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Optimal transport between determinantal point processes and application to fast simulation

Laurent Decreusefond 1, 2 Guillaume Moroz 3
2 RMS - Réseaux, Mobilité et Services
LTCI - Laboratoire Traitement et Communication de l'Information
3 GAMBLE - Geometric Algorithms and Models Beyond the Linear and Euclidean realm
Inria Nancy - Grand Est, LORIA - ALGO - Department of Algorithms, Computation, Image and Geometry
Abstract : We analyze several optimal transportation problems between de-terminantal point processes. We show how to estimate some of the distances between distributions of DPP they induce. We then apply these results to evaluate the accuracy of a new and fast DPP simulation algorithm. We can now simulate in a reasonable amount of time more than ten thousands points.
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https://hal.telecom-paris.fr/hal-02984323
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Submitted on : Friday, October 30, 2020 - 6:56:55 PM
Last modification on : Tuesday, October 19, 2021 - 11:16:11 AM
Long-term archiving on: : Sunday, January 31, 2021 - 6:50:58 PM

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Laurent Decreusefond, Guillaume Moroz. Optimal transport between determinantal point processes and application to fast simulation. Modern Stochastics: Theory and Applications, VTEX, 2021, 8 (2), pp.209--237. ⟨10.15559/21-VMSTA180⟩. ⟨hal-02984323⟩

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