On simulation of continuous determinantal point processes
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.
Origin : Files produced by the author(s)