Optimal transport between determinantal point processes and application to fast simulation

11/02/2020 ∙ by Laurent Decreusefond, et al. ∙ 0

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.

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