Stochastic Simulation of Patterns Using Distance-Based Pattern Modeling

The advent of multiple-point geostatistics (MPS) gave rise to the integration of complex subsurface geological structures and features into the model by the concept of training images. Initial algorithms generate geologically realistic realizations by using these training images to obtain conditiona...

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Published inMathematical geosciences Vol. 42; no. 5; pp. 487 - 517
Main Authors Honarkhah, Mehrdad, Caers, Jef
Format Journal Article Conference Proceeding
LanguageEnglish
Published Berlin/Heidelberg Springer-Verlag 01.07.2010
Springer
Springer Nature B.V
Subjects
Online AccessGet full text
ISSN1874-8961
1874-8953
DOI10.1007/s11004-010-9276-7

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Abstract The advent of multiple-point geostatistics (MPS) gave rise to the integration of complex subsurface geological structures and features into the model by the concept of training images. Initial algorithms generate geologically realistic realizations by using these training images to obtain conditional probabilities needed in a stochastic simulation framework. More recent pattern-based geostatistical algorithms attempt to improve the accuracy of the training image pattern reproduction. In these approaches, the training image is used to construct a pattern database. Consequently, sequential simulation will be carried out by selecting a pattern from the database and pasting it onto the simulation grid. One of the shortcomings of the present algorithms is the lack of a unifying framework for classifying and modeling the patterns from the training image. In this paper, an entirely different approach will be taken toward geostatistical modeling. A novel, principled and unified technique for pattern analysis and generation that ensures computational efficiency and enables a straightforward incorporation of domain knowledge will be presented. In the developed methodology, patterns scanned from the training image are represented as points in a Cartesian space using multidimensional scaling. The idea behind this mapping is to use distance functions as a tool for analyzing variability between all the patterns in a training image. These distance functions can be tailored to the application at hand. Next, by significantly reducing the dimensionality of the problem and using kernel space mapping, an improved pattern classification algorithm is obtained. This paper discusses the various implementation details to accomplish these ideas. Several examples are presented and a qualitative comparison is made with previous methods. An improved pattern continuity and data-conditioning capability is observed in the generated realizations for both continuous and categorical variables. We show how the proposed methodology is much less sensitive to the user-provided parameters, and at the same time has the potential to reduce computational time significantly.
AbstractList The advent of multiple-point geostatistics (MPS) gave rise to the integration of complex subsurface geological structures and features into the model by the concept of training images. Initial algorithms generate geologically realistic realizations by using these training images to obtain conditional probabilities needed in a stochastic simulation framework. More recent pattern-based geostatistical algorithms attempt to improve the accuracy of the training image pattern reproduction. In these approaches, the training image is used to construct a pattern database. Consequently, sequential simulation will be carried out by selecting a pattern from the database and pasting it onto the simulation grid. One of the shortcomings of the present algorithms is the lack of a unifying framework for classifying and modeling the patterns from the training image. In this paper, an entirely different approach will be taken toward geostatistical modeling. A novel, principled and unified technique for pattern analysis and generation that ensures computational efficiency and enables a straightforward incorporation of domain knowledge will be presented. In the developed methodology, patterns scanned from the training image are represented as points in a Cartesian space using multidimensional scaling. The idea behind this mapping is to use distance functions as a tool for analyzing variability between all the patterns in a training image. These distance functions can be tailored to the application at hand. Next, by significantly reducing the dimensionality of the problem and using kernel space mapping, an improved pattern classification algorithm is obtained. This paper discusses the various implementation details to accomplish these ideas. Several examples are presented and a qualitative comparison is made with previous methods. An improved pattern continuity and data-conditioning capability is observed in the generated realizations for both continuous and categorical variables. We show how the proposed methodology is much less sensitive to the user-provided parameters, and at the same time has the potential to reduce computational time significantly.
The advent of multiple-point geostatistics (MPS) gave rise to the integration of complex subsurface geological structures and features into the model by the concept of training images. Initial algorithms generate geologically realistic realizations by using these training images to obtain conditional probabilities needed in a stochastic simulation framework. More recent pattern-based geostatistical algorithms attempt to improve the accuracy of the training image pattern reproduction. In these approaches, the training image is used to construct a pattern database. Consequently, sequential simulation will be carried out by selecting a pattern from the database and pasting it onto the simulation grid. One of the shortcomings of the present algorithms is the lack of a unifying framework for classifying and modeling the patterns from the training image. In this paper, an entirely different approach will be taken toward geostatistical modeling. A novel, principled and unified technique for pattern analysis and generation that ensures computational efficiency and enables a straightforward incorporation of domain knowledge will be presented. In the developed methodology, patterns scanned from the training image are represented as points in a Cartesian space using multidimensional scaling. The idea behind this mapping is to use distance functions as a tool for analyzing variability between all the patterns in a training image. These distance functions can be tailored to the application at hand. Next, by significantly reducing the dimensionality of the problem and using kernel space mapping, an improved pattern classification algorithm is obtained. This paper discusses the various implementation details to accomplish these ideas. Several examples are presented and a qualitative comparison is made with previous methods. An improved pattern continuity and data-conditioning capability is observed in the generated realizations for both continuous and categorical variables. We show how the proposed methodology is much less sensitive to the user-provided parameters, and at the same time has the potential to reduce computational time significantly. [PUBLICATION ABSTRACT]
The advent of multiple-point geostatistics (MPS) gave rise to the integration of complex subsurface geological structures and features into the model by the concept of training images. Initial algorithms generate geologically realistic realizations by using these training images to obtain conditional probabilities needed in a stochastic simulation framework. More recent pattern-based geostatistical algorithms attempt to improve the accuracy of the training image pattern reproduction. In these approaches, the training image is used to construct a pattern database. Consequently, sequential simulation will be carried out by selecting a pattern from the database and pasting it onto the simulation grid. One of the shortcomings of the present algorithms is the lack of a unifying framework for classifying and modeling the patterns from the training image. In this paper, an entirely different approach will be taken toward geostatistical modeling. A novel, principled and unified technique for pattern analysis and generation that ensures computational efficiency and enables a straightforward incorporation of domain knowledge will be presented. In the developed methodology, patterns scanned from the training image are represented as points in a Cartesian space using multidimensional scaling. The idea behind this mapping is to use distance functions as a tool for analyzing variability between all the patterns in a training image. These distance functions can be tailored to the application at hand. Next, by significantly reducing the dimensionality of the problem and using kernel space mapping, an improved pattern classification algorithm is obtained. This paper discusses the various implementation details to accomplish these ideas. Several examples are presented and a qualitative comparison is made with previous methods. An improved pattern continuity and data-conditioning capability is observed in the generated realizations for both continuous and categorical variables. We show how the proposed methodology is much less sensitive to the user-provided parameters, and at the same time has the potential to reduce computational time significantly.
Author Honarkhah, Mehrdad
Caers, Jef
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Mon Oct 20 23:17:39 EDT 2025
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IsPeerReviewed true
IsScholarly true
Issue 5
Keywords Training image
Multiple point statistics
Pattern classification
Geostatistics
Mapping
Distance-based method
Kernel
geostatistics
algorithms
models
efficiency
maps
probability
accuracy
digital simulation
cartography
classification
subsurface
image analysis
stochastic models
mathematical methods
three-dimensional models
data bases
statistics
Language English
License http://www.springer.com/tdm
CC BY 4.0
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MeetingName Computational Methods for the Earth, Energy and Environmental Sciences
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PublicationTitle Mathematical geosciences
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References ZhuMGhodsiAAutomatic dimensionality selection from the scree plot via the use of profile likelihoodComput Stat Data Anal200651291893010.1016/j.csda.2005.09.010
Strebelle S (2000) Sequential simulation drawing structures from training images. PhD thesis, Stanford University
Deutsch CV, Wang L (1996). Hierarchical object-based geostatistical modeling of fluvial reservoirs. Paper SPE 36514 presented at the 1996 SPE Annual Technical Conference and Exhibition, Denver, Oct 6–9
Isaaks E (1990) The application of Monte Carlo methods to the analysis of spatially correlated data. PhD thesis, Stanford University
Maitre H, Campedel M, Moulines E, Datcu M (2005) Feature selection for satellite image indexing. In: ESA-EUSC: image information mining, Frascati, Italy
ShannonCEA mathematical theory of communicationBell Syst Tech J194827379423
SuzukiSCaumonGCaersJDynamic data integration for structural modeling: model screening approach using a distance-based model parameterizationComput Geosci200812110511910.1007/s10596-007-9063-9
HaldorsenHHLakeLWA new approach to shale management in field-scale modelsSoc Pet Eng J1984248447452
ScheidtCCaersJRepresenting spatial uncertainty using distances and kernelsMath Geosci200841439741910.1007/s11004-008-9186-0
Arpat GB (2005) Sequential simulation with patterns. PhD thesis, Stanford University
Deutsch CV, Gringarten E (2000). Accounting for multiple-point continuity in geostatistical modeling. In: 6th International Geostatistics Congress, Geostatistics Association of Southern Africa, vol 1, pp 156–165
Honarkhah M, Caers J (2009) Stochastic simulation of patterns using distance-based pattern modeling. In: 22nd SCRF affiliate meeting, Stanford University
RemyNBoucherAWuJApplied geostatistics with SGeMS: a user’s guide2008CambridgeCambridge University Press
DalyCKnudbyCMultipoint statistics in reservoir modelling and in computer visionPetroleum Geostatistics 20072007PortugalCascais
ScholkopfBSmolaAJLearning with kernels: support vector machines, regularization, optimization, and beyond2001CambridgeMIT Press
Caers J (2008) Distance-based random field models and their applications. In: Proceedings of the eighth international geostatistics congress, Santiago, Chile, vol 1, Plenary
Honarkhah M, Caers J (2008) Classifying existing and generating new training image patterns in kernel space. In: 21st SCRF affiliate meeting, Stanford University
TjelmelandHStochastic Models in reservoir characterization and Markov random fields for compact objects. Doctoral Dissertation, Norwegian University of Science and Technology1996NorwayTrondheim
Wu J (2007) 4D seismic and multiple-point pattern data integration using geostatistics. Phd thesis, Stanford University
MacQueen JB (1967) Some Methods for classification and analysis of multivariate observations. In: Proceedings of 5-th Berkeley symposium on mathematical statistics and probability, Berkeley, University of California Press, vol 1, pp 281–297
RussJCImage processing handbook19952Boca RatonCRC Press
DalyCLeuangthongODeutschCVHigher order models using entropy, Markov random fields and sequential simulationGeostatistics, Banff 20042004DordrechtSpringer215224
GuardianoFSrivastavaRMSoaresAMultivariate, geostatistics: beyond bivariate momentsGeostatistics Troia1993DordrechtKluwer Academic133144
ChilesJPDelfinerPGeostatistics: modeling spatial uncertainty1999New YorkWiley
StrebelleSConditional simulation of complex geological structures using multiple-point geostatisticsMath Geol200234112210.1023/A:1014009426274
Lyster S, Deutsch CV (2008) MPS simulation in a Gibbs sampler algorithm. In: Proceedings of the eighth international geostatistics congress, Santiago, Chile, vol 1, Plenary
Kjønsberg H, Kolbjørnsen O (2008) Markov mesh simulations with data conditioning through indicator kriging. In: Proceedings of the Eighth International Geostatistics Congress, Santiago, Chile
Caers J, Park, KA (2008) Distance-based representation of reservoir uncertainty: the Metric EnKF. In: Proceedings to the 11th European conference on the mathematics of oil recovery, Bergen, Norway
Suzuki S, Caers J (2006) History matching with an uncertain geological scenario. In: SPE Annual Technical Conference and Exhibition, SPE 102154
CoverTMThomasJAElements of information theory1991New YorkWiley10.1002/0471200611
Parra A, Ortiz JM (2009) Conditional multiple-point simulation with a texture synthesis algorithm. In: IAMG 2009 Conference, Stanford University
TjelmelandHEidsvikJLeuangthongODeutschCVDirectional metropolis-Hastings updates for posteriors with non linear likelihoodGeostatistics, Banff2004DordrechtSpringer95104
Scheidt C, Caers J (2009) A new method for uncertainty quantification using distances and kernel methods. Application to a deepwater turbidite reservoir. In: SPEJ, SPE-118740-PA
GoovaertsPGeostatistics for natural resources evaluation1997New YorkOxford University Press
MacKayDJCInformation theory, inference, and learning algorithms2003CambridgeCambridge University Press
BujaASwayneDFLittmanMDeanNHofmannHChenLData visualization with multidimensional scalingJ Comput Graph Stat200817244447210.1198/106186008X318440
HoldenLHaugeRSkareOSkorstadAModeling of fluvial reservoirs with object modelsMath Geol199830547349610.1023/A:1021769526425
SuzukiSCaersJA distance-based prior model parameterization for constraining solutions of spatial inverse problemsMath Geosci200840444546910.1007/s11004-008-9154-8
CoxTFCoxMAAMultidimensional scaling2001LondonChapman & Hall
OrtizJMDeutschCVIndicator simulation accounting for multiple-Point statisticsMath Geol200436554556510.1023/B:MATG.0000037736.00489.b5
Srivastava RM (1992) Reservoir characterization with probability field simulation. SPE paper no. 24753
BorgIGroenenPJFModern multidimensional scaling1997New YorkSpringer
GloaguenEDimitrakopoulosRTwo-dimensional conditional simulations based on the wavelet decomposition of training imagesMath Geosci200941667970110.1007/s11004-009-9235-3
ArpatBGCaersJStochastic simulation with patternsMath Geol20073920217720310.1007/s11004-006-9075-3
Dujardin B, Wu J, Journel A (2006), Sensitivity analysis on filtersim. In: 19th SCRF affiliate meeting, Stanford University
Park KA, Schiedt C, Caers J (2008) Simultaneous conditioning of multiple non-Gaussian geostatistical models to highly nonlinear data using distances in kernel space. In: Proceedings of the eighth international geostatistical congress, Santiago, vol 1, Plenary
JournelAGNon-parametric estimation of spatial distributionsMath Geol198315344546810.1007/BF01031292
DimitrakopoulosRMustaphaHGloaguenEHigh-order statistics of spatial random fields: Exploring spatial cumulants for modelling complex, non-Gaussian and non-linear phenomenaMath Geosci20104216510010.1007/s11004-009-9258-9
Zhang T (2006) Filter-based training pattern classification for spatial pattern simulation. PhD thesis, Stanford University, Stanford, CA
StoyanDKendallWSMeckeJStochastic geometry and its applications1987New YorkWiley
Shawe-TaylorJCristianiniNKernel methods for pattern analysis2004CambridgeCambridge University Press
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References_xml – reference: DalyCKnudbyCMultipoint statistics in reservoir modelling and in computer visionPetroleum Geostatistics 20072007PortugalCascais
– reference: Wu J (2007) 4D seismic and multiple-point pattern data integration using geostatistics. Phd thesis, Stanford University
– reference: ChilesJPDelfinerPGeostatistics: modeling spatial uncertainty1999New YorkWiley
– reference: MacKayDJCInformation theory, inference, and learning algorithms2003CambridgeCambridge University Press
– reference: SuzukiSCaumonGCaersJDynamic data integration for structural modeling: model screening approach using a distance-based model parameterizationComput Geosci200812110511910.1007/s10596-007-9063-9
– reference: Parra A, Ortiz JM (2009) Conditional multiple-point simulation with a texture synthesis algorithm. In: IAMG 2009 Conference, Stanford University
– reference: HaldorsenHHLakeLWA new approach to shale management in field-scale modelsSoc Pet Eng J1984248447452
– reference: CoverTMThomasJAElements of information theory1991New YorkWiley10.1002/0471200611
– reference: RemyNBoucherAWuJApplied geostatistics with SGeMS: a user’s guide2008CambridgeCambridge University Press
– reference: Caers J (2008) Distance-based random field models and their applications. In: Proceedings of the eighth international geostatistics congress, Santiago, Chile, vol 1, Plenary
– reference: StrebelleSConditional simulation of complex geological structures using multiple-point geostatisticsMath Geol200234112210.1023/A:1014009426274
– reference: ArpatBGCaersJStochastic simulation with patternsMath Geol20073920217720310.1007/s11004-006-9075-3
– reference: ScholkopfBSmolaAJLearning with kernels: support vector machines, regularization, optimization, and beyond2001CambridgeMIT Press
– reference: Strebelle S (2000) Sequential simulation drawing structures from training images. PhD thesis, Stanford University
– reference: GloaguenEDimitrakopoulosRTwo-dimensional conditional simulations based on the wavelet decomposition of training imagesMath Geosci200941667970110.1007/s11004-009-9235-3
– reference: Park KA, Schiedt C, Caers J (2008) Simultaneous conditioning of multiple non-Gaussian geostatistical models to highly nonlinear data using distances in kernel space. In: Proceedings of the eighth international geostatistical congress, Santiago, vol 1, Plenary
– reference: Zhang T (2006) Filter-based training pattern classification for spatial pattern simulation. PhD thesis, Stanford University, Stanford, CA
– reference: BorgIGroenenPJFModern multidimensional scaling1997New YorkSpringer
– reference: GoovaertsPGeostatistics for natural resources evaluation1997New YorkOxford University Press
– reference: Isaaks E (1990) The application of Monte Carlo methods to the analysis of spatially correlated data. PhD thesis, Stanford University
– reference: ShannonCEA mathematical theory of communicationBell Syst Tech J194827379423
– reference: Dujardin B, Wu J, Journel A (2006), Sensitivity analysis on filtersim. In: 19th SCRF affiliate meeting, Stanford University
– reference: Honarkhah M, Caers J (2009) Stochastic simulation of patterns using distance-based pattern modeling. In: 22nd SCRF affiliate meeting, Stanford University
– reference: StoyanDKendallWSMeckeJStochastic geometry and its applications1987New YorkWiley
– reference: Scheidt C, Caers J (2009) A new method for uncertainty quantification using distances and kernel methods. Application to a deepwater turbidite reservoir. In: SPEJ, SPE-118740-PA
– reference: Deutsch CV, Wang L (1996). Hierarchical object-based geostatistical modeling of fluvial reservoirs. Paper SPE 36514 presented at the 1996 SPE Annual Technical Conference and Exhibition, Denver, Oct 6–9
– reference: SuzukiSCaersJA distance-based prior model parameterization for constraining solutions of spatial inverse problemsMath Geosci200840444546910.1007/s11004-008-9154-8
– reference: Maitre H, Campedel M, Moulines E, Datcu M (2005) Feature selection for satellite image indexing. In: ESA-EUSC: image information mining, Frascati, Italy
– reference: Deutsch CV, Gringarten E (2000). Accounting for multiple-point continuity in geostatistical modeling. In: 6th International Geostatistics Congress, Geostatistics Association of Southern Africa, vol 1, pp 156–165
– reference: HoldenLHaugeRSkareOSkorstadAModeling of fluvial reservoirs with object modelsMath Geol199830547349610.1023/A:1021769526425
– reference: TjelmelandHStochastic Models in reservoir characterization and Markov random fields for compact objects. Doctoral Dissertation, Norwegian University of Science and Technology1996NorwayTrondheim
– reference: DalyCLeuangthongODeutschCVHigher order models using entropy, Markov random fields and sequential simulationGeostatistics, Banff 20042004DordrechtSpringer215224
– reference: ScheidtCCaersJRepresenting spatial uncertainty using distances and kernelsMath Geosci200841439741910.1007/s11004-008-9186-0
– reference: GuardianoFSrivastavaRMSoaresAMultivariate, geostatistics: beyond bivariate momentsGeostatistics Troia1993DordrechtKluwer Academic133144
– reference: Caers J, Park, KA (2008) Distance-based representation of reservoir uncertainty: the Metric EnKF. In: Proceedings to the 11th European conference on the mathematics of oil recovery, Bergen, Norway
– reference: OrtizJMDeutschCVIndicator simulation accounting for multiple-Point statisticsMath Geol200436554556510.1023/B:MATG.0000037736.00489.b5
– reference: Shawe-TaylorJCristianiniNKernel methods for pattern analysis2004CambridgeCambridge University Press
– reference: Srivastava RM (1992) Reservoir characterization with probability field simulation. SPE paper no. 24753
– reference: MacQueen JB (1967) Some Methods for classification and analysis of multivariate observations. In: Proceedings of 5-th Berkeley symposium on mathematical statistics and probability, Berkeley, University of California Press, vol 1, pp 281–297
– reference: RussJCImage processing handbook19952Boca RatonCRC Press
– reference: Honarkhah M, Caers J (2008) Classifying existing and generating new training image patterns in kernel space. In: 21st SCRF affiliate meeting, Stanford University
– reference: BujaASwayneDFLittmanMDeanNHofmannHChenLData visualization with multidimensional scalingJ Comput Graph Stat200817244447210.1198/106186008X318440
– reference: ZhuMGhodsiAAutomatic dimensionality selection from the scree plot via the use of profile likelihoodComput Stat Data Anal200651291893010.1016/j.csda.2005.09.010
– reference: DimitrakopoulosRMustaphaHGloaguenEHigh-order statistics of spatial random fields: Exploring spatial cumulants for modelling complex, non-Gaussian and non-linear phenomenaMath Geosci20104216510010.1007/s11004-009-9258-9
– reference: Lyster S, Deutsch CV (2008) MPS simulation in a Gibbs sampler algorithm. In: Proceedings of the eighth international geostatistics congress, Santiago, Chile, vol 1, Plenary
– reference: JournelAGNon-parametric estimation of spatial distributionsMath Geol198315344546810.1007/BF01031292
– reference: Kjønsberg H, Kolbjørnsen O (2008) Markov mesh simulations with data conditioning through indicator kriging. In: Proceedings of the Eighth International Geostatistics Congress, Santiago, Chile
– reference: Suzuki S, Caers J (2006) History matching with an uncertain geological scenario. In: SPE Annual Technical Conference and Exhibition, SPE 102154
– reference: CoxTFCoxMAAMultidimensional scaling2001LondonChapman & Hall
– reference: Arpat GB (2005) Sequential simulation with patterns. PhD thesis, Stanford University
– reference: TjelmelandHEidsvikJLeuangthongODeutschCVDirectional metropolis-Hastings updates for posteriors with non linear likelihoodGeostatistics, Banff2004DordrechtSpringer95104
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Snippet The advent of multiple-point geostatistics (MPS) gave rise to the integration of complex subsurface geological structures and features into the model by the...
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SubjectTerms Algorithms
Areal geology
Areal geology. Maps
Chemistry and Earth Sciences
Computational mathematics
Computer Science
Computer simulation
Earth and Environmental Science
Earth science
Earth Sciences
Earth, ocean, space
Exact sciences and technology
Geologic maps, cartography
Geological structures
Geostatistics
Geotechnical Engineering & Applied Earth Sciences
Hydrogeology
Mathematical analysis
Mathematical models
Physics
Simulation
Special Issue
Statistics for Engineering
Stochastic models
Training
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