From random matrices to Monte Carlo ...
Document type :
Autre communication scientifique (congrès sans actes - poster - séminaire...): Communication dans un congrès avec actes
Title :
From random matrices to Monte Carlo integration via Gaussian quadrature
Author(s) :
Bardenet, Remi [Auteur]
Centre de Recherche en Informatique, Signal et Automatique de Lille - UMR 9189 [CRIStAL]
Centre National de la Recherche Scientifique [CNRS]
Hardy, Adrien [Auteur]
Laboratoire Paul Painlevé - UMR 8524 [LPP]
Centre de Recherche en Informatique, Signal et Automatique de Lille - UMR 9189 [CRIStAL]
Centre National de la Recherche Scientifique [CNRS]
Hardy, Adrien [Auteur]
Laboratoire Paul Painlevé - UMR 8524 [LPP]
Conference title :
IEEE Statistical Signal processing workshop
City :
Freiburg
Country :
Allemagne
Start date of the conference :
2018
HAL domain(s) :
Mathématiques [math]/Statistiques [math.ST]
Mathématiques [math]/Probabilités [math.PR]
Sciences de l'ingénieur [physics]/Traitement du signal et de l'image [eess.SP]
Mathématiques [math]/Probabilités [math.PR]
Sciences de l'ingénieur [physics]/Traitement du signal et de l'image [eess.SP]
English abstract : [en]
We introduced in [1] a new Monte Carlo estimator that relies on determinantal point processes (DPPs). We were initially motivated by peculiar properties of results from random matrix theory. This motivation is absent from ...
Show more >We introduced in [1] a new Monte Carlo estimator that relies on determinantal point processes (DPPs). We were initially motivated by peculiar properties of results from random matrix theory. This motivation is absent from the original paper [1], so we develop it here. Then, we give a non-technical overview of the contents of [1], insisting on points that may be of interest to the statistical signal processing audience.Show less >
Show more >We introduced in [1] a new Monte Carlo estimator that relies on determinantal point processes (DPPs). We were initially motivated by peculiar properties of results from random matrix theory. This motivation is absent from the original paper [1], so we develop it here. Then, we give a non-technical overview of the contents of [1], insisting on points that may be of interest to the statistical signal processing audience.Show less >
Language :
Anglais
Peer reviewed article :
Oui
Audience :
Internationale
Popular science :
Non
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