Optimal transport between determinantal point processes and application to fast simulation
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.
- Publication:
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arXiv e-prints
- Pub Date:
- November 2020
- DOI:
- 10.48550/arXiv.2011.00822
- arXiv:
- arXiv:2011.00822
- Bibcode:
- 2020arXiv201100822D
- Keywords:
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- Computer Science - Data Structures and Algorithms;
- Mathematics - Probability