Journal of Mathematics and Statistics

A Flexible, Real-Time Algorithm for Simulating Correlated Random Fields and Its Properties

Michael A. Kouritzin, Fraser Newton and Biao Wu

DOI : 10.3844/jmssp.2017.197.208

Journal of Mathematics and Statistics

Volume 13, Issue 3

Pages 197-208


Contemporary real-time problems like CAPTCHA generation and optical character recognition can be solved effectively using correlated random fields. These random fields should be produced on a graph in order that problems of any dimension and shape can be handled. However, traditional solutions are often too slow, inaccurate or both. Herein, the Quick Simulation Random Field algorithm to produce correlated random fields on general undirected graphs is introduced. It differs from prior algorithms by completing the graph and setting the unspecified covariances to zero, which facilitates analytic study. The Quick Simulation Random Field graph distribution is derived within and the following questions are studied: (1) For which marginal pmfs and covariances will this algorithm work? (2) When does the marginal property hold, where the sub-graph distribution of an algorithm-simulated field matches the distribution of the algorithm-simulated field on the subgraph? (3) When does the permutation property hold, where the vertex simulation order does not affect the joint distribution?


© 2017 Michael A. Kouritzin, Fraser Newton and Biao Wu. This is an open access article distributed under the terms of the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original author and source are credited.