On simulation of continuous determinantal point processes

Frédéric Lavancier; Ege Rubak

doi:10.1007/s11222-023-10272-w

On simulation of continuous determinantal point processes

Frédéric Lavancier^*, Ege Rubak^*

^*Corresponding author for this work

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Abstract

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.

Original language	English
Article number	120
Journal	Statistics and Computing
Volume	33
Issue number	45
ISSN	0960-3174
DOIs	https://doi.org/10.1007/s11222-023-10272-w
Publication status	Published - Oct 2023

Bibliographical note

Publisher Copyright:
© 2023, The Author(s).

Keywords

Condition simulation
Ginibre process
Mercer decomposition
Prolate spheroidal functions
Spatial point process

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Open Access articleFinal published version, 942 KBLicence: CC BY 4.0

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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.

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KW - Ginibre process

KW - Mercer decomposition

KW - Prolate spheroidal functions

KW - Spatial point process

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On simulation of continuous determinantal point processes

Abstract

Bibliographical note

Keywords

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