Recursive equations for the predictive distributions of some determinantal processes

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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Bibliographic Details
Published in:Statistics & probability letters 2011-01, Vol.81 (1), p.8-15
Main Authors: Cifarelli, D.M., Fortini, S.
Format: Article
Language:English
Subjects:
[formula omitted]-dependence
Bioinformatics
Computer Science
Determinantal processes
Determinantal processes Predictive distributions m-dependence Negative association
Exact sciences and technology
General topics
Life Sciences
Mathematics
Multivariate analysis
Negative association
Predictive distributions
Probability and statistics
Probability theory and stochastic processes
Quantitative Methods
Sciences and techniques of general use
Statistics
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Description
Summary: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.
ISSN:0167-7152
1879-2103
DOI:10.1016/j.spl.2010.09.012