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| HAL : hal-00698958, version 2 |
| arXiv : 1205.4818 |
| Fiche détaillée |  Récupérer au format |
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| Versions disponibles : | v1 (22-05-2012) | v2 (24-05-2012) |
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| Statistical aspects of determinantal point processes |
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| Frédéric Lavancier 1Jesper Møller 2 |
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| (18/05/2012) |
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| The statistical aspects of determinantal point processes (DPPs) seem largely unexplored. We review the appealing properties of DDPs, demonstrate that they are useful models for repulsiveness, detail a simulation procedure, and provide freely available software for simulation and statistical inference. We pay special attention to stationary DPPs, where we give a simple condition ensuring their existence, construct parametric models, describe how they can be well approximated so that the likelihood can be evaluated and realizations can be simulated, and discuss how statistical inference is conducted using the likelihood or moment properties. |
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| 1 : | Laboratoire de Mathématiques Jean Leray (LMJL) |
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CNRS : UMR6629 – Université de Nantes – École Centrale de Nantes |
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| 2 : | Department of Mathematical Sciences [Aalborg] |
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Aalborg University |
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| Domaine | : | Mathématiques/Statistiques Statistiques/Théorie |
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| point process density – product densities – simulation – repulsiveness – spectral approach. |
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| Liste des fichiers attachés à ce document : | |||||
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| hal-00698958, version 2 | |
| http://hal.archives-ouvertes.fr/hal-00698958 | |
| oai:hal.archives-ouvertes.fr:hal-00698958 | |
| Contributeur : Frédéric Lavancier | |
| Soumis le : Mercredi 23 Mai 2012, 14:13:03 | |
| Dernière modification le : Jeudi 24 Mai 2012, 21:47:33 | |
