Optimal transport between determinantal point processes and application to fast simulation

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...

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Bibliographic Details
Main Authors: Laurent Decreusefond, Guillaume Moroz
Format: Article
Language:English
Published: VTeX 2021-06-01
Series:Modern Stochastics: Theory and Applications
Online Access:https://www.vmsta.org/doi/10.15559/21-VMSTA180
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spelling doaj-852ee62c86b24105b895594bb4d732e62021-06-23T11:30:26ZengVTeXModern Stochastics: Theory and Applications2351-60462351-60542021-06-018220923710.15559/21-VMSTA180Optimal transport between determinantal point processes and application to fast simulationLaurent Decreusefond0Guillaume Moroz1LTCI, Telecom Paris, Institut polytechnique de Paris, Paris, FranceINRIA Nancy Grand-Est, Nancy, FranceTwo 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.https://www.vmsta.org/doi/10.15559/21-VMSTA180
collection DOAJ
language English
format Article
sources DOAJ
author Laurent Decreusefond
Guillaume Moroz
spellingShingle Laurent Decreusefond
Guillaume Moroz
Optimal transport between determinantal point processes and application to fast simulation
Modern Stochastics: Theory and Applications
author_facet Laurent Decreusefond
Guillaume Moroz
author_sort Laurent Decreusefond
title Optimal transport between determinantal point processes and application to fast simulation
title_short Optimal transport between determinantal point processes and application to fast simulation
title_full Optimal transport between determinantal point processes and application to fast simulation
title_fullStr Optimal transport between determinantal point processes and application to fast simulation
title_full_unstemmed Optimal transport between determinantal point processes and application to fast simulation
title_sort optimal transport between determinantal point processes and application to fast simulation
publisher VTeX
series Modern Stochastics: Theory and Applications
issn 2351-6046
2351-6054
publishDate 2021-06-01
description 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.
url https://www.vmsta.org/doi/10.15559/21-VMSTA180
work_keys_str_mv AT laurentdecreusefond optimaltransportbetweendeterminantalpointprocessesandapplicationtofastsimulation
AT guillaumemoroz optimaltransportbetweendeterminantalpointprocessesandapplicationtofastsimulation
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