On two ways to use determinantal point processes for Monte Carlo integration

Guillaume Gautier, Rémi Bardenet, Michal Valko

The standard Monte Carlo estimator ${\hat{I}}_N^{\mathrm{MC}}$ of $\int fd\ddot{I}‰$ relies on independent samples from $\ddot{I}‰$ and has variance of order $1/N$. Replacing the samples with…