The need for combining different sources of information in a probabilistic framework is a frequent task in earth sciences. This is a need that can be seen when modeling a reservoir using direct geological observations, geophysics, remote sensing, training images, and more. The probability of occurrence of a certain lithofacies at a certain location for example can easily be computed conditionally on the values observed at each source of information. The problem of aggregating these different conditional probability distributions into a single conditional distribution arises as an approximation to the inaccessible genuine conditional probability given all information. This paper makes a formal review of most aggregation methods proposed so far in the literature with a particular focus on their mathematical properties. Exact relationships relating the different methods is emphasized. The case of events with more than two possible outcomes, never explicitly studied in the literature, is treated in detail. It is shown that in this case, equivalence between different aggregation formulas is lost. The concepts of calibration, sharpness, and reliability, well known in the weather forecasting community for assessing the goodness-of-fit of the aggregation formulas, and a maximum likelihood estimation of the aggregation parameters are introduced. We then prove that parameters of calibrated log-linear pooling formulas are a solution of the maximum likelihood estimation equations. These results are illustrated on simulations from two common stochastic models for earth science: the truncated Gaussian model and the Boolean. It is found that the log-linear pooling provides the best prediction while the linear pooling provides the worst.

Probability aggregation methods in geoscience / D. Allard, A. Comunian, P. Renard. - In: MATHEMATICAL GEOSCIENCES. - ISSN 1874-8961. - 44:5(2012), pp. 545-581.

Probability aggregation methods in geoscience

A. Comunian
Secondo
;
2012

Abstract

The need for combining different sources of information in a probabilistic framework is a frequent task in earth sciences. This is a need that can be seen when modeling a reservoir using direct geological observations, geophysics, remote sensing, training images, and more. The probability of occurrence of a certain lithofacies at a certain location for example can easily be computed conditionally on the values observed at each source of information. The problem of aggregating these different conditional probability distributions into a single conditional distribution arises as an approximation to the inaccessible genuine conditional probability given all information. This paper makes a formal review of most aggregation methods proposed so far in the literature with a particular focus on their mathematical properties. Exact relationships relating the different methods is emphasized. The case of events with more than two possible outcomes, never explicitly studied in the literature, is treated in detail. It is shown that in this case, equivalence between different aggregation formulas is lost. The concepts of calibration, sharpness, and reliability, well known in the weather forecasting community for assessing the goodness-of-fit of the aggregation formulas, and a maximum likelihood estimation of the aggregation parameters are introduced. We then prove that parameters of calibrated log-linear pooling formulas are a solution of the maximum likelihood estimation equations. These results are illustrated on simulations from two common stochastic models for earth science: the truncated Gaussian model and the Boolean. It is found that the log-linear pooling provides the best prediction while the linear pooling provides the worst.
Settore GEO/05 - Geologia Applicata
Settore GEO/12 - Oceanografia e Fisica dell'Atmosfera
Settore MAT/06 - Probabilita' e Statistica Matematica
Settore SECS-S/01 - Statistica
2012
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/2434/235540
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