Recursive equations for the predictive distributions of some determinantal processes |
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| Authors: | DM CifarelliS Fortini |
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| Institution: | Department of Decision Sciences, Bocconi University, Via Röntgen 1, 20136 Milano, Italy |
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| 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. |
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| Keywords: | 60G10 60G25 |
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