High-performance sampling of generic determinantal point processes

DOI10.1098/rsta.2019.0059zbMath1470.60132arXiv1905.00165OpenAlexW3000141976WikidataQ92754293 ScholiaQ92754293MaRDI QIDQ4993509

Jack Poulson

Publication date: 15 June 2021

Published in: Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1905.00165

zbMATH Keywords

computational mathematicsfactorizationparallelstatisticshigh-performance computingdeterminantal point processesKasteleynnon-Hermitiansparse-direct

Mathematics Subject Classification ID

Theory of languages and software systems (knowledge-based systems, expert systems, etc.) for artificial intelligence (68T35) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Numerical linear algebra (65F99)

Related Items (5)

Unnamed Item ⋮ Nyström landmark sampling and regularized Christoffel functions ⋮ On simulation of continuous determinantal point processes ⋮ Exact sampling of determinantal point processes without eigendecomposition ⋮ catamari

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