### Abstract

unexplored. We review the appealing properties of DDPs, demonstrate that

they are useful models for repulsiveness, detail a simulation procedure, and

provide freely available software for simulation and statistical inference. We

pay special attention to stationary DPPs, where we give a simple condition

ensuring their existence, construct parametric models, describe how they can

be well approximated so that the likelihood can be evaluated and realizations

can be simulated, and discuss how statistical inference is conducted using the

likelihood or moment properties.

Original language | English |
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Publisher | Department of Mathematical Sciences, Aalborg University |
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Number of pages | 47 |

Publication status | Published - May 2012 |

Series | Research Report Series |
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Number | R-2012-02 |

ISSN | 1399-2503 |

### Fingerprint

### Cite this

*Statistical aspects of determinantal point processes*. Department of Mathematical Sciences, Aalborg University. Research Report Series, No. R-2012-02

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*Statistical aspects of determinantal point processes*. Research Report Series, no. R-2012-02, Department of Mathematical Sciences, Aalborg University.

**Statistical aspects of determinantal point processes.** / Lavancier, Frédéric; Møller, Jesper; Rubak, Ege Holger.

Research output: Book/Report › Report › Research

TY - RPRT

T1 - Statistical aspects of determinantal point processes

AU - Lavancier, Frédéric

AU - Møller, Jesper

AU - Rubak, Ege Holger

PY - 2012/5

Y1 - 2012/5

N2 - The statistical aspects of determinantal point processes (DPPs) seem largelyunexplored. We review the appealing properties of DDPs, demonstrate thatthey are useful models for repulsiveness, detail a simulation procedure, andprovide freely available software for simulation and statistical inference. Wepay special attention to stationary DPPs, where we give a simple conditionensuring their existence, construct parametric models, describe how they canbe well approximated so that the likelihood can be evaluated and realizationscan be simulated, and discuss how statistical inference is conducted using thelikelihood or moment properties.

AB - The statistical aspects of determinantal point processes (DPPs) seem largelyunexplored. We review the appealing properties of DDPs, demonstrate thatthey are useful models for repulsiveness, detail a simulation procedure, andprovide freely available software for simulation and statistical inference. Wepay special attention to stationary DPPs, where we give a simple conditionensuring their existence, construct parametric models, describe how they canbe well approximated so that the likelihood can be evaluated and realizationscan be simulated, and discuss how statistical inference is conducted using thelikelihood or moment properties.

M3 - Report

BT - Statistical aspects of determinantal point processes

PB - Department of Mathematical Sciences, Aalborg University

ER -