On simulation of continuous determinantal point processes
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Abstract: We review how to simulate continuous determinantal point processes (DPPs) and improve the current simulation algorithms in several important special cases as well as detail how certain types of conditional simulation can be carried out. Importantly we show how to speed up the simulation of the widely used Fourier based projection DPPs, which arise as approximations of more general DPPs. The algorithms are implemented and published as open source software.
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Cited in
(13)- Discrete approximations of determinantal point processes on continuous spaces: tree representations and tail triviality
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- Simulation study of dissimilarity between point processes
- A note on the simulation of the Ginibre point process
- High-performance sampling of generic determinantal point processes
- Exact sampling of determinantal point processes without eigendecomposition
- Determinantal Point Processes
- On sampling determinantal and Pfaffian point processes on a quantum computer
- On the mean projection theorem for determinantal point processes
- Bayesian clustering of high-dimensional data via latent repulsive mixtures
- A note on the exact simulation of a random eigenvalue of a \textsc{gue} matrix
- The impact of \textsf{R} on statistical science for spatial point processes
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