This paper provides recursive equations for the predictive distributions of one-dependent and two-dependent determinantal processes. Fixed order recursive equations can be applied both to efficiently simulate trajectories and to explore properties of the process.

Recursive equations for the predictive distributions of some determinantal processes

2011

Abstract

This paper provides recursive equations for the predictive distributions of one-dependent and two-dependent determinantal processes. Fixed order recursive equations can be applied both to efficiently simulate trajectories and to explore properties of the process.
2011
Istituto di Matematica Applicata e Tecnologie Informatiche - IMATI -
Determinantal processes
Predictive distributions
m-dependence
Negative association
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/20.500.14243/44343
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