English

A Polynomial Time MCMC Method for Sampling from Continuous DPPs

Machine Learning 2018-10-23 v1 Data Structures and Algorithms Machine Learning

Abstract

We study the Gibbs sampling algorithm for continuous determinantal point processes. We show that, given a warm start, the Gibbs sampler generates a random sample from a continuous kk-DPP defined on a dd-dimensional domain by only taking poly(k)\text{poly}(k) number of steps. As an application, we design an algorithm to generate random samples from kk-DPPs defined by a spherical Gaussian kernel on a unit sphere in dd-dimensions, Sd1\mathbb{S}^{d-1} in time polynomial in k,dk,d.

Cite

@article{arxiv.1810.08867,
  title  = {A Polynomial Time MCMC Method for Sampling from Continuous DPPs},
  author = {Shayan Oveis Gharan and Alireza Rezaei},
  journal= {arXiv preprint arXiv:1810.08867},
  year   = {2018}
}
R2 v1 2026-06-23T04:47:04.114Z