TY - JOUR
T1 - On simulation of continuous determinantal point processes
AU - Lavancier, Frédéric
AU - Rubak, Ege
N1 - Publisher Copyright:
© 2023, The Author(s).
PY - 2023/10
Y1 - 2023/10
N2 - 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. Importantly we show how to speed up the simulation of the widely used Fourier based projection DPPs, which arise as approximations of more general DPPs. The algorithms are implemented and published as open source software.
AB - 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. Importantly we show how to speed up the simulation of the widely used Fourier based projection DPPs, which arise as approximations of more general DPPs. The algorithms are implemented and published as open source software.
KW - Condition simulation
KW - Ginibre process
KW - Mercer decomposition
KW - Prolate spheroidal functions
KW - Spatial point process
UR - http://www.scopus.com/inward/record.url?scp=85168500372&partnerID=8YFLogxK
U2 - 10.1007/s11222-023-10272-w
DO - 10.1007/s11222-023-10272-w
M3 - Journal article
AN - SCOPUS:85168500372
SN - 0960-3174
VL - 33
JO - Statistics and Computing
JF - Statistics and Computing
IS - 45
M1 - 120
ER -