Optimal transport between determinantal point processes and application to fast simulation
Two optimal transport problems between determinantal point processes (DPP for short) are investigated. It is shown how to estimate the Kantorovitch–Rubinstein and Wasserstein-2 distances between distributions of DPP. These results are applied to evaluate the accuracy of a fast but approximate simula...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
VTeX
2021-06-01
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| Series: | Modern Stochastics: Theory and Applications |
| Online Access: | https://www.vmsta.org/doi/10.15559/21-VMSTA180 |
| Summary: | Two optimal transport problems between determinantal point processes (DPP for short) are investigated. It is shown how to estimate the Kantorovitch–Rubinstein and Wasserstein-2 distances between distributions of DPP. These results are applied to evaluate the accuracy of a fast but approximate simulation algorithm of the Ginibre point process restricted to a circle. One can now simulate in a reasonable amount of time more than ten thousands points. |
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| ISSN: | 2351-6046 2351-6054 |