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Related papers: Efficient simulation of the Ginibre point process

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Point process modeling is gaining increasing attention, as point process type data are emerging in numerous scientific applications. In this article, motivated by a neuronal spike trains study, we propose a novel point process regression…

Methodology · Statistics 2020-12-10 Xiwei Tang , Lexin Li

Gaussian processes are an effective model class for learning unknown functions, particularly in settings where accurately representing predictive uncertainty is of key importance. Motivated by applications in the physical sciences, the…

Machine Learning · Statistics 2023-04-19 Viacheslav Borovitskiy , Alexander Terenin , Peter Mostowsky , Marc Peter Deisenroth

The interpretability of machine learning, particularly for deep neural networks, is crucial for decision making in real-world applications. One approach is replacing the un-interpretable machine learning model with a surrogate model, which…

Machine Learning · Statistics 2020-07-22 Keiichi Kisamori , Keisuke Yamazaki , Yuto Komori , Hiroshi Tokieda

Given a positive definite, bounded linear operator $A$ on the Hilbert space $\mathcal{H}_0:=l^2(E)$, we consider a reproducing kernel Hilbert space $\mathcal{H}_+$ with a reproducing kernel $A(x,y)$. Here $E$ is any countable set and…

Probability · Mathematics 2007-05-23 Hyun Jae Yoo

The elliptic Ginibre ensemble of complex non-Hermitian random matrices allows to interpolate between the rotational invariant Ginibre ensemble and the Gaussian unitary ensemble of Hermitian random matrices. It corresponds to a…

Mathematical Physics · Physics 2023-02-09 G. Akemann , M. Duits , L. D. Molag

Over the last decade several positive definite kernels have been proposed to treat spike trains as objects in Hilbert space. However, for the most part, such attempts still remain a mere curiosity for both computational neuroscientists and…

Neurons and Cognition · Quantitative Biology 2013-10-16 Il Memming Park , Sohan Seth , Antonio R. C. Paiva , Lin Li , Jose C. Principe

Determinantal point processes are point processes whose correlation functions are given by determinants of matrices. The entries of these matrices are given by one fixed function of two variables, which is called the kernel of the point…

Classical Analysis and ODEs · Mathematics 2019-06-27 Marco Stevens

We present a list of algebraic, combinatorial, and analytic mechanisms that give rise to determinantal point processes.

Probability · Mathematics 2009-11-09 Alexei Borodin

Gaussian processes regression models are an appealing machine learning method as they learn expressive non-linear models from exemplar data with minimal parameter tuning and estimate both the mean and covariance of unseen points. However,…

Machine Learning · Computer Science 2020-08-25 Vladimir Joukov , Dana Kulić

In many real-world applications we are interested in approximating costly functions that are analytically unknown, e.g. complex computer codes. An emulator provides a fast approximation of such functions relying on a limited number of…

Methodology · Statistics 2020-10-02 Hossein Mohammadi , Peter Challenor , Marc Goodfellow , Daniel Williamson

Determinantal point processes (DPPs) are well known models for diverse subset selection problems, including recommendation tasks, document summarization and image search. In this paper, we discuss a greedy deterministic adaptation of k-DPP.…

Machine Learning · Computer Science 2021-05-31 Joachim Schreurs , Michaël Fanuel , Johan A. K. Suykens

We consider determinantal point processes on the $d$-dimensional unit sphere $\mathbb S^d$. These are finite point processes exhibiting repulsiveness and with moment properties determined by a certain determinant whose entries are specified…

Methodology · Statistics 2016-07-14 Jesper Møller , Morten Nielsen , Emilio Porcu , Ege Rubak

Recently a new formulation of quantum mechanics has been suggested which describes systems by means of ensembles of classical particles provided with a sign. This novel approach mainly consists of two steps: the computation of the Wigner…

Computational Engineering, Finance, and Science · Computer Science 2018-02-14 Jean Michel Sellier

Sparse sequences of neural spikes are posited to underlie aspects of working memory, motor production, and learning. Discovering these sequences in an unsupervised manner is a longstanding problem in statistical neuroscience. Promising…

Machine Learning · Statistics 2020-10-13 Alex H. Williams , Anthony Degleris , Yixin Wang , Scott W. Linderman

The problem of drawing samples from a discrete distribution can be converted into a discrete optimization problem. In this work, we show how sampling from a continuous distribution can be converted into an optimization problem over…

Computation · Statistics 2015-01-27 Chris J. Maddison , Daniel Tarlow , Tom Minka

Temporal point processes have been widely applied to model event sequence data generated by online users. In this paper, we consider the problem of how to design the optimal control policy for point processes, such that the stochastic…

Machine Learning · Computer Science 2017-11-13 Yichen Wang , Grady Williams , Evangelos Theodorou , Le Song

We consider a dependent thinning of a regular point process with the aim of obtaining aggregation on the large scale and regularity on the small scale in the resulting target point process of retained points. Various parametric models for…

Methodology · Statistics 2015-05-28 Frédéric Lavancier , Jesper Møller

A determinantal point process (DPP) is a probabilistic model of set diversity compactly parameterized by a positive semi-definite kernel matrix. To fit a DPP to a given task, we would like to learn the entries of its kernel matrix by…

Machine Learning · Statistics 2014-11-06 Jennifer Gillenwater , Alex Kulesza , Emily Fox , Ben Taskar

Temporal point processes offer a powerful framework for sampling from discrete distributions, yet they remain underutilized in existing literature. We show how to construct, for any target multivariate count distribution with…

Computation · Statistics 2026-05-19 Cameron A. Stewart , Maneesh Sahani

A spatial point process can be characterized by an intensity function which predicts the number of events that occur across space. In this paper, we develop a method to infer predictive intensity intervals by learning a spatial model using…

Machine Learning · Statistics 2020-07-06 Muhammad Osama , Dave Zachariah , Petre Stoica