Fast Sampling for Strongly Rayleigh Measures with Application to   Determinantal Point Processes
  In this note we consider sampling from (non-homogeneous) strongly Rayleigh probability measures. As an important corollary, we obtain a fast mixing Markov Chain sampler for Determinantal Point Processes. 
Chengtao Li, Stefanie Jegelka, Suvrit Sra
cs.LG cs.DS math.PR stat.ML