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Related papers: Determinantal Processes and Independence

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Continuous determinantal point processes (DPPs) are a class of repulsive point processes on $\mathbb{R}^d$ with many statistical applications. Although an explicit expression of their density is known, it is too complicated to be used…

Statistics Theory · Mathematics 2022-01-24 Arnaud Poinas , Frédéric Lavancier

In this paper we present multivariate space-time fractional Poisson processes by considering common random time-changes of a (finite-dimensional) vector of independent classical (non-fractional) Poisson processes. In some cases we also…

Probability · Mathematics 2015-07-22 Luisa Beghin , Claudio Macci

Semi-parametric regression models are used in several applications which require comprehensibility without sacrificing accuracy. Typical examples are spline interpolation in geophysics, or non-linear time series problems, where the system…

Machine Learning · Computer Science 2021-03-10 Michaël Fanuel , Joachim Schreurs , Johan A. K. Suykens

We consider the noncolliding Brownian motion (BM) with $N$ particles starting from the eigenvalue distribution of Gaussian unitary ensemble (GUE) of $N \times N$ Hermitian random matrices with variance $\sigma^2$. We prove that this process…

Probability · Mathematics 2015-12-18 Makoto Katori

We introduce new families of determinantal point processes (DPPs) on a complex plane ${\mathbb{C}}$, which are classified into seven types following the irreducible reduced affine root systems, $R_N=A_{N-1}$, $B_N$, $B^{\vee}_N$, $C_N$,…

Mathematical Physics · Physics 2020-08-04 Makoto Katori

Determinantal Point Processes (DPPs) provide an elegant and versatile way to sample sets of items that balance the point-wise quality with the set-wise diversity of selected items. For this reason, they have gained prominence in many…

Machine Learning · Statistics 2019-01-09 Zelda Mariet , Yaniv Ovadia , Jasper Snoek

We study some random interlaced configurations considering the eigenvalues of the main minors of Hermitian random matrices of the classical complex Lie algebras. We claim that these random configurations are determinantal and give their…

Probability · Mathematics 2008-02-29 Manon Defosseux

We study the noncolliding random walk (RW), which is a particle system of one-dimensional, simple and symmetric RWs starting from distinct even sites and conditioned never to collide with each other. When the number of particles is finite,…

Probability · Mathematics 2015-04-03 Makoto Katori

In the first part we study critical points of random polynomials. We choose two deterministic sequences of complex numbers,whose empirical measures converge to the same probability measure in complex plane. We make a sequence of polynomials…

Probability · Mathematics 2016-05-05 Tulasi Ram Reddy

For the orthogonal-unitary and symplectic-unitary transitions in random matrix theory, the general parameter dependent distribution between two sets of eigenvalues with two different parameter values can be expressed as a quaternion…

Mesoscale and Nanoscale Physics · Physics 2009-10-31 P. J. Forrester , T. Nagao , G. Honner

We give necessary and sufficient conditions for existence and infinite divisibility of $\alpha$-determinantal processes. For that purpose we use results on negative binomial and ordinary binomial multivariate distributions.

Probability · Mathematics 2015-10-15 Franck Maunoury

A central paradigm behind process semantics based on observability and testing is that the exact moment of occurring of an internal nondeterministic choice is unobservable. It is natural, therefore, for this property to hold when the…

Logic in Computer Science · Computer Science 2009-07-10 Sonja Georgievska , Suzana Andova

We give general sufficient conditions to prove the convergence of marked point processes that keep record of the occurrence of rare events and of their impact for non-autonomous dynamical systems. We apply the results to sequential…

Dynamical Systems · Mathematics 2019-04-12 Ana Cristina Moreira Freitas , Jorge Milhazes Freitas , Mário Magalhães , Sandro Vaienti

As was noted already by A. N. Kolmogorov, any random variable has a Bernoulli component. This observation provides a tool for the extension of results which are known for Bernoulli random variables to arbitrary distributions. Two…

Probability · Mathematics 2010-10-26 Michael Aizenman , Francois Germinet , Abel Klein , Simone Warzel

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

Let $H_n$ be the row space of a signed adjacency matrix of a $C_4$-free bipartite bi-regular graph in which one part has degree $d(n)\to\infty$ and the other part has degree $k+1$ where $k\geq 1$ is a fixed integer. We show that the local…

Probability · Mathematics 2025-10-23 Asaf Nachmias , Yuval Peled

A deterministic walk in a random environment can be understood as a general random process with finite-range dependence that starts repeating a loop once it reaches a site it has visited before. Such process lacks the Markov property. We…

Probability · Mathematics 2012-10-15 Ivan Matic

Determinantal point processes (DPPs) are popular probabilistic models of diversity. In this paper, we investigate DPPs from a new perspective: property testing of distributions. Given sample access to an unknown distribution $q$ over the…

Machine Learning · Computer Science 2020-08-11 Khashayar Gatmiry , Maryam Aliakbarpour , Stefanie Jegelka

We derive an integration by parts formula for functionals of determinantal processes on compact sets, completing the arguments of [4]. This is used to show the existence of a configuration-valued diffusion process which is non-colliding and…

Probability · Mathematics 2015-09-30 Laurent Decreusefond , Ian Flint , Nicolas Privault , Giovanni Luca Torrisi

The main result of this paper is that determinantal point processes on the real line corresponding to projection operators with integrable kernels are quasi-invariant, in the continuous case, under the group of diffeomorphisms with compact…

Probability · Mathematics 2016-12-01 Alexander I. Bufetov