Related papers: Projections of determinantal point processes
Random arrangements of points in the plane, interacting only through a simple hard core exclusion, are considered. An intensity parameter controls the average density of arrangements, in analogy with the Poisson point process. It is proved…
Let $X=\{X_n: n\in \mathbb{N}\}$ be a linear process with bounded probability density function $f(x)$. Under certain conditions, we use the kernel estimator \[ \frac{2}{n(n-1)h_n} \sum_{1\le i<j\le n}K\Big(\frac{X_i-X_j}{h_n}\Big) \] to…
Interesting data often concentrate on low dimensional smooth manifolds inside a high dimensional ambient space. Random projections are a simple, powerful tool for dimensionality reduction of such data. Previous works have studied bounds on…
This survey is an introduction to positive definite kernels and the set of methods they have inspired in the machine learning literature, namely kernel methods. We first discuss some properties of positive definite kernels as well as…
We study the $L^{\infty}$ discrepancy of point sets generated by determinantal point processes on all compact, connected two-point homogeneous spaces, namely spheres and projective spaces. Using concentration inequalities and variance…
We study the relation between sweeping processes with the cone of limiting normals and projection processes. We prove the existence of solution of a perturbed sweeping process with the cone of limiting normals and of nonstationary…
The projection of sample measurements onto a reconstruction space represented by a basis on a regular grid is a powerful and simple approach to estimate a probability density function. In this paper, we focus on Riesz bases and propose a…
Examples with bound information on the regression function and density abound in many real applications. We propose a novel approach for estimating such functions by incorporating the prior knowledge on the bounds. Specially, a Gaussian…
We show that repulsive random variables can yield Monte Carlo methods with faster convergence rates than the typical $N^{-1/2}$, where $N$ is the number of integrand evaluations. More precisely, we propose stochastic numerical quadratures…
The standard Monte Carlo estimator $\widehat{I}_N^{\mathrm{MC}}$ of $\int fd\omega$ relies on independent samples from $\omega$ and has variance of order $1/N$. Replacing the samples with a determinantal point process (DPP), a repulsive…
Conformal prediction constructs a confidence set for an unobserved response of a feature vector based on previous identically distributed and exchangeable observations of responses and features. It has a coverage guarantee at any nominal…
Determinantal point processes (DPPs) are an important concept in random matrix theory and combinatorics. They have also recently attracted interest in the study of numerical methods for machine learning, as they offer an elegant "missing…
For a marked point process $\{(x_i,S_i)_{i\geq 1}\}$ with $\{x_i\in \Lambda:i\geq 1\}$ being a point process on $\Lambda \subseteq \mathbb{R}^d$ and $\{S_i\subseteq R^d:i\geq 1\}$ being random sets consider the region $C=\cup_{i\geq…
Given $N\ge2$ closed subspaces $M_1,\dotsc, M_N$ of a Hilbert space $X$, let $P_k$ denote the orthogonal projection onto $M_k$, $1\le k\le N$. It is known that the sequence $(x_n)$, defined recursively by $x_0=x$ and $x_{n+1}=P_N\cdots…
We develop a coordinate-free probabilistic framework for determinantal point processes associated with Bergman kernels on compact complex manifolds. The basic issue is that Bergman kernels are naturally line-bundle-valued:…
We consider a particle system of the squared Bessel processes with index $\nu > -1$ conditioned never to collide with each other, in which if $-1 < \nu < 0$ the origin is assumed to be reflecting. When the number of particles is finite, we…
In this paper, we will derive the first and 2nd order Wiener chaos decomposition for the multivariate linear statistics of the determinantal point processes associated with the spectral projection kernels on the unit spheres $S^d$. We will…
We consider mixture models where location parameters are a priori encouraged to be well separated. We explore a class of determinantal point process (DPP) mixture models, which provide the desired notion of separation or repulsion. Instead…
A primary goal of computer experiments is to reconstruct the function given by the computer code via scattered evaluations. Traditional isotropic Gaussian process models suffer from the curse of dimensionality, when the input dimension is…
We present a method for selecting valuable projections in computed tomography (CT) scans to enhance image reconstruction and diagnosis. The approach integrates two important factors, projection-based detectability and data completeness,…