MST-Direct at Scale: Multivariate and Conditional Geostatistical Simulation via Sinkhorn Optimal Transport
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In three linesMST-Direct scaled to large-scale multivariate and conditional geostatistical simulation via Sinkhorn optimal transport. Addresses scalability (O(nC) memory), multivariate extension, and kriging-based conditioning. Validated on 6-variate heteroscedastic distribution, grids 200×200 and 100×100 with 200 hard-data samples. Reproduces joint distribution exactly versus PPMT approximation.Read source
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