Determinantal point processes (DPPs) are an important concept in random matrix theory and combinatorics. They have also recently attracted interest in the study of numerical methods for machine learning, as they offer an elegant "missing link" between independent Monte Carlo sampling and deterministic evaluation on regular grids, applicable to a general set of spaces. This is helpful whenever an algorithm *explores* to reduce uncertainty, such as in active learning, Bayesian optimization, reinforcement learning, and marginalization in graphical models. To draw samples from a DPP in practice, existing literature focuses on approximate schemes of low cost, or comparably inefficient exact algorithms like rejection sampling. We point out that, for many settings of relevance to machine learning, it is also possible to draw *exact* samples from DPPs on continuous domains. We start from an intuitive example on the real line, which is then generalized to multivariate real vector spaces. We also compare to previously studied approximations, showing that exact sampling, despite higher cost, can be preferable where precision is needed.

本文介绍了行列式点过程 (Determinantal Point Processes, DPPs) 以及其在机器学习领域中的应用，比如主动学习、贝叶斯优化、强化学习和图形模型中的边缘化。同时，文章也指出了为许多与机器学习相关的设置提供了在连续域上从 DPPs 中精确采样的方法。

确定性点过程的精确采样