文章基本信息

标题：Gaussian determinantal processes: A new model for directionality in data
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作者：Subhroshekhar Ghosh ; Philippe Rigollet
期刊名称：Proceedings of the National Academy of Sciences
印刷版ISSN：0027-8424
电子版ISSN：1091-6490
出版年度：2020
卷号：117
期号：24
页码：13207-13213
DOI：10.1073/pnas.1917151117
出版社：The National Academy of Sciences of the United States of America
摘要：Determinantal point processes (DPPs) have recently become popular tools for modeling the phenomenon of negative dependence, or repulsion, in data. However, our understanding of an analogue of a classical parametric statistical theory is rather limited for this class of models. In this work, we investigate a parametric family of Gaussian DPPs with a clearly interpretable effect of parametric modulation on the observed points. We show that parameter modulation impacts the observed points by introducing directionality in their repulsion structure, and the principal directions correspond to the directions of maximal (i.e., the most long-ranged) dependency. This model readily yields a viable alternative to principal component analysis (PCA) as a dimension reduction tool that favors directions along which the data are most spread out. This methodological contribution is complemented by a statistical analysis of a spiked model similar to that employed for covariance matrices as a framework to study PCA. These theoretical investigations unveil intriguing questions for further examination in random matrix theory, stochastic geometry, and related topics.
关键词：determinantal point processes ; spiked model ; dimension reduction