Statistical aspects of determinantal point processes

Frédéric Lavancier, Jesper Møller, Ege Holger Rubak

Research output: Book/ReportReportResearch

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Abstract

The statistical aspects of determinantal point processes (DPPs) seem largely
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 languageEnglish
PublisherDepartment of Mathematical Sciences, Aalborg University
Number of pages47
Publication statusPublished - May 2012
SeriesResearch Report Series
NumberR-2012-02
ISSN1399-2503

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Point Process
Statistical Inference
Stationary point
Stationary Process
Parametric Model
Likelihood
Simulation
Moment
Software
Demonstrate
Model
Review

Cite this

Lavancier, F., Møller, J., & Rubak, E. H. (2012). Statistical aspects of determinantal point processes. Department of Mathematical Sciences, Aalborg University. Research Report Series, No. R-2012-02
Lavancier, Frédéric ; Møller, Jesper ; Rubak, Ege Holger. / Statistical aspects of determinantal point processes. Department of Mathematical Sciences, Aalborg University, 2012. 47 p. (Research Report Series; No. R-2012-02).
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Lavancier, F, Møller, J & Rubak, EH 2012, 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.

Department of Mathematical Sciences, Aalborg University, 2012. 47 p.

Research output: Book/ReportReportResearch

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Lavancier F, Møller J, Rubak EH. Statistical aspects of determinantal point processes. Department of Mathematical Sciences, Aalborg University, 2012. 47 p. (Research Report Series; No. R-2012-02).