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 -DPP defined on a -dimensional domain by only taking number of steps. As an application, we design an algorithm to generate random samples from -DPPs defined by a spherical Gaussian kernel on a unit sphere in -dimensions, in time polynomial in .
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}
}