Efficient Simulation of (Log)Normal Random Fields for Hydrogeological Applications

Two methods for generating representative realizations from Gaussian and lognormal random field models are studied in this paper, with term representative implying realizations efficiently spanning the range of possible attribute values corresponding to the multivariate (log)normal probability distribution. The first method, already established in the geostatistical literature, is multivariate Latin hypercube sampling, a form of stratified random sampling aiming at marginal stratification of simulated values for each variable involved under the constraint of reproducing a known covariance matrix. The second method, scarcely known in the geostatistical literature, is stratified likelihood sampling, in which representative realizations are generated by exploring in a systematic way the structure of the multivariate distribution function itself. The two sampling methods are employed for generating unconditional realizations of saturated hydraulic conductivity in a hydrogeological context via a synthetic case study involving physically-based simulation of flow and transport in a heterogeneous porous medium; their performance is evaluated for different sample sizes (number of realizations) in terms of the reproduction of ensemble statistics of hydraulic conductivity and solute concentration computed from a very large ensemble set generated via simple random sampling. The results show that both Latin hypercube and stratified likelihood sampling are more efficient than simple random sampling, in that overall they can reproduce to a similar extent statistics of the conductivity and concentration fields, yet with smaller sampling variability than the simple random sampling.     

Correcting the Smoothing Effect of Estimators: A Spectral Postprocessor

The postprocessing algorithm introduced by Yao for imposing the spectral amplitudes of a target covariance model is shown to be efficient in correcting the smoothing effect of estimation maps, whether obtained by kriging or any other interpolation technique. As opposed to stochastic simulation, Yao's algorithm yields a unique map starting from an original, typically smooth, estimation map. Most importantly it is shown that reproduction of a covariance/semivariogram model (global accuracy) is necessarily obtained at the cost of local accuracy reduction and increase in conditional bias. When working on one location at a time, kriging remains the most accurate (in the least squared error sense) estimator. However, kriging estimates should only be listed, not mapped, since they do not reflect the correct (target) spatial autocorrelation. This mismatch in spatial autocorrelation can be corrected via stochastic simulation, or can be imposed a posteriori via Yao's algorithm.     

Combining spatial transition probabilities for stochastic simulation of categorical fields

Categorical spatial data, such as land use classes and socioeconomic statistics data, are important data sources in geographical information science (GIS). The investigation of spatial patterns implied in these data can benefit many aspects of GIS research, such as classification of spatial data, spatial data mining, and spatial uncertainty modeling. However, the discrete nature of categorical data limits the application of traditional kriging methods widely used in Gaussian random fields. In this article, we present a new probabilistic method for modeling the posterior probability of class occurrence at any target location in space-given known class labels at source data locations within a neighborhood around that prediction location. In the proposed method, transition probabilities rather than indicator covariances or variograms are used as measures of spatial structure and the conditional or posterior (multi-point) probability is approximated by a weighted combination of preposterior (two-point) transition probabilities, while accounting for spatial interdependencies often ignored by existing approaches. In addition, the connections of the proposed method with probabilistic graphical models (Bayesian networks) and weights of evidence method are also discussed. The advantages of this new proposed approach are analyzed and highlighted through a case study involving the generation of spatial patterns via sequential indicator simulation.     

Response to ‘Comments on “Combining spatial transition probabilities for stochastic simulation of categorical fields” with communications on some issues related to Markov chain geostatistics’

Li and Zhang (2012b Li, W. and Zhang, C. 2012b. Comments on ‘Combining spatial transition probabilities for stochastic simulation of categorical fields’ with communications on some issues related to Markov chain geostatistics. International Journal of Geographical Information Science, 26(10): 1725–1739. [Taylor & Francis Online] , [Google Scholar], Comments on ‘Combining spatial transition probabilities for stochastic simulation of categorical fields’ with communications on some issues related to Markov chain geostatics) raised a series of comments on our recent paper (Cao, G., Kyriakidis, P.C., and Goodchild, M.F., 2011 Cao, G., Kyriakidis, P.C. and Goodchild, M.F. 2011. Combining spatial transition probabilities for stochastic simulation of categorical fields. International Journal of Geographical Information Science, 25(11): 1773–1791. [Taylor & Francis Online], [Web of Science ®] , [Google Scholar]. Combining spatial transition probabilities for stochastic simulation of categorical fields. International Journal of Geographical Information Science, 25 (11), 1773–1791), which include a notation error in the model equation provided for the Markov chain random field (MCRF) or spatial Markov chain model (SMC), originally proposed by Li (2007b Li, W. 2007b. Markov chain random fields for estimation of categorical variables. Mathematical Geology, 39(3): 321–335. [Crossref] , [Google Scholar], Markov chain random fields for estimation of categorical variables. Mathematical Geology, 39 (3), 321–335), and followed by Allard et al. (2011 Allard, D., D'Or, D. and Froideveaux, R. 2011. An efficient maximum entropy approach for categorical variable prediction. European Journal of Soil Science, 62: 381–393. [Crossref], [Web of Science ®] , [Google Scholar], An efficient maximum entropy approach for categorical variable prediction. European Journal of Soil Science, 62, 381–393) about the misinterpretation of MCRF (or SMC) as a simplified form of the Bayesian maximum entropy (BME)-based approach, the so-called Markovian-type categorical prediction (MCP) (Allard, D., D'Or, D., and Froideveaux, R., 2009 Allard, D., D'Or, D. and Froidevaux, R. 2009. Estimating and simulating spatial categorical data using an efficient maximum entropy approach, Avignon: Unité Biostatistique et Processus Spatiaux Institut National de la Recherche Agronomique. Technical Report No. 37 [Google Scholar]. Estimating and simulating spatial categorical data using an efficient maximum entropy approach. Avignon: Unite Biostatisque et Processus Spatiaux Institute National de la Recherche Agronomique. Technical Report No. 37; Allard, D., D'Or, D., and Froideveaux, R., 2011 Allard, D., D'Or, D. and Froideveaux, R. 2011. An efficient maximum entropy approach for categorical variable prediction. European Journal of Soil Science, 62: 381–393. [Crossref], [Web of Science ®] , [Google Scholar]. An efficient maximum entropy approach for categorical variable prediction. European Journal of Soil Science, 62, 381–393). Li and Zhang (2012b Li, W. and Zhang, C. 2012b. Comments on ‘Combining spatial transition probabilities for stochastic simulation of categorical fields’ with communications on some issues related to Markov chain geostatistics. International Journal of Geographical Information Science, 26(10): 1725–1739. [Taylor & Francis Online] , [Google Scholar], Comments on ‘Combining spatial transition probabilities for stochastic simulation of categorial fields’ with communication on some issues related to Markov chain geostatistics. International Journal of Geographical Information Science) also raised concerns regarding several statements Cao et al. (2011 Cao, G., Kyriakidis, P.C. and Goodchild, M.F. 2011. Combining spatial transition probabilities for stochastic simulation of categorical fields. International Journal of Geographical Information Science, 25(11): 1773–1791. [Taylor & Francis Online], [Web of Science ®] , [Google Scholar], Combining spatial transition probabilities for stochastic simulation of categorical fields. International Journal of Geographical Information Science, 25 (11), 1773–1791) had made, which mainly include connections between permanence of ratios and conditional independence, connections between MCRF and Bayesian networks and transiograms as spatial continuity measures. In this response, all of the comments and concerns will be addressed, while also communicating with Li and other colleagues on general topics in Markov chain geostatistics.     

Spatial prediction of river channel topography by kriging

Topographic information is fundamental to geomorphic inquiry, and spatial prediction of bed elevation from irregular survey data is an important component of many reach‐scale studies. Kriging is a geostatistical technique for obtaining these predictions along with measures of their reliability, and this paper outlines a specialized framework intended for application to river channels. Our modular approach includes an algorithm for transforming the coordinates of data and prediction locations to a channel‐centered coordinate system, several different methods of representing the trend component of topographic variation and search strategies that incorporate geomorphic information to determine which survey data are used to make a prediction at a specific location. For example, a relationship between curvature and the lateral position of maximum depth can be used to include cross‐sectional asymmetry in a two‐dimensional trend surface model, and topographic breaklines can be used to restrict which data are retained in a local neighborhood around each prediction location. Using survey data from a restored gravel‐bed river, we demonstrate how transformation to the channel‐centered coordinate system facilitates interpretation of the variogram, a statistical model of reach‐scale spatial structure used in kriging, and how the choice of a trend model affects the variogram of the residuals from that trend. Similarly, we show how decomposing kriging predictions into their trend and residual components can yield useful information on channel morphology. Cross‐validation analyses involving different data configurations and kriging variants indicate that kriging is quite robust and that survey density is the primary control on the accuracy of bed elevation predictions. The root mean‐square error of these predictions is directly proportional to the spacing between surveyed cross‐sections, even in a reconfigured channel with a relatively simple morphology; sophisticated methods of spatial prediction are no substitute for field data. Copyright © 2007 John Wiley & Sons, Ltd.     

Area-to-point Kriging in spatial hedonic pricing models

This paper proposes a geostatistical hedonic price model in which the effects of location on house values are explicitly modeled. The proposed geostatistical approach, namely area-to-point Kriging with External Drift (A2PKED), can take into account spatial dependence and spatial heteroskedasticity, if they exist. Furthermore, this approach has significant implications in situations where exhaustive area-averaged housing price data are available in addition to a subset of individual housing price data. In the case study, we demonstrate that A2PKED substantially improves the quality of predictions using apartment sale transaction records that occurred in Seoul, South Korea, during 2003. The improvement is illustrated via a comparative analysis, where predicted values obtained from different models, including two traditional regression-based hedonic models and a point-support geostatistical model, are compared to those obtained from the A2PKED model.     

On the prediction error variance of three common spatial interpolation schemes

Three forms of linear interpolation are routinely implemented in geographical information science, by interpolating between measurements made at the endpoints of a line, the vertices of a triangle, and the vertices of a rectangle (bilinear interpolation). Assuming the linear form of interpolation to be correct, we study the propagation of error when measurement error variances and covariances are known for the samples at the vertices of these geometric objects. We derive prediction error variances associated with interpolated values at generic points in the above objects, as well as expected (average) prediction error variances over random locations in these objects. We also place all the three variants of linear interpolation mentioned above within a geostatistical framework, and illustrate that they can be seen as particular cases of Universal Kriging (UK). We demonstrate that different definitions of measurement error in UK lead to different UK variants that, for particular expected profiles or surfaces (drift models), yield weights and predictions identical with the interpolation methods considered above, but produce fundamentally different (yet equally plausible from a pure data standpoint) prediction error variances.     

Area-to-point Kriging with inequality-type data

In practical applications of area-to-point spatial interpolation, inequality constraints, such as non-negativity or more general constraints on the maximum and/or minimum attribute value, should be taken into account. The geostatistical framework proposed in this paper deals with the spatial interpolation problem of downscaling areal data under such constraints, while: (1) explicitly accounting for support differences between sample data and unknown values, (2) guaranteeing coherent (mass-preserving) predictions, and (3) providing a measure of reliability (uncertainty) for the resulting predictions. The formal equivalence between Kriging and spline interpolation allows solving constrained area-to-point interpolation problems via quadratic programming (QP) algorithms, after accounting for the support differences between various constraints involved in the problem formulation. In addition, if inequality constraints are enforced on the entire set of points discretizing the study domain, the numerical algorithms for QP problems are applied only to selected locations where the corresponding predictions violate such constraints. The application of the proposed method of area-to-point spatial interpolation with inequality constraints in one and two dimension is demonstrated using realistically simulated data.     

Conditional Latin Hypercube Simulation of (Log)Gaussian Random Fields

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.