Generalizing two DPP-based Monte Carlo estimators to continuous domains provides variance rates of O(N^{-(1+1/d)}) for a fixed DPP method and O(1/N) for a tailored DPP method, along with new sampling algorithms.
arXiv , arxivId =:1203.4523 , file =
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On two ways to use determinantal point processes for Monte Carlo integration
Generalizing two DPP-based Monte Carlo estimators to continuous domains provides variance rates of O(N^{-(1+1/d)}) for a fixed DPP method and O(1/N) for a tailored DPP method, along with new sampling algorithms.