Fast Sampling for Strongly Rayleigh Measures with Application to Determinantal Point Processes
arXiv:1607.03559v16 citations
Originality Incremental advance
AI Analysis
This provides an efficient sampling method for researchers and practitioners working with Determinantal Point Processes, though it appears incremental as it builds on existing strongly Rayleigh measures.
The paper tackles the problem of sampling from strongly Rayleigh probability measures, resulting in a fast mixing Markov Chain sampler for Determinantal Point Processes.
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.