On simulation of continuous determinantal point processes

被引：0
|
作者：
Frédéric Lavancier
Ege Rubak
机构：
[1] Laboratoire de Mathématiques Jean Leray,Department of Mathematical Sciences
[2] CREST-ENSAI,undefined
[3] UMR CNRS 9194,undefined
[4] Aalborg University,undefined
来源：
Statistics and Computing | 2023年 / 33卷
关键词：
Spatial point process; Condition simulation; Ginibre process; Mercer decomposition; Prolate spheroidal functions;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
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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