Jun 14, 2019
This paper focuses on Monte Carlo integration with determinantal point processes (DPPs) which enforce negative dependence between quadrature nodes. We survey the properties of two unbiased Monte Carlo estimators of the integral of inter- est: a direct one proposed by Bardenet & Hardy (2016) and a less obvious 60-year-old estimator by Ermakov & Zolotukhin (1960) that actually also relies on DPPs. We provide an efficient implementation to sample exactly a particular multidimensional DPP called multivariate Jacobi ensemble. This let us investigate the behavior of both estimators on toy problems in yet unexplored regimes.
The International Conference on Machine Learning (ICML) is the premier gathering of professionals dedicated to the advancement of the branch of artificial intelligence known as machine learning. ICML is globally renowned for presenting and publishing cutting-edge research on all aspects of machine learning used in closely related areas like artificial intelligence, statistics and data science, as well as important application areas such as machine vision, computational biology, speech recognition, and robotics. ICML is one of the fastest growing artificial intelligence conferences in the world. Participants at ICML span a wide range of backgrounds, from academic and industrial researchers, to entrepreneurs and engineers, to graduate students and postdocs.
Ewigspeicher-Fortschrittswert: 0 = 0.0%
Präsentationen, deren Thema, Kategorie oder Sprecher:in ähnlich sind