Fernando Martinez, Juntao Chen, et al.
AAAI 2025
In this paper, we present a novel approach to compression of two-dimensional Gaussian random fields. We build upon a circulant embedding method to effectively decompose and generate sample realisations. By employing the structure of the resulting circulant matrix we propose a truncation algorithm that controls energy through rank and values of retained spectral components. In contrast with naive truncation, such construction ensures that the covariance matrix remains realisable. We discuss the properties and efficiency of the algorithm with numerical examples.
Fernando Martinez, Juntao Chen, et al.
AAAI 2025
Martin Charles Golumbic, Renu C. Laskar
Discrete Applied Mathematics
Shu Tezuka
WSC 1991
Naga Ayachitula, Melissa Buco, et al.
SCC 2007