Asymptotic equivalence of fixed-size and varying-size determinantal point processes

被引:6
|
作者
Barthelme, Simon [1 ]
Amblard, Pierre-Olivier
Tremblay, Nicolas
机构
[1] CNRS, Gipsa Lab, Grenoble INP, 11 Rue Math,Grenoble Campus,BP46, F-38402 St Martin Dheres, France
关键词
determinantal point processes; point processes; saddlepoint approximation;
D O I
10.3150/18-BEJ1102
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
Determinantal Point Processes (DPPs) are popular models for point processes with repulsion. They appear in numerous contexts, from physics to graph theory, and display appealing theoretical properties. On the more practical side of things, since DPPs tend to select sets of points that are some distance apart (repulsion), they have been advocated as a way of producing random subsets with high diversity. DPPs come in two variants: fixed-size and varying-size. A sample from a varying-size DPP is a subset of random cardinality, while in fixed-size "k-DPPs" the cardinality is fixed. The latter makes more sense in many applications, but unfortunately their computational properties are less attractive, since, among other things, inclusion probabilities are harder to compute. In this work, we show that as the size of the ground set grows, k-DPPs and DPPs become equivalent, in the sense that fixed-order inclusion probabilities converge. As a by-product, we obtain saddlepoint formulas for inclusion probabilities in k-DPPs. These turn out to be extremely accurate, and suffer less from numerical difficulties than exact methods do. Our results also suggest that k-DPPs and DPPs also have equivalent maximum likelihood estimators. Finally, we obtain results on asymptotic approximations of elementary symmetric polynomials which may be of independent interest.
引用
收藏
页码:3555 / 3589
页数:35
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