Nonparametric estimation of continuous determinantal point processes with kernel methods

Title - HTML
Nom de l'orateur
Michael Fanuel
Etablissement de l'orateur
Université de Lille
Date et heure de l'exposé
30-11-2021 - 11:00:00
Lieu de l'exposé
Résumé de l'exposé

Determinantal Point Processes (DPPs) elegantly model repulsive point patterns. A natural problem is the estimation of a DPP given a few samples. Parametric and nonparametric inference methods have been studied in the finite case, i.e. when the point patterns are sampled in a finite ground set. In the continuous case, several parametric methods have been proposed but nonparametric methods have received little attention. In this talk, we discuss a nonparametric approach for continuous DPP estimation leveraging recent advances in kernel methods. We show that a restricted version of this maximum likelihood (MLE) problem falls within the scope of a recent representer theorem for nonnegative functions in a Reproducing Kernel Hilbert Space. This leads to a finite-dimensional problem, with strong statistical ties to the original MLE.

Reference: https://arxiv.org/pdf/2106.14210.pdf

comments