Article Dans Une Revue Statistics and Computing Année : 2023

On simulation of continuous determinantal point processes

Résumé

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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Dates et versions

hal-03956538 , version 1 (25-01-2023)
hal-03956538 , version 2 (22-08-2023)

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Frédéric Lavancier, Ege Rubak. On simulation of continuous determinantal point processes. Statistics and Computing, 2023, 33 (120), pp.1:19. ⟨10.1007/s11222-023-10272-w⟩. ⟨hal-03956538v2⟩
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