Recursive equations for the predictive distributions of some determinantal processes
Academic Article
Publication Date:
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.
Iris type:
01.01 Articolo in rivista
Keywords:
Determinantal processes; Predictive distributions; m-dependence; Negative association
List of contributors:
Cifarelli, DONATO MICHELE
Published in: