MST-Direct at Scale: Multivariate and Conditional Geostatistical Simulation via Sinkhorn Optimal Transport

arXiv:2606.07578v1 Announce Type: new Abstract: This paper extends MST-Direct, a Matching-via-Sinkhorn-Transport approach for multivariate geostatistical simulation, from the original bivariate, unconditional, small-grid formulation to multivariate, conditional, and large-grid settings. We address the three main limitations identified in the original work: (i) scalability beyond a few thousand nodes through a sparse, candidate-restricted Sinkhorn matcher with O(nC) memory complexity; (ii) extension to multiple variables by matching target value tuples onto an independent FFT-MA Gaussian backbo

Source: arXiv cs.LG — read the full report at the original publisher.

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