cs.LG, math.ST, stat.TH

On two ways to use determinantal point processes for Monte Carlo integration

arXiv:2604.19698v1 Announce Type: new
Abstract: The standard Monte Carlo estimator $\widehat{I}_N^{\mathrm{MC}}$ of $\int fd\omega$ relies on independent samples from $\omega$ and has variance of order $1/N$. Replacing the samples with a determinantal…