scholarly journals Determinantal Point Process Mixtures Via Spectral Density Approach

2020 ◽  
Vol 15 (1) ◽  
pp. 187-214 ◽  
Author(s):  
Ilaria Bianchini ◽  
Alessandra Guglielmi ◽  
Fernando A. Quintana
Keyword(s):  
Spectral Density ◽  
Point Process ◽  
Determinantal Point Process

Examples of Stationary Sequences with Approximate Negative Dependence

2019 ◽  
pp. 305-318
Author(s):  
Florence Merlevède ◽  
Magda Peligrad ◽  
Sergey Utev
Keyword(s):  
Spectral Density ◽  
Point Process ◽  
Point Processes ◽  
Random Variables ◽  
Stationary Processes ◽  
Negative Dependence ◽  
Stationary Sequences ◽  
Determinantal Point Process ◽  
Dependent Random Variables ◽  
Associated Sequences

In this chapter, we treat several examples of stationary processes which are asymptotically negatively dependent and for which the results of Chapter 9 apply. Many systems in nature are complex, consisting of the contributions of several independent components. Our first examples are functions of two independent sequences, one negatively dependent and one interlaced mixing. For instance, the class of asymptotic negatively dependent random variables is used to treat functions of a determinantal point process and a Gaussian process with a positive continuous spectral density. Another example is point processes based on asymptotically negatively or positively associated sequences and displaced according to a Gaussian sequence with a positive continuous spectral density. Other examples include exchangeable processes, the weighted empirical process, and the exchangeable determinantal point process.

scholarly journals Fast optimization of cache-enabled Cloud-RAN using determinantal point process

2021 ◽  
Vol 46 ◽  
pp. 101292
Author(s):  
Ashraf Bsebsu ◽  
Gan Zheng ◽  
Sangarapillai Lambotharan
Keyword(s):  
Point Process ◽  
Determinantal Point Process ◽  
Fast Optimization ◽  
Cloud Ran

scholarly journals Couplings for determinantal point processes and their reduced Palm distributions with a view to quantifying repulsiveness

2021 ◽  
Vol 58 (2) ◽  
pp. 469-483
Author(s):  
Jesper Møller ◽  
Eliza O’Reilly
Keyword(s):  
Finite Number ◽  
Point Process ◽  
Point Processes ◽  
Parametric Models ◽  
Determinantal Point Processes ◽  
Determinantal Point Process ◽  
The Difference ◽  
Weaker Conditions ◽  
Palm Distributions

AbstractFor a determinantal point process (DPP) X with a kernel K whose spectrum is strictly less than one, André Goldman has established a coupling to its reduced Palm process $X^u$ at a point u with $K(u,u)>0$ so that, almost surely, $X^u$ is obtained by removing a finite number of points from X. We sharpen this result, assuming weaker conditions and establishing that $X^u$ can be obtained by removing at most one point from X, where we specify the distribution of the difference $\xi_u: = X\setminus X^u$. This is used to discuss the degree of repulsiveness in DPPs in terms of $\xi_u$, including Ginibre point processes and other specific parametric models for DPPs.

scholarly journals High-performance sampling of generic determinantal point processes

2020 ◽  
Vol 378 (2166) ◽  
pp. 20190059 ◽  
Author(s):  
Jack Poulson
Keyword(s):  
Point Process ◽  
Spectral Decomposition ◽  
High Performance ◽  
Point Processes ◽  
Cholesky Factorization ◽  
Determinantal Point Processes ◽  
Determinantal Point Process ◽  
Decomposition Approach ◽  
Map Inference ◽  
Sampling Schemes

Determinantal point processes (DPPs) were introduced by Macchi (Macchi 1975 Adv. Appl. Probab. 7 , 83–122) as a model for repulsive (fermionic) particle distributions. But their recent popularization is largely due to their usefulness for encouraging diversity in the final stage of a recommender system (Kulesza & Taskar 2012 Found. Trends Mach. Learn. 5 , 123–286). The standard sampling scheme for finite DPPs is a spectral decomposition followed by an equivalent of a randomly diagonally pivoted Cholesky factorization of an orthogonal projection, which is only applicable to Hermitian kernels and has an expensive set-up cost. Researchers Launay et al. 2018 ( http://arxiv.org/abs/1802.08429 ); Chen & Zhang 2018 NeurIPS ( https://papers.nips.cc/paper/7805-fast-greedy-map-inference-for-determinantal-point-process-to-improve-recommendation-diversity.pdf ) have begun to connect DPP sampling to LDL H factorizations as a means of avoiding the initial spectral decomposition, but existing approaches have only outperformed the spectral decomposition approach in special circumstances, where the number of kept modes is a small percentage of the ground set size. This article proves that trivial modifications of LU and LDL H factorizations yield efficient direct sampling schemes for non-Hermitian and Hermitian DPP kernels, respectively. Furthermore, it is experimentally shown that even dynamically scheduled, shared-memory parallelizations of high-performance dense and sparse-direct factorizations can be trivially modified to yield DPP sampling schemes with essentially identical performance. The software developed as part of this research, Catamari ( hodgestar.com/catamari ) is released under the Mozilla Public License v.2.0. It contains header-only, C++14 plus OpenMP 4.0 implementations of dense and sparse-direct, Hermitian and non-Hermitian DPP samplers. This article is part of a discussion meeting issue ‘Numerical algorithms for high-performance computational science’.

scholarly journals A note on the simulation of the Ginibre point process

2015 ◽  
Vol 52 (4) ◽  
pp. 1003-1012 ◽  
Author(s):  
Laurent Decreusefond ◽  
Ian Flint ◽  
Anais Vergne
Keyword(s):  
Point Process ◽  
Random Matrix ◽  
Point Processes ◽  
Matrix Theory ◽  
Applied Mathematics ◽  
Fixed Number ◽  
Extended Version ◽  
Determinantal Point Processes ◽  
Determinantal Point Process ◽  
Ginibre Point Process

The Ginibre point process (GPP) is one of the main examples of determinantal point processes on the complex plane. It is a recurring distribution of random matrix theory as well as a useful model in applied mathematics. In this paper we briefly overview the usual methods for the simulation of the GPP. Then we introduce a modified version of the GPP which constitutes a determinantal point process more suited for certain applications, and we detail its simulation. This modified GPP has the property of having a fixed number of points and having its support on a compact subset of the plane. See Decreusefond et al. (2013) for an extended version of this paper.

scholarly journals Determinantal point process models on the sphere

Bernoulli ◽  
2018 ◽  
Vol 24 (2) ◽  
pp. 1171-1201 ◽  
Author(s):  
Jesper Møller ◽  
Morten Nielsen ◽  
Emilio Porcu ◽  
Ege Rubak
Keyword(s):  
Point Process ◽  
Process Models ◽  
Determinantal Point Process ◽  
Point Process Models

scholarly journals Rescaled weighted determinantal random balls

2020 ◽  
Vol 24 ◽  
pp. 227-243
Author(s):  
Adrien Clarenne
Keyword(s):  
Point Process ◽  
Determinantal Point Process

We consider a collection of weighted Euclidian random balls in ℝd distributed according a determinantal point process. We perform a zoom-out procedure by shrinking the radii while increasing the number of balls. We observe that the repulsion between the balls is erased and three different regimes are obtained, the same as in the weighted Poissonian case.

Robust Neighborhood Covering Reduction with Determinantal Point Process sampling

2020 ◽  
Vol 188 ◽  
pp. 105063
Author(s):  
Xiaodong Yue ◽  
Xiao Xiao ◽  
Yufei Chen ◽  
Jin Qian
Keyword(s):  
Point Process ◽  
Determinantal Point Process
Sign in / Sign up

Export Citation Format

Share Document