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We introduce polynomial processes taking values in an arbitrary Banach space $B$ via their infinitesimal generator $L$ and the associated martingale problem. We obtain two representations of the (conditional) moments in terms of solutions…

Probability · Mathematics 2019-11-11 Christa Cuchiero , Sara Svaluto-Ferro

We prove a central limit theorem for a random field generated by d commuting probability preserving transformations; the martingale is given by a commuting filtration (cf. D. Khosnevisan, Multiparameter Processes, Springer 2002). The result…

Probability · Mathematics 2015-04-10 Dalibor Volny

Determinantal Point Process (DPPs) are statistical models for repulsive point patterns. Both sampling and inference are tractable for DPPs, a rare feature among models with negative dependence that explains their popularity in machine…

Machine Learning · Computer Science 2021-11-30 Michaël Fanuel , Rémi Bardenet

We study Fredholm determinants of a class of integral operators, whose kernels can be expressed as double contour integrals of a special type. Such Fredholm determinants appear in various random matrix and statistical physics models. We…

Mathematical Physics · Physics 2020-10-29 Mattia Cafasso , Tom Claeys , Manuela Girotti

We analyze a simple model of deterministic diffusion. The model consists of a one-dimensional periodic array of scatterers in which point particles move from cell to cell as defined by a piecewise linear map. The microscopic chaotic…

chao-dyn · Physics 2009-10-31 R. Klages , J. R. Dorfman

Determinantal point processes (DPPs) have attracted significant attention as an elegant model that is able to capture the balance between quality and diversity within sets. DPPs are parameterized by a positive semi-definite kernel matrix.…

Machine Learning · Statistics 2019-05-30 Mike Gartrell , Elvis Dohmatob , Jon Alberdi

In this paper, we present a probabilistic extension of the Fubini polynomials and numbers associated with a random variable satisfying some appropriate moment conditions. We obtain the exponential generating function and an integral…

Probability · Mathematics 2023-12-27 R. Soni , A. K. Pathak , P. Vellaisamy

We investigate how the choice of spatial point process for generating random sampling patterns affects the numerical stability of non-uniform generalized sampling between Fourier bases and Daubechies scaling functions. Specifically, we…

Applications · Statistics 2017-09-19 Robert Dahl Jacobsen , Jesper Møller , Morten Nielsen , Morten Grud Rasmussen

Determinantal point processes (DPPs) have recently proved to be a useful class of models in several areas of statistics, including spatial statistics, statistical learning and telecommunications networks. They are models for repulsive (or…

Statistics Theory · Mathematics 2016-06-07 Christophe Ange Napoléon Biscio , Frédéric Lavancier

Determinants and symmetric functions of the eigenvalues of matrices characterizing stochastic processes with indepedent increments. Relationships with Fibonacci numbers are derived.

Rings and Algebras · Mathematics 2007-05-23 Mario Catalani

Determinantal point processes (DPPs) have attracted substantial attention as an elegant probabilistic model that captures the balance between quality and diversity within sets. DPPs are conventionally parameterized by a positive…

Machine Learning · Computer Science 2020-11-16 Mike Gartrell , Victor-Emmanuel Brunel , Elvis Dohmatob , Syrine Krichene

Noncolliding Brownian motion (Dyson's Brownian motion model with parameter $\beta=2$) and noncolliding Bessel processes are determinantal processes; that is, their space-time correlation functions are represented by determinants. Under a…

Probability · Mathematics 2015-02-13 Hirofumi Osada , Hideki Tanemura

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

When the number of particles is finite, the noncolliding Brownian motion (the Dyson model) and the noncolliding squared Bessel process are determinantal diffusion processes for any deterministic initial configuration $\xi=\sum_{j \in…

Probability · Mathematics 2011-12-07 Makoto Katori , Hideki Tanemura

Symmetric determinantal point processes (DPP's) are a class of probabilistic models that encode the random selection of items that exhibit a repulsive behavior. They have attracted a lot of attention in machine learning, when returning…

Statistics Theory · Mathematics 2018-11-02 Victor-Emmanuel Brunel

Consider a finite renewal process in the sense that interrenewal times are positive i.i.d. variables and the total number of renewals is a random variable, independent of interrenewal times. A finite point process can be obtained by…

Statistics Theory · Mathematics 2012-01-06 Nelson Antunes , Vladas Pipiras

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…

Classical Analysis and ODEs · Mathematics 2026-05-22 Carlos Beltrán , Ujué Etayo , Giacomo Gigante , Pedro R. López-Gómez , Ryan W. Matzke

We investigate the eigenvalue statistics of random Bernoulli matrices, where the matrix elements are chosen independently from a binary set with equal probability. This is achieved by initiating a discrete random walk process over the space…

Mathematical Physics · Physics 2015-01-21 Christopher H. Joyner , Uzy Smilansky

Point processes model the distribution of random point sets in mathematical spaces, such as spatial and temporal domains, with applications in fields like seismology, neuroscience, and economics. Existing statistical and machine learning…

Machine Learning · Computer Science 2024-10-31 David Lüdke , Enric Rabasseda Raventós , Marcel Kollovieh , Stephan Günnemann

We define a determinantal point process on the complex projective space that reduces to the so-called spherical ensemble for complex dimension 1 under identification of the 2-sphere with the Riemann sphere. Through this determinantal point…

Classical Analysis and ODEs · Mathematics 2017-03-02 Carlos Beltrán , Ujué Etayo