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arXiv · 1607.03559

Fast Sampling for Strongly Rayleigh Measures with Application to Determinantal Point Processes

Chengtao Li·Stefanie Jegelka·Suvrit Sra
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Abstract

In this note we consider sampling from (non-homogeneous) strongly Rayleigh probability measures. As an important corollary, we obtain a fast mixing Markov Chain sampler for Determinantal Point Processes.

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Chengtao Li, Stefanie Jegelka, Suvrit Sra. 2016-07-13. Fast Sampling for Strongly Rayleigh Measures with Application to Determinantal Point Processes. https://arxiv.org/abs/1607.03559

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