MST-Direct at Scale — geostatistical simulation via optimal transport
Researchers extend MST-Direct, a Sinkhorn optimal-transport method for spatial simulation, from small grids to large-scale, multivariate, and conditioned scenarios.
• Sparse Sinkhorn matcher cuts memory from quadratic to O(nC), scaling beyond thousands of nodes
• Multi-variable support by matching value tuples to an FFT-MA Gaussian backbone with prescribed variogram
• Hard-data conditioning: fixes observed values in place, conditions the backbone via kriging