Monte Carlo integration of non-differentiable functions on $[0,1{]}^{\iota }$, $\iota =1,\dots ,d$, using a single determinantal point pattern defined on $[0,1{]}^d$

Jean-François Coeurjolly, Adrien Mazoyer, Pierre-Olivier Amblard

This paper concerns the use of a particular class of determinantal point processes (DPP), a class of repulsive spatial point processes, for Monte Carlo integration. Let $d\ge 1$, $…