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Seminar Series: Jean-Francois Couerjolly

Jean-Francois Coeurjolly
January 14, 2021
3:00 pm - 4:00 pm
Virtual Event

Title

Repulsiveness for integration (not my social program)

Presentation Link

Speaker

Jean-Francois Coeurjolly, University Grenoble Alpes - France

Abstract

Integral estimation in any dimension is an extensive topic, largely treated in the literature, with a broad range of applications. Monte-Carlo type methods arise naturally when one looks forward to quantifying/controlling the error. Many methods have already been developped: MCMC, Poisson disk sampling, QMC (and randomized versions), Bayesian quadrature, etc. In this talk, I’ll consider a different approach which consists in defining the quadrature nodes as the realization of a spatial point process. In particular I’ll show that a very specific class of determinantal point processes, a class of repulsive point patterns, has excellent properties and is able to estimate efficiently integrals for non-differentiable functions with an explicit and faster rate of convergence than current methods.