Multivariate Analysis

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

This paper extends MST-Direct for multivariate geostatistical simulation from bivariate, unconditional, small-grid to multivariate, conditional, and large-grid settings. It tackles scalability, multiple variables, and hard-data conditioning while preserving the multivariate joint distribution.