On simulation of continuous determinantal point processes. (English) Zbl 1523.62021
Summary: 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.
MSC:
| 62-08 | Computational methods for problems pertaining to statistics |
| 60G55 | Point processes (e.g., Poisson, Cox, Hawkes processes) |
| 62M30 | Inference from spatial processes |
| 65D20 | Computation of special functions and constants, construction of tables |
Keywords:
spatial point process; condition simulation; Ginibre process; Mercer decomposition; prolate spheroidal functionsReferences:
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