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Article Dans Une Revue The Annals of Applied Probability Année : 2023

Extended L-ensembles: A new representation for determinantal point processes

Résumé

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.

Dates et versions

hal-03359895 , version 1 (30-09-2021)

Identifiants

Citer

Nicolas Tremblay, Simon Barthelme, Konstantin Usevich, Pierre-Olivier Amblard. Extended L-ensembles: A new representation for determinantal point processes. The Annals of Applied Probability, 2023, 33 (1), pp.613-640. ⟨10.1214/22-AAP1824⟩. ⟨hal-03359895⟩
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