A heuristic independent particle approximation to determinantal point processes

DOI10.1007/S10915-021-01472-5MaRDI QIDQ2025874zbMATH OpenOpenAlexFDO

Authors Lexing Ying

Publication date 17 May 2021

Published in Journal of Scientific Computing (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2009.00253

zbMATH Keywords

determinantal point processfermionslocalized orbitals

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Stochastic particle methods (65C35)

Abstract: A determinantal point process is a stochastic point process that is commonly used to capture negative correlations. It has become increasingly popular in machine learning in recent years. Sampling a determinantal point process however remains a computationally intensive task. This note introduces a heuristic independent particle approximation to determinantal point processes. The approximation is based on the physical intuition of fermions and is implemented using standard numerical linear algebra routines. Sampling from this independent particle approximation can be performed at a negligible cost. Numerical results are provided to demonstrate the performance of the proposed algorithm.

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Cited in

(3)

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