Fast Sampling for Strongly Rayleigh Measures with Application to Determinantal Point Processes
Machine Learning
2016-07-14 v1 Data Structures and Algorithms
Probability
Machine Learning
Abstract
In this note we consider sampling from (non-homogeneous) strongly Rayleigh probability measures. As an important corollary, we obtain a fast mixing Markov Chain sampler for Determinantal Point Processes.
Keywords
Cite
@article{arxiv.1607.03559,
title = {Fast Sampling for Strongly Rayleigh Measures with Application to Determinantal Point Processes},
author = {Chengtao Li and Stefanie Jegelka and Suvrit Sra},
journal= {arXiv preprint arXiv:1607.03559},
year = {2016}
}