinantal point processes
• An Introduction to Numerical Analysis
• High-performance sampling of generic determinantal point processes
• Statistical Ensembles of Complex, Quaternion, and Real Matrices
• Determinantal Point Process Models and Statistical Inference
• A Review of Image Denoising Algorithms, with a New One
• [https://portal.mardi4nfdi.de/wiki/Publication:5731810 On the foundations of combinatorial theory I. Theory of M�bius Functions]

This page was built for publication: Exact sampling of determinantal point processes without eigendecomposition