Say you have a 3-by-N array, that you're diffusing with an OU process. If you use a length N mask, you might reasonably assume that you'd be masking columns, matching the mask to the last dimension. But (I think) you're masking the first N elements in column-major order. Either this should automatically match the last dim(s), or it should error.
Say you have a 3-by-N array, that you're diffusing with an OU process. If you use a length N mask, you might reasonably assume that you'd be masking columns, matching the mask to the last dimension. But (I think) you're masking the first N elements in column-major order. Either this should automatically match the last dim(s), or it should error.