Title
A Polynomial Time MCMC Method for Sampling from Continuous DPPs.
Abstract
We study the Gibbs sampling algorithm for continuous determinantal point processes. We show that, given a warm start, the Gibbs sampler generates a random sample from a continuous $k$-DPP defined on a $d$-dimensional domain by only taking $text{poly}(k)$ number of steps. As an application, we design an algorithm to generate random samples from $k$-DPPs defined by a spherical Gaussian kernel on a unit sphere in $d$-dimensions, $mathbb{S}^{d-1}$ in time polynomial in $k,d$.
Year
Venue
Field
2018
arXiv: Learning
Applied mathematics,Mathematical optimization,Polynomial,Markov chain Monte Carlo,Point process,Sampling (statistics),Time complexity,Gaussian function,Gibbs sampling,Mathematics,Unit sphere
DocType
Volume
Citations 
Journal
abs/1810.08867
0
PageRank 
References 
Authors
0.34
0
2
Name
Order
Citations
PageRank
Shayan Oveis Gharan132326.63
A. Rezaei202.03