arXivDaily arXiv每日学术速递 周一至周五更新
北美退伍军人节(Veterans Day),12 日无更新
arXiv 2107.06345math.STstat.TH
收藏

扩展L-系综:行列式点过程的一种新表示

Extended L-ensembles: a new representation for Determinantal Point Processes

Nicolas Tremblay, Simon Barthelmé, Konstantin Usevich, Pierre-Olivier Amblard

摘要:

行列式点过程(DPPs)是一类排斥点过程,因其相对简单而流行。它们传统上是通过它们的边缘分布来定义的,但是被称为“L-系综”的DPP子集具有易处理的似然性,因此特别容易处理。事实上,在许多应用中,DPP更自然地基于L-系综公式而不是通过边缘核来定义。不幸的是,并非所有DPP都是L-系综,但有一个统一的描述。我们在这里引入扩展的L-系综,并表明所有的DPP是扩展的L-系综(反之亦然)。扩展的L-系综具有非常简单的似然函数,包含L-系综和投影DPP作为特例。从理论的角度来看,他们修复了DPP通常形式主义中的一些病态,例如投影DPP不是L-系综的事实。从实用的角度来看,他们扩展了一组核函数,可用于定义DPP:我们表明,条件正定核是很好的候选人定义DPP,包括DPP,不需要空间尺度参数。最后,扩展的L-系综是基于所谓的“鞍点矩阵”,我们证明了柯西-比奈定理的扩展,这样的矩阵,可能是独立的利益。

英文摘要:

Determinantal point processes (DPPs) are a class of repulsive point processes, popular for their relative simplicity. They are traditionally defined via their marginal distributions, but a subset of DPPs called "L-ensembles" have tractable likelihoods and are thus particularly easy to work with. Indeed, in many applications, DPPs are more naturally defined based on the L-ensemble formulation rather than through the marginal kernel. The fact that not all DPPs are L-ensembles is unfortunate, but there is a unifying description. We introduce here extended L-ensembles, and show that all DPPs are extended L-ensembles (and vice-versa). Extended L-ensembles have very simple likelihood functions, contain L-ensembles and projection DPPs as special cases. From a theoretical standpoint, they fix some pathologies in the usual formalism of DPPs, for instance the fact that projection DPPs are not L-ensembles. From a practical standpoint, they extend the set of kernel functions that may be used to define DPPs: we show that conditional positive definite kernels are good candidates for defining DPPs, including DPPs that need no spatial scale parameter. Finally, extended L-ensembles are based on so-called ``saddle-point matrices'', and we prove an extension of the Cauchy-Binet theorem for such matrices that may be of independent interest.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

↑