Published on Wed Jul 13 2016

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

Chengtao Li, Stefanie Jegelka, Suvrit Sra

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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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.