Fast Determinantal Point Process Sampling with Application to Clustering

@inproceedings{Kang2013FastDP,
  title={Fast Determinantal Point Process Sampling with Application to Clustering},
  author={Byungkon Kang},
  booktitle={NIPS},
  year={2013}
}
Determinantal Point Process (DPP) has gained much populari ty for modeling sets of diverse items. The gist of DPP is that the probability of ch oosing a particular set of items is proportional to the determinant of a positive definite matrix that defines the similarity of those items. However, computing the d eterminant requires time cubic in the number of items, and is hence impractical fo r large sets. In this paper, we address this problem by constructing a rapidly mix ing Markov chain, from… CONTINUE READING
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