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]

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]

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 >

Language :

Anglais

Peer reviewed article :

Oui

Audience :

Internationale

Popular science :

Non

ANR Project :

Inférence bayésienne à ressources limitées - données massives et modèles coûteux

Collections :

• Laboratoire Paul Painlevé - UMR 8524

Source :

Harvested from HAL