Papers
Topics
Authors
Recent
Search
2000 character limit reached

Projections of determinantal point processes

Published 7 Jan 2019 in math.PR | (1901.02099v5)

Abstract: Let $\mathbf x={x{(1)},\dots,x{(n)}}$ be a space filling-design of $n$ points defined in $[0{,}1]d$. In computer experiments, an important property seeked for $\mathbf x$ is a nice coverage of $[0{,}1]d$. This property could be desirable as well as for any projection of $\mathbf x$ onto $[0{,}1]\iota$ for $\iota<d$ . Thus we expect that $\mathbf x_I={x_I{(1)},\dots,x_I{(n)}}$, which represents the design $\mathbf x$ with coordinates associated to any index set $I\subseteq{1,\dots,d}$, remains regular in $[0{,}1]\iota$ where $\iota$ is the cardinality of $I$. This paper examines the conservation of nice coverage by projection using spatial point processes, and more specifically using the class of determinantal point processes. We provide necessary conditions on the kernel defining these processes, ensuring that the projected point process $\mathbf{X}_I$ is repulsive, in the sense that its pair correlation function is uniformly bounded by 1, for all $I\subseteq{1,\dots,d}$. We present a few examples, compare them using a new normalized version of Ripley's function. Finally, we illustrate the interest of this research for Monte-Carlo integration.

Summary

Paper to Video (Beta)

Whiteboard

No one has generated a whiteboard explanation for this paper yet.

Open Problems

We haven't generated a list of open problems mentioned in this paper yet.

Continue Learning

We haven't generated follow-up questions for this paper yet.

Collections

Sign up for free to add this paper to one or more collections.