Optimal transport between determinantal point processes and application to fast simulation

11/02/2020

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by   Laurent Decreusefond, et al.

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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.