MST-Direct: Matching via Sinkhorn Transport for Multivariate Geostatistical Simulation with Complex Non-Linear Dependencies

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 backbone that reproduces a prescribed variogram; and (iii) hard-data conditioning by fixing observed data tuples at their spatial locations while conditioning the backbone through kriging. Because the transport plan remains a permutation of the target tuples, the multivariate joint distribution is preserved exactly. The method is validated using the same six-variate, heteroscedastic, strongly nonlinear reference distribution employed in Direct Multivariate Simulation (DMS), under both unconditional (200x200) and conditional (100x100, 200 hard-data samples) scenarios, and is benchmarked against the Projection Pursuit Multivariate Transform (PPMT). Results show that MST-Direct reproduces the joint distribution with zero histogram error, exactly honours hard data, and accurately reproduces the prescribed spatial correlation structure, whereas PPMT remains an approximation. Index Terms-Optimal transport, Sinkhorn algorithm, geostatistical simulation, multivariate simulation.

Nonstationary Gaussian processes (GPs) are essential for modeling complex, locally heterogeneous spatial data. A common modeling approach is the spatial deformation method that warps the domain to recover isotropy. However, this static method does not account for changes in spatial correlation induced by covariates, limiting its ability to predict nonstationary GPs under new covariate conditions. To enable predictive modeling of the deformation method, we propose to model the spatial deformation as a function of covariates. The spaces of diffeomorphic deformations and Euclidean covariate vectors are connected by characterizing deformations as generated by velocity fields living in a Lie algebra. To overcome the estimation instability caused by high-order interactions between multiple covariates in a general Lie algebra, we prove that those interactions can be truncated with a moderate physical assumption. Based on the theoretical results, a concise functional form of deformations driven by multiple covariates can be established, and an efficient estimation-inference algorithm is developed for out-of-sample nonstationary GP prediction with limited covariate-deformation sample pairs. The effectiveness and generalizability of the method are demonstrated on a simulation study and two case studies, in the fields of manufacturing and geostatistics, respectively.

In this thesis I develop methods for statistical inference when the distributions arising from complex biological systems are multi-modal, geometrically structured, and sometimes only defined up to a normalizing constant. I start from variational inference and, when analytic update equations are unavailable, move to black-box variational inference. To build intuition regarding inference challenges and the proposed methodologies, I introduce a novel unnormalized target density (the CoLN distribution) and reuse it as a controlled test case in the kappa. I then trace a trajectory of increasingly expressive approximations: ensembles evaluated with the multiple importance sampling ELBO (Paper A) and variational mixtures that automate component cooperation and exploration (Paper B). Because expressivity comes at a cost, I develop efficient mixture learning ideas, including Monte Carlo objective estimators to scale mixture learning more efficiently (Paper C). As a new result in the kappa, I overturn a three decades long misconception regarding the potential performance benefits of using mixtures in variational inference. Finally, I move from variational inference to flow matching, where I address the need for specialized treatment of interpolant learning in multi-marginal settings (Paper D). By combining insights from Papers A-D, I derive in Section 5.5 a new method: multi-marginal flow matching with mixtures of variational interpolants. I connect these methodological developments to biological applications, with special emphasis on three-dimensional spatial transcriptomics, where stacked tissue slices induce multi-modal dynamics across space.