Point processes and topological algebra¶
My list of publications about topological algebra¶
The latest publications¶
Read more about Optimal transport between determinantal point processes and application to fast simulation.
Optimal transport between determinantal point processes and application to fast simulation¶
The simulation of determinantal point processes by the classical algorithm introduced by Hough et al. suffer from two flaws : a large number of rejections and a huge number of computations to obtain the densities. For radially symmetric determinantal point processes, like the \(\beta\)-Ginibre or Bergman processes, we show how to overcome these two difficulties and obtain a fast approximate simulation. The errors are evaluated in Wasserstein distances and shown to be asymptotically evanescent. The code is freely available at https://gitlab.inria.fr/gmoro/point_process
Note
@article{decreusefond_moroz_2021,
author = {Laurent Decreusefond and Guillaume Moroz},
title = {Optimal transport between determinantal point processes and application to fast simulation},
journal = {Modern Stochastics: Theory and Applications},
volume = {8},
number = {2},
year = {2021},
pages = {209--237},
doi = {10.15559/21-VMSTA180},
issn = {2351-6046}}