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We review how to simulate continuous determinantal point processes (DPPs) and improve the current simulation algorithms in several important special cases as well as detail how certain types of conditional simulation can be carried out.…

Methodology · Statistics 2023-08-23 Frédéric Lavancier , Ege Rubak

Determinantal points processes are a promising but relatively under-developed tool in machine learning and statistical modelling, being the canonical statistical example of distributions with repulsion. While their mathematical formulation…

Machine Learning · Computer Science 2022-03-31 Nicholas P Baskerville

The goal of this paper is to quantitatively describe some statistical properties of higher-dimensional determinantal point processes with a primary focus on the nearest-neighbor distribution functions. Toward this end, we express these…

Statistical Mechanics · Physics 2009-11-13 A. Scardicchio , C. E. Zachary , S. Torquato

Data collection and labeling is one of the main challenges in employing machine learning algorithms in a variety of real-world applications with limited data. While active learning methods attempt to tackle this issue by labeling only the…

Machine Learning · Computer Science 2019-06-20 Erdem Bıyık , Kenneth Wang , Nima Anari , Dorsa Sadigh

When faced with a data set too large to be processed all at once, an obvious solution is to retain only part of it. In practice this takes a wide variety of different forms, and among them "coresets" are especially appealing. A coreset is a…

Machine Learning · Statistics 2020-01-07 Nicolas Tremblay , Simon Barthelmé , Pierre-Olivier Amblard

Randomized Numerical Linear Algebra (RandNLA) uses randomness to develop improved algorithms for matrix problems that arise in scientific computing, data science, machine learning, etc. Determinantal Point Processes (DPPs), a seemingly…

Data Structures and Algorithms · Computer Science 2020-05-08 Michał Dereziński , Michael W. Mahoney

Determinantal point processes (DPPs) have received significant attention as an elegant probabilistic model for discrete subset selection. Most prior work on DPP learning focuses on maximum likelihood estimation (MLE). While efficient and…

Machine Learning · Computer Science 2020-11-20 Lucas Anquetil , Mike Gartrell , Alain Rakotomamonjy , Ugo Tanielian , Clément Calauzènes

Determinantal point processes (DPPs) offer a powerful approach to modeling diversity in many applications where the goal is to select a diverse subset. We study the problem of learning the parameters (the kernel matrix) of a DPP from…

Machine Learning · Statistics 2014-11-10 Boqing Gong , Wei-lun Chao , Kristen Grauman , Fei Sha

Determinantal point processes have arisen in diverse settings in recent years and have been investigated intensively. We study basic combinatorial and probabilistic aspects in the discrete case. Our main results concern relationships with…

Probability · Mathematics 2010-04-27 Russell Lyons

We discuss several examples of point processes (all taken from Hough, Krishnapur, Peres, Vir\'ag (2009)) for which the autocorrelation and diffraction measures can be calculated explicitly. These include certain classes of determinantal and…

Mathematical Physics · Physics 2015-07-22 Michael Baake , Holger Kösters , Robert V. Moody

Determinantal point processes (DPPs) are specific probability distributions over clouds of points that are used as models and computational tools across physics, probability, statistics, and more recently machine learning. Sampling from…

Machine Learning · Computer Science 2022-03-22 Guillaume Gautier , Guillermo Polito , Rémi Bardenet , Michal Valko

Determinantal point processes (DPPs) are well-suited for modeling repulsion and have proven useful in many applications where diversity is desired. While DPPs have many appealing properties, such as efficient sampling, learning the…

Machine Learning · Statistics 2014-02-21 Raja Hafiz Affandi , Emily B. Fox , Ryan P. Adams , Ben Taskar

The $\alpha$-determinant is a one-parameter generalisation of the standard determinant, with $\alpha=-1$ corresponding to the determinant, and $\alpha=1$ corresponding to the permanent. In this paper a simple limit procedure to construct…

Mathematical Physics · Physics 2019-06-07 Fabio Deelan Cunden , Satya N. Majumdar , Neil O'Connell

Determinantal process is a dynamical extension of a determinantal point process such that any spatio-temporal correlation function is given by a determinant specified by a single continuous function called the correlation kernel.…

Probability · Mathematics 2013-07-10 Makoto Katori

Determinantal point processes are models for regular spatial point patterns, with appealing probabilistic properties. We present their spatio-temporal counterparts and give examples of these models, based on spatio-temporal covariance…

Statistics Theory · Mathematics 2023-01-09 Nafiseh Vafaei , Mohammad Ghorbani , Masoud Ganji , Mari Myllymäki

Statistical models and methods for determinantal point processes (DPPs) seem largely unexplored. We demonstrate that DPPs provide useful models for the description of spatial point pattern datasets where nearby points repel each other. Such…

Statistics Theory · Mathematics 2016-04-28 Frédéric Lavancier , Jesper Møller , Ege Rubak

Consider $K$ processes, each generating a sequence of identical and independent random variables. The probability measures of these processes have random parameters that must be estimated. Specifically, they share a parameter $\theta$…

Machine Learning · Computer Science 2022-10-12 Arpan Mukherjee , Ali Tajer , Pin-Yu Chen , Payel Das

The logarithmic derivative of a point process plays a key role in the general approach, due to the third author, to constructing diffusions preserving a given point process. In this paper we explicitly compute the logarithmic derivative for…

Probability · Mathematics 2017-07-07 Alexander I. Bufetov , Andrey V. Dymov , Hirofumi Osada

For a broad class of point processes, including determinantal point processes, we construct associated marked and conditional ensembles, which allow to study a random configuration in the point process, based on information about a randomly…

Probability · Mathematics 2022-11-01 Tom Claeys , Gabriel Glesner

A sequence of approximations for the determinant and its logarithm of a complex matrixis derived, along with relative error bounds. The determinant approximations are derived from expansions of det(X)=exp(trace(log(X))), and they apply to…

Numerical Analysis · Mathematics 2011-05-04 Ilse C. F. Ipsen , Dean J. Lee