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.
翻译:本文回顾了如何模拟连续行列式点过程(DPPs),在若干重要特殊情形下改进了当前的模拟算法,并详细说明了如何实现特定类型的条件模拟。重要的是,我们展示了如何加速广泛使用的基于傅里叶的投影DPP(其作为更一般DPP的近似而出现)的模拟。这些算法已被实现并作为开源软件发布。