Monte Carlo integration of non-differentiable functions on \([0,1]^\iota\), \(\iota =1,\ldots, d\), using a single determinantal point pattern defined on \([0,1]^d\)
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Publication:2074323
DOI10.1214/21-EJS1929zbMath1483.60072arXiv2003.10323MaRDI QIDQ2074323
Adrien Mazoyer, Jean-François Coeurjolly, Pierre-Olivier Amblard
Publication date: 9 February 2022
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2003.10323
Inference from spatial processes (62M30) Design of statistical experiments (62K99) Monte Carlo methods (65C05) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
Related Items (3)
On simulation of continuous determinantal point processes ⋮ Extended L-ensembles: a new representation for determinantal point processes ⋮ On estimating the structure factor of a point process, with applications to hyperuniformity
Uses Software
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