共查询到20条相似文献，搜索用时 713 毫秒
1.
The majority of geostatistical estimation and simulation algorithms rely on a covariance model as the sole characteristic of the spatial distribution of the attribute under study. The limitation to a single covariance implicitly calls for a multivariate Gaussian model for either the attribute itself or for its normal scores transform. The Gaussian model could be justified on the basis that it is both analytically simple and it is a maximum entropy model, i.e., a model that minimizes unwarranted structural properties. As a consequence, the Gaussian model also maximizes spatial disorder (beyond the imposed covariance) which can cause flow simulation results performed on multiple stochastic images to be very similar; thus, the space of response uncertainty could be too narrow entailing a misleading sense of safety. The ability of the sole covariance to adequately describe spatial distributions for flow studies, and the assumption that maximum spatial disorder amounts to either no additional information or a safe prior hypothesis are questioned. This paper attempts to clarify the link between entropy and spatial disorder and to provide, through a detailed case study, an appreciation for the impact of entropy of prior random function models on the resulting response distributions. 相似文献
2.
Eulogio Pardo-Igúzquiza 《Mathematical Geology》1998,30(1):95-108
In this paper, the maximum likelihood method for inferring the parameters of spatial covariances is examined. The advantages of the maximum likelihood estimation are discussed and it is shown that this method, derived assuming a multivariate Gaussian distribution for the data, gives a sound criterion of fitting covariance models irrespective of the multivariate distribution of the data. However, this distribution is impossible to verify in practice when only one realization of the random function is available. Then, the maximum entropy method is the only sound criterion of assigning probabilities in absence of information. Because the multivariate Gaussian distribution has the maximum entropy property for a fixed vector of means and covariance matrix, the multinormal distribution is the most logical choice as a default distribution for the experimental data. Nevertheless, it should be clear that the assumption of a multivariate Gaussian distribution is maintained only for the inference of spatial covariance parameters and not necessarily for other operations such as spatial interpolation, simulation or estimation of spatial distributions. Various results from simulations are presented to support the claim that the simultaneous use of maximum likelihood method and the classical nonparametric method of moments can considerably improve results in the estimation of geostatistical parameters. 相似文献
3.
Non-stationary Geostatistical Modeling Based on Distance Weighted Statistics and Distributions 总被引：3，自引：0，他引：3
A common assumption in geostatistics is that the underlying joint distribution of possible values of a geological attribute at different locations is stationary within a homogeneous domain. This joint distribution is commonly modeled as multi-Gaussian, with correlations defined by a stationary covariance function. This results in attribute maps that fail to reproduce local changes in the mean, in the variance and, particularly, in the spatial continuity. The proposed alternative is to build local distributions, variograms, and correlograms. These are inferred by weighting the samples depending on their distance to selected locations. The local distributions are locally transformed into Gaussian distributions embedding information on the local histogram. The distance weighted experimental variograms and correlograms are able to adapt to local changes in the direction and range of spatial continuity. The automatically fitted local variogram models and the local Gaussian transformation parameters are used in spatial estimation algorithms assuming local stationarity. The resulting maps are rich in nonstationary spatial features. The proposed process implies a higher computational effort than traditional stationary techniques, but if data availability allows for a reliable inference of the local distributions and statistics, a higher accuracy of estimates can be achieved. 相似文献
4.
Sequential Gaussian simulation is widespread in Earth Science applications to quantify the uncertainty about regionalized
properties. Its practical implementation relies on the screen effect approximation in order to determine the successive conditional
distributions by considering only the information available in the neighborhood of the target location. A methodology is presented
to assess the accuracy of sequential Gaussian simulation, by calculating the theoretical moments (expectation and variance–covariance
matrix) of the simulated random vector and comparing them with the moments of the underlying model. The methodology can be
applied in both the conditional and non-conditional contexts, as well as for univariate or multivariate simulation. It is
helpful to determine appropriate implementation parameters, in particular about the visiting sequence and the design of the
moving neighborhood for selecting relevant conditioning information, prior to performing simulation. 相似文献
5.
The Necessity of a Multiple-Point Prior Model 总被引：9，自引：0，他引：9
Any interpolation, any hand contouring or digital drawing of a map or a numerical model necessarily calls for a prior model
of the multiple-point statistics that link together the data to the unsampled nodes, then these unsampled nodes together.
That prior model can be implicit, poorly defined as in hand contouring; it can be explicit through an algorithm as in digital
mapping. The multiple-point statistics involved go well beyond single-point histogram and two-point covariance models; the
challenge is to define algorithms that can control more of such statistics, particularly those that impact most the utilization
of the resulting maps beyond their visual appearance. The newly introduced multiple-point simulation (mps) algorithms borrow
the high order statistics from a visually and statistically explicit model, a training image. It is shown that mps can simulate
realizations with high entropy character as well as traditional Gaussian-based algorithms, while offering the flexibility
of considering alternative training images with various levels of low entropy (organized) structures. The impact on flow performance
(spatial connectivity) of choosing a wrong training image among many sharing the same histogram and variogram is demonstrated. 相似文献
6.
G. Bourgault 《Mathematical Geology》1997,29(3):315-334
Parametric geostatistical simulations such as LU decomposition and sequential algorithms do not need Gaussian distributions.
It is shown that variogram model reproduction is obtained when Uniform or Dipole distributions are used instead of Gaussian
distributions for drawing i. i.d. random values in LU simulation, or for modeling the local conditional probability distributions
in sequential simulation. Both algorithms yield simulated values with a marginal normal distribution no matter if Gaussian,
Uniform, or Dipole distributions are used. The range of simulated values decreases as the entropy of the probability distribution
decreases. Using Gaussian distributions provides a larger range of simulated normal score values than using Uniform or Dipole
distributions. This feature has a negligible effect for reproduction of the normal scores variogram model but have a larger
impact on the reproduction of the original values variogram. The Uniform or Dipole distributions also produce lesser fluctuations
among the variograms of the simulated realizations. 相似文献
7.
Xavier Emery 《Mathematical Geosciences》2008,40(1):83-99
This paper presents random field models with Gaussian or gamma univariate distributions and isofactorial bivariate distributions,
constructed by composing two independent random fields: a directing function with stationary Gaussian increments and a stationary
coding process with bivariate Gaussian or gamma distributions. Two variations are proposed, by considering a multivariate
directing function and a coding process with a separable covariance, or by including drift components in the directing function.
Iterative algorithms based on the Gibbs sampler allow one to condition the realizations of the substitution random fields
to a set of data, while the inference of the model parameters relies on simple tools such as indicator variograms and variograms
of different orders. A case study in polluted soil management is presented, for which a gamma model is used to quantify the
risk that pollutant concentrations over remediation units exceed a given toxicity level. Unlike the multivariate Gaussian
model, the proposed gamma model accounts for an asymmetry in the spatial correlation of the indicator functions around the
median and for a spatial clustering of high pollutant concentrations. 相似文献
8.
Positive definiteness is not enough 总被引：2，自引：0，他引：2
M. Armstrong 《Mathematical Geology》1992,24(1):135-143
Geostatisticians know that the mathematical functions chosen to represent spatial covariances and variograms must have the appropriate type of positive definiteness, but they may not realize that there are restrictions on the types of covariances and variograms that are compatible with particular distributions. This paper gives some examples showing that (1) the spherical model is not compatible with the multivariate lognormal distribution if the coefficient of variation is 2.0 or more (even in 1-D), and (2) the Gaussian covariance and several other models are not compatible with indicator random functions. As these examples concern quite different types of random functions, it is clear that there is a general problem of compatibility between spatial covariance models (or variograms) and a specified multivariate distribution. The problem arises with all distributions except the multivariate normal, and not just the two cited here. The need for a general theorem giving the necessary and sufficient conditions for a covariance or a variogram to be compatible with a particular distribution is stressed. 相似文献
9.
Multivariate Spatial Modeling for Geostatistical Data Using Convolved Covariance Functions 总被引：1，自引：0，他引：1
Soil pollution data collection typically studies multivariate measurements at sampling locations, e.g., lead, zinc, copper
or cadmium levels. With increased collection of such multivariate geostatistical spatial data, there arises the need for flexible
explanatory stochastic models. Here, we propose a general constructive approach for building suitable models based upon convolution
of covariance functions. We begin with a general theorem which asserts that, under weak conditions, cross convolution of covariance
functions provides a valid cross covariance function. We also obtain a result on dependence induced by such convolution. Since,
in general, convolution does not provide closed-form integration, we discuss efficient computation.
We then suggest introducing such specification through a Gaussian process to model multivariate spatial random effects within
a hierarchical model. We note that modeling spatial random effects in this way is parsimonious relative to say, the linear
model of coregionalization. Through a limited simulation, we informally demonstrate that performance for these two specifications
appears to be indistinguishable, encouraging the parsimonious choice. Finally, we use the convolved covariance model to analyze
a trivariate pollution dataset from California. 相似文献
10.
In this paper, entropy is presented as an alternative measure to characterize the bivariate distribution of a stationary spatial process. This non-parametric estimator attempts to quantify the concept of spatial ordering, and it provides a measure of how Gaussian the experimental bivariate distribution is. The concept of entropy is explained and the classical definition presented, along with some important results. In particular, the reader is reminded that, for a known mean and covariance, the bivariate Gaussian distribution maximizes entropy. A relative entropy estimator is introduced in order to measure departure of an experimental bivariate distribution from the bivariate Gaussian. Two case studies are presented as examples. 相似文献
11.
Direct Sequential Simulation and Cosimulation 总被引：7，自引：0，他引：7
Amilcar Soares 《Mathematical Geology》2001,33(8):911-926
Sequential simulation of a continuous variable usually requires its transformation into a binary or a Gaussian variable, giving rise to the classical algorithms of sequential indicator simulation or sequential Gaussian simulation. Journel (1994) showed that the sequential simulation of a continuous variable, without any prior transformation, succeeded in reproducing the covariance model, provided that the simulated values are drawn from local distributions centered at the simple kriging estimates with a variance corresponding to the simple kriging estimation variance. Unfortunately, it does not reproduce the histogram of the original variable, which is one of the basic requirements of any simulation method. This has been the most serious limitation to the practical application of the direct simulation approach. In this paper, a new approach for the direct sequential simulation is proposed. The idea is to use the local sk estimates of the mean and variance, not to define the local cdf but to sample from the global cdf. Simulated values of original variable are drawn from intervals of the global cdf, which are calculated with the local estimates of the mean and variance. One of the main advantages of the direct sequential simulation method is that it allows joint simulation of N
v variables without any transformation. A set of examples of direct simulation and cosimulation are presented. 相似文献
12.
Scott Painter 《Mathematical Geology》1998,30(2):163-179
Stochastic simulations of subsurface heterogeneity require accurate statistical models for spatial fluctuations. Incremental values in subsurface properties were shown previously to be approximated accurately by Levy distributions in the center and in the start of the tails of the distribution. New simulation methods utilizing these observations have been developed. Multivariate Levy distributions are used to model the multipoint joint probability density. Explicit bounds on the simulated variables prevent nonphysical extreme values and introduce a cutoff in the tails of the distribution of increments. Long-range spatial dependence is introduced through off-diagonal terms in the Levy association matrix, which is decomposed to yield a maximum likelihood type estimate at unobserved locations. This procedure reduces to a known interpolation formula developed for Gaussian fractal fields in the situation of two control points. The conditional density is not univariate Levy and is not available in closed form, but can be constructed numerically. Sequential simulation algorithms utilizing the numerically constructed conditional density successfully reproduce the desired statistical properties in simulations. 相似文献
13.
Hou Weisheng Cui Chanjie Yang Liang Yang Qiaochu Clarke Keith 《Mathematical Geosciences》2019,51(1):29-51
In each step of geological modeling, errors have an impact on measurements and workflow processes and, so, have consequences that challenge accurate three-dimensional geological modeling. In the context of classical error theory, for now, only spatial positional error is considered, acknowledging that temporal, attribute, and ontological errors—and many others—are part of the complete error budget. Existing methods usually assumed that a single error distribution (Gaussian) exists across all kinds of spatial data. Yet, across, and even within, different kinds of raw data (such as borehole logs, user-defined geological sections, and geological maps), different types of positional error distributions may exist. Most statistical methods make a priori assumptions about error distributions that impact their explanatory power. Consequently, analyzing errors in multi-source and conflated data for geological modeling remains a grand challenge in geological modeling. In this study, a novel approach is presented regarding the analysis of one-dimensional multiple errors in the raw data used for model geological structures. The analysis is based on the relationship between spatial error distributions and different geological attributes. By assuming that the contact points of a geological subsurface are decided by the geological attributes related to both sides of the subsurface, this assumption means that the spatial error of geological contacts can be transferred into specific probabilities of all the related geological attributes at each three-dimensional point, which is termed the “geological attribute probability”. Both a normal distribution and a continuous uniform distribution were transferred into geological attribute probabilities, allowing different kinds of spatial error distributions to be summed directly after the transformation. On cross-points with multiple raw data with errors that follow different kinds of distributions, an entropy-based weight was given to each type of data to calculate the final probabilities. The weighting value at each point in space is decided by the related geological attribute probabilities. In a test application that accounted for the best estimates of geological contacts, the experimental results showed the following: (1) for line segments, the band shape of geological attribute probabilities matched that of existing error models; and (2) the geological attribute probabilities directly show the error distribution and are an effective way of describing multiple error distributions among the input data.
相似文献14.
Marc G. Genton 《Mathematical Geology》2000,32(1):127-137
The classical variogram estimator proposed by Matheron can be written as a quadratic form of the observations. When data have an elliptically contoured distribution with constant mean, the correlation between the classical variogram estimator at two different lags is a function of the spatial design matrix, the covariance matrix, and the kurtosis. Several specific cases are studied closely. A subclass of elliptically contoured distributions with a particular family of covariance matrices is shown to possess exactly the same correlation structure for the classical variogram estimator as the multivariate independent Gaussian distribution. The consequences on variogram fitting by generalized least squares are discussed. 相似文献
15.
The classical variogram estimator proposed by Matheron can be written as a quadratic form of the observations. When data have an elliptically contoured distribution with constant mean, the correlation between the classical variogram estimator at two different lags is a function of the spatial design matrix, the covariance matrix, and the kurtosis. Several specific cases are studied closely. A subclass of elliptically contoured distributions with a particular family of covariance matrices is shown to possess exactly the same correlation structure for the classical variogram estimator as the multivariate independent Gaussian distribution. The consequences on variogram fitting by generalized least squares are discussed. 相似文献
16.
Large-scale history matching with quadratic interpolation models 总被引：2，自引：0，他引：2
17.
Most approaches in statistical spatial prediction assume that the spatial data are realizations of a Gaussian random field.
However, this assumption is hard to justify for most applications. When the distribution of data is skewed but otherwise has
similar properties to the normal distribution, a closed skew normal distribution can be used for modeling their skewness.
Closed skew normal distribution is an extension of the multivariate skew normal distribution and has the advantage of being
closed under marginalization and conditioning. In this paper, we generalize Bayesian prediction methods using closed skew
normal distributions. A simulation study is performed to check the validity of the model and performance of the Bayesian spatial
predictor. Finally, our prediction method is applied to Bayesian spatial prediction on the strain data near Semnan, Iran.
The mean-square error of cross-validation is improved by the closed skew Gaussian model on the strain data. 相似文献
18.
Gilles Bourgault 《Mathematical Geosciences》2014,46(7):841-868
A multivariate probability transformation between random variables, known as the Nataf transformation, is shown to be the appropriate transformation for multi-Gaussian kriging. It assumes a diagonal Jacobian matrix for the transformation of the random variables between the original space and the Gaussian space. This allows writing the probability transformation between the local conditional probability density function in the original space and the local conditional Gaussian probability density function in the Gaussian space as a ratio equal to the ratio of their respective marginal distributions. Under stationarity, the marginal distribution in the original space is modeled from the data histogram. The stationary marginal standard Gaussian distribution is obtained from the normal scores of the data and the local conditional Gaussian distribution is modeled from the kriging mean and kriging variance of the normal scores of the data. The equality of ratios of distributions has the same form as the Bayes’ rule and the assumption of stationarity of the data histogram can be re-interpreted as the gathering of the prior distribution. Multi-Gaussian kriging can be re-interpreted as an updating of the data histogram by a Gaussian likelihood. The Bayes’ rule allows for an even more general interpretation of spatial estimation in terms of equality for the ratio of the conditional distribution over the marginal distribution in the original data uncertainty space with the same ratio for a model of uncertainty with a distribution that can be modeled using the mean and variance from direct kriging of the original data values. It is based on the principle of conservation of probability ratio and no transformation is required. The local conditional distribution has a variance that is data dependent. When used in sequential simulation mode, it reproduces histogram and variogram of the data, thus providing a new approach for direct simulation in the original value space. 相似文献
19.
In earth and environmental sciences applications, uncertainty analysis regarding the outputs of models whose parameters are spatially varying (or spatially distributed) is often performed in a Monte Carlo framework. In this context, alternative realizations of the spatial distribution of model inputs, typically conditioned to reproduce attribute values at locations where measurements are obtained, are generated via geostatistical simulation using simple random (SR) sampling. The environmental model under consideration is then evaluated using each of these realizations as a plausible input, in order to construct a distribution of plausible model outputs for uncertainty analysis purposes. In hydrogeological investigations, for example, conditional simulations of saturated hydraulic conductivity are used as input to physically-based simulators of flow and transport to evaluate the associated uncertainty in the spatial distribution of solute concentration. Realistic uncertainty analysis via SR sampling, however, requires a large number of simulated attribute realizations for the model inputs in order to yield a representative distribution of model outputs; this often hinders the application of uncertainty analysis due to the computational expense of evaluating complex environmental models. Stratified sampling methods, including variants of Latin hypercube sampling, constitute more efficient sampling aternatives, often resulting in a more representative distribution of model outputs (e.g., solute concentration) with fewer model input realizations (e.g., hydraulic conductivity), thus reducing the computational cost of uncertainty analysis. The application of stratified and Latin hypercube sampling in a geostatistical simulation context, however, is not widespread, and, apart from a few exceptions, has been limited to the unconditional simulation case. This paper proposes methodological modifications for adopting existing methods for stratified sampling (including Latin hypercube sampling), employed to date in an unconditional geostatistical simulation context, for the purpose of efficient conditional simulation of Gaussian random fields. The proposed conditional simulation methods are compared to traditional geostatistical simulation, based on SR sampling, in the context of a hydrogeological flow and transport model via a synthetic case study. The results indicate that stratified sampling methods (including Latin hypercube sampling) are more efficient than SR, overall reproducing to a similar extent statistics of the conductivity (and subsequently concentration) fields, yet with smaller sampling variability. These findings suggest that the proposed efficient conditional sampling methods could contribute to the wider application of uncertainty analysis in spatially distributed environmental models using geostatistical simulation. 相似文献
20.
We introduce a novel, time-dependent inversion scheme for resolving temporal reservoir pressure drop from surface subsidence
observations (from leveling or GPS data, InSAR, tiltmeter monitoring) in a single procedure. The theory is able to accommodate
both the absence of surface subsidence estimates at sites at one or more epochs as well as the introduction of new sites at
any arbitrary epoch. Thus, all observation sites with measurements from at least two epochs are utilized. The method uses
both the prior model covariance matrix and the data covariance matrix, which incorporates the spatial and temporal correlations
between model parameters and data, respectively. The incorporation of the model covariance implicitly guarantees smoothness
of the model estimate, while maintaining specific geological features like sharp boundaries. Taking these relations into account
through the model covariance matrix enhances the influence of the data on the inverted model estimate. This leads to a better
defined and interpretable model estimate. The time-dependent aspect of the method yields a better constrained model estimate
and makes it possible to identify non-linear acceleration or delay in reservoir compaction.
The method is validated by a synthetic case study based on an existing gas reservoir with a highly variable transmissibility
at the free water level. The prior model covariance matrix is based on a Monte Carlo simulation of the geological uncertainty
in the transmissibility. 相似文献