Exact Sampling of Determinantal Point Processes without Eigendecomposition - Archive ouverte HAL
Pré-Publication, Document De Travail Année : 2018

Exact Sampling of Determinantal Point Processes without Eigendecomposition

Résumé

Determinantal point processes (DPPs) enable the modelling of repulsion: they provide diverse sets of points. This repulsion is encoded in a kernel K that we can see as a matrix storing the similarity between points. The usual algorithm to sample DPPs is exact but it uses the spectral decomposition of K, a computation that becomes costly when dealing with a high number of points. Here, we present an alternative exact algorithm that avoids the eigenvalues and the eigenvectors computation and that is, for some applications, faster than the original algorithm.
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Dates et versions

hal-01710266 , version 1 (22-02-2018)
hal-01710266 , version 2 (16-05-2018)
hal-01710266 , version 3 (30-10-2018)
hal-01710266 , version 4 (24-07-2019)
hal-01710266 , version 5 (16-05-2020)
hal-01710266 , version 6 (17-02-2021)

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Claire Launay, Bruno Galerne, Agnès Desolneux. Exact Sampling of Determinantal Point Processes without Eigendecomposition. 2018. ⟨hal-01710266v3⟩
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