Half-tapering strategy for conditional simulation with large datasets

Gaussian conditional realizations are routinely used for risk assessment and planning in a variety of Earth sciences applications. Assuming a Gaussian random field, conditional realizations can be obtained by first creating unconditional realizations that are then post-conditioned by kriging. Many efficient algorithms are available for the first step, so the bottleneck resides in the second step. Instead of doing the conditional simulations with the desired covariance (F approach) or with a tapered covariance (T approach), we propose to use the taper covariance only in the conditioning step (half-taper or HT approach). This enables to speed up the computations and to reduce memory requirements for the conditioning step but also to keep the right short scale variations in the realizations. A criterion based on mean square error of the simulation is derived to help anticipate the similarity of HT to F. Moreover, an index is used to predict the sparsity of the kriging matrix for the conditioning step. Some guides for the choice of the taper function are discussed. The distributions of a series of 1D, 2D and 3D scalar response functions are compared for F, T and HT approaches. The distributions obtained indicate a much better similarity to F with HT than with T.     

A simple model for spatial rainfall fields

Spatial rainfall amounts accumulated over short to medium periods of time, say a few days, tend to have a probabilistic structure with very distinctive features. Some of these that are specially relevant for the purpose of spatial modeling are the presence of mixed sampling distributions, right skewed distributions conditional on rainfall occurrence, and a complex spatial association structure. The goal of this work is to construct a family for the bivariate distributions of spatial rainfall fields that incorporates these distinctive features. It is based on the separate modeling of spatial occurrence of rainfall and the spatial distribution of positive rainfalls. The main properties of the bivariate distributions are derived, and some properties of the random field realizations are illustrated through simulation. Some limitations of the proposed model are also discussed.     

Multi-Gaussian kriging and simulation in the presence of an uncertain mean value

The multi-Gaussian model is used in geostatistical applications to predict functions of a regionalized variable and to assess uncertainty by determining local (conditional to neighboring data) distributions. The model relies on the assumption that the regionalized variable can be represented by a transform of a Gaussian random field with a known mean value, which is often a strong requirement. This article presents two variations of the model to account for an uncertain mean value. In the first one, the mean of the Gaussian random field is regarded as an unknown non-random parameter. In the second model, the mean of the Gaussian field is regarded as a random variable with a very large prior variance. The properties of the proposed models are compared in the context of non-linear spatial prediction and uncertainty assessment problems. Algorithms for the conditional simulation of Gaussian random fields with an uncertain mean are also examined, and problems associated with the selection of data in a moving neighborhood are discussed.     

Risk aversion based interval stochastic programming approach for agricultural water management under uncertainty

In this study, a risk aversion based interval stochastic programming (RAIS) method is proposed through integrating interval multistage stochastic programming and conditional value at risk (CVaR) measure for tackling uncertainties expressed as probability distributions and intervals within a multistage context. The RAIS method can reflect dynamic features of the system conditions through transactions at discrete points in time over the planning horizon. Using the CVaR measure, RAIS can effectively reflect system risk resulted from random parameters. When random events are occurred, the adjustable alternatives can be achieved by setting desired targets according to the CVaR, which could make the revised decisions to minimize the economic penalties. Then, the RAIS method is applied to planning agricultural water management in the Zhangweinan River Basin that is plagued by drought due to serious water scarcity. A set of decision alternatives with different combinations of risk levels employed to the objective function and constraints are generated for planning water resources allocation. The results can not only help decision makers examine potential interactions between risks under uncertainty, but also help generate desired policies for agricultural water management with a maximized payoff and a minimized loss.     

Gamma random field simulation by a covariance matrix transformation method

In studies involving environmental risk assessment, Gaussian random field generators are often used to yield realizations of a Gaussian random field, and then realizations of the non-Gaussian target random field are obtained by an inverse-normal transformation. Such simulation process requires a set of observed data for estimation of the empirical cumulative distribution function (ECDF) and covariance function of the random field under investigation. However, if realizations of a non-Gaussian random field with specific probability density and covariance function are needed, such observed-data-based simulation process will not work when no observed data are available. In this paper we present details of a gamma random field simulation approach which does not require a set of observed data. A key element of the approach lies on the theoretical relationship between the covariance functions of a gamma random field and its corresponding standard normal random field. Through a set of devised simulation scenarios, the proposed technique is shown to be capable of generating realizations of the given gamma random fields.     

Spatial prediction of categorical variables: the Bayesian maximum entropy approach

 Being a non-linear method based on a rigorous formalism and an efficient processing of various information sources, the Bayesian maximum entropy (BME) approach has proven to be a very powerful method in the context of continuous spatial random fields, providing much more satisfactory estimates than those obtained from traditional linear geostatistics (i.e., the various kriging techniques). This paper aims at presenting an extension of the BME formalism in the context of categorical spatial random fields. In the first part of the paper, the indicator kriging and cokriging methods are briefly presented and discussed. A special emphasis is put on their inherent limitations, both from the theoretical and practical point of view. The second part aims at presenting the theoretical developments of the BME approach for the case of categorical variables. The three-stage procedure is explained and the formulations for obtaining prior joint distributions and computing posterior conditional distributions are given for various typical cases. The last part of the paper consists in a simulation study for assessing the performance of BME over the traditional indicator (co)kriging techniques. The results of these simulations highlight the theoretical limitations of the indicator approach (negative probability estimates, probability distributions that do not sum up to one, etc.) as well as the much better performance of the BME approach. Estimates are very close to the theoretical conditional probabilities, that can be computed according to the stated simulation hypotheses.     

Interpolation of Steady-State Concentration Data by Inverse Modeling

In most groundwater applications, measurements of concentration are limited in number and sparsely distributed within the domain of interest. Therefore, interpolation techniques are needed to obtain most likely values of concentration at locations where no measurements are available. For further processing, for example, in environmental risk analysis, interpolated values should be given with uncertainty bounds, so that a geostatistical framework is preferable. Linear interpolation of steady-state concentration measurements is problematic because the dependence of concentration on the primary uncertain material property, the hydraulic conductivity field, is highly nonlinear, suggesting that the statistical interrelationship between concentration values at different points is also nonlinear. We suggest interpolating steady-state concentration measurements by conditioning an ensemble of the underlying log-conductivity field on the available hydrological data in a conditional Monte Carlo approach. Flow and transport simulations for each conditional conductivity field must meet the measurements within their given uncertainty. The ensemble of transport simulations based on the conditional log-conductivity fields yields conditional statistical distributions of concentration at points between observation points. This method implicitly meets physical bounds of concentration values and non-Gaussianity of their statistical distributions and obeys the nonlinearity of the underlying processes. We validate our method by artificial test cases and compare the results to kriging estimates assuming different conditional statistical distributions of concentration. Assuming a beta distribution in kriging leads to estimates of concentration with zero probability of concentrations below zero or above the maximal possible value; however, the concentrations are not forced to meet the advection-dispersion equation.     

大跨度桥梁风场模拟方法对比研究

本文将基于线性滤波器的ARMA模型应用于大跨度桥梁的风场模拟,推导出自回归(AR)阶数P和滑动回归(MA)阶数q不等情况下,ARMA模型用于模拟多变量稳态随机过程的公式,将ARMA风场模拟方法与目前广泛应用于大跨度桥梁风场模拟的谐波合成法应用于一座实际大跨度斜拉桥的风场模拟,通过对比研究得出一些有意义的结论,并证实了ARMA法能够在保证模拟精度的前提下,大大提高风场模拟的效率。     

Establishing acceptance regions for L-moments based goodness-of-fit tests for the Pearson type III distribution

Goodness-of-fit tests based on the L-moment-ratio diagram for selection of appropriate distributions for hydrological variables have had many applications in recent years. For such applications, sample-size-dependent acceptance regions need to be established in order to take into account the uncertainties induced by sample L-skewness and L-kurtosis. Acceptance regions of two-parameter distributions such as the normal and Gumbel distributions have been developed. However, many hydrological variables are better characterized by three-parameter distributions such as the Pearson type III and generalized extreme value distributions. Establishing acceptance regions for these three-parameter distributions is more complicated since their L-moment-ratio diagrams plot as curves, instead of unique points for two-parameter distributions. Through stochastic simulation we established sample-size-dependent 95% acceptance regions for the Pearson type III distribution. The proposed approach involves two key elements—the conditional distribution of population L-skewness given a sample L-skewness and the conditional distribution of sample L-kurtosis given a sample L-skewness. The established 95% acceptance regions of the Pearson type III distribution were further validated through two types of validity check, and were found to be applicable for goodness-of-fit tests for random samples of any sample size between 20 and 300 and coefficient of skewness not exceeding 3.0.     

Physically compliant,conditionally simulated spatially variable seismic ground motions for performance‐based design

The performance‐based design of lifeline systems requires spatially variable seismic excitations at the structures' supports that are consistent with prescribed seismic ground motion characteristics and an appropriate spatial variability model—such motions can be obtained through conditional simulation. This work revisits the concept of conditional simulation and critically examines the conformity of the generated motions with the characteristics of the target random field and observations from data recorded at dense instrument arrays. Baseline adjustment processing techniques for recorded earthquake accelerograms are extended to fit the requirements of simulated and conditionally simulated spatially variable ground motions. Emphasis is placed on the use of causal vs acausal filtering in the data processing. Acceleration, velocity and displacement time histories are evaluated in two example applications of the approach. The first application deals with a prescribed synthetic time history that incorporates nonstationarity in the amplitude and frequency content of the motions and depends on earthquake magnitude, source–site distance and local soil conditions; this example results in zero residual displacements. The second application considers as prescribed time history a recording in the vicinity of a fault and yields nonzero residual displacements. It is shown that the conditionally simulated time histories preserve the characteristics of the prescribed ones and are consistent with the target random field. The results of this analysis suggest that the presented methodology provides a useful tool for the generation of spatially variable ground motions to be used in the performance‐based design of lifeline systems. Copyright © 2006 John Wiley & Sons, Ltd.     

Statistical inference for Gibbs point processes based on field observations

Forest inventories are mostly based on field observations, and complete records of spatial tree coordinates are seldom taken. The lack of individual coordinates prevents the use of well stablised statistical inference tools based on the likelihood function. However, the Takacs–Fiksel approach, based on equating two expectations derived from different measures, can be used routinely without any measurement of tree coordinates, just by considering nearest neighbour measurements and the counting of trees at some random positions. Despite this, little attention has been paid to the Takacs–Fiksel method in terms of the type of test function and the type of field observation data considered. Motivated by problems based on field observations, we present a simulation study to analyse and illustrate the quality of the parameter estimates for this estimation approach under distinct simulated scenarios, where several test functions and distinct forest sampling designs are taken into account. Indeed, the type of the chosen test function affects the resulting estimates in terms of the forest field observation considered.     

Stochastically conditioned flow paths and travel time distribution in highly heterogeneous synthesized aquifers / Chemins d’écoulement et distribution des temps de parcours au sein d’aquifères synthétiques hautement hétérogènes sous conditions stochastiques

Abstract

Abstract Characterization of heterogeneity at the field scale generally requires detailed aquifer properties such as transmissivity and hydraulic head. An accurate delineation of these properties is expensive and time consuming, and for many if not most groundwater systems, is not practical. As an alternative approach, stochastic representation of random fields is used and presented in this paper. Specifically, an iterative stochastic conditional simulation approach was applied to a hypothetical and highly heterogeneous pre-designed aquifer system. The approach is similar to the classical co-kriging technique; it uses a linear estimator that depends on the covariance functions of transmissivity (T), and hydraulic head (h), as well as their cross-covariances. A linearized flow equation along with a conditional random field generator constitutes the iterative process of the conditional simulation. One hundred equally likely realizations of transmissivity fields with pre-specified geostatistical parameters were generated, and conditioned to both limited transmissivity and head data. The successful implementation of the approach resulted in conditioned flow paths and travel-time distribution under different degrees of aquifer heterogeneity. This approach worked well for fields exhibiting small variances. However, for random fields exhibiting large variances (greater than 1.0), an iterative procedure was used. The results show that, as the variance of the ln[T] increases, the flow paths tend to diverge, resulting in a wide spectrum of flow conditions, with no direct discernable relationship between the degree of heterogeneity and travel time. The applied approach indicates that high errors may result when estimation of particle travel times in a heterogeneous medium is approximated by an equivalent homogeneous medium.     

Conditional components for simulation of vector random fields

Conditional component random fields (CC) based on Cholesky decomposition of the multivariate spectra are introduced in this study to develop a new method for conditional simulation of vector attributes in environmental and geological phenomena. The CC are independent random fields with covariance models obtained from projections and conditioning in the frequency domain. The approach is to simulate one attribute in the physical space and use the results to estimate the other attributes in the frequency domain. Then, a CC for the next attribute is simulated and projected on the other attributes. In general, any attribute is built as the sum of inverse Fourier transform of the orthogonal projection of previous simulated CC plus a last CC simulated in the physical space. This simulation approach continues in this fashion for several attributes and the order of them may be changed for different realizations. This method allows for data conditioning and simulation. A simplified version for intrinsically correlated random fields allows for an approach that avoids the frequency domain.     

Estimating threshold-exceeding probability maps of environmental variables with Markov chain random fields

Estimating and mapping spatial uncertainty of environmental variables is crucial for environmental evaluation and decision making. For a continuous spatial variable, estimation of spatial uncertainty may be conducted in the form of estimating the probability of (not) exceeding a threshold value. In this paper, we introduced a Markov chain geostatistical approach for estimating threshold-exceeding probabilities. The differences of this approach compared to the conventional indicator approach lie with its nonlinear estimators—Markov chain random field models and its incorporation of interclass dependencies through transiograms. We estimated threshold-exceeding probability maps of clay layer thickness through simulation (i.e., using a number of realizations simulated by Markov chain sequential simulation) and interpolation (i.e., direct conditional probability estimation using only the indicator values of sample data), respectively. To evaluate the approach, we also estimated those probability maps using sequential indicator simulation and indicator kriging interpolation. Our results show that (i) the Markov chain approach provides an effective alternative for spatial uncertainty assessment of environmental spatial variables and the probability maps from this approach are more reasonable than those from conventional indicator geostatistics, and (ii) the probability maps estimated through sequential simulation are more realistic than those through interpolation because the latter display some uneven transitions caused by spatial structures of the sample data.     

A discrete Bayesian network to investigate suspended sediment concentrations in an Alpine proglacial zone

In this study, a Bayesian Network (BN) is used to model the suspended sediment concentrations (SSC) in the catchments of the glaciers Noir and Blanc in the Ecrins National Park, France, and at the distal end of the proglacial zone into which both torrents drain. Relationships between air temperature, glacier discharge and SSC are represented as random variables; thereby taking the natural next step from proposed modified rating curve methods which increasingly approximate random variable approaches. Hydrological relationships are propagated through the network via conditional probability distributions computed from 980 field records obtained at three monitoring sites during July 2005. Rainfall affected data are removed from the modelling process. A two‐sample Kolmogorov–Smirnov goodness‐of‐fit (two‐sample KS) test (n = 5) shows good agreement between the probability distributions of SSC predicted by the BN, and those recorded in the field at the outflow of the proglacial zone over an air temperature range of 5–25 °C. The BN performs poorly for air temperatures between 25 and 30 °C and this is attributed to limited field records covering this temperature range. Discussion of the significant limitations surrounding the widespread application of BNs in hydrological modelling are offered with a focus on data volume and temporal limitations. Copyright © 2008 John Wiley & Sons, Ltd.     

Application of a Monte‐Carlo simulation approach for the probabilistic assessment of seismic hazard for geographically distributed portfolio

The conventional integral approach is very well established in probabilistic seismic hazard assessment (PSHA). However, Monte‐Carlo (MC) simulations can become an efficient and flexible alternative against conventional PSHA when more complicated factors (e.g. spatial correlation of ground shaking) are involved. This study aims at showing the implementation of MC simulation techniques for computing the annual exceedance rates of dynamic ground‐motion intensity measures (GMIMs) (e.g. peak ground acceleration and spectral acceleration). We use multi‐scale random field technique to incorporate spatial correlation and near‐fault directivity while generating MC simulations to assess the probabilistic seismic hazard of dynamic GMIMs. Our approach is capable of producing conditional hazard curves as well. We show various examples to illustrate the potential use of the proposed procedures in the hazard and risk assessment of geographically distributed structural systems. Copyright © 2015 John Wiley & Sons, Ltd.     

基于经验模态分解的分数维地震随机噪声衰减方法

经验模态分解算法(EMD)是一种基于有效波和噪声尺度差异进行波场分离的随机噪声压制方法,但由于实际地震数据波场复杂,导致模态混叠较严重,仅凭该方法进行去噪很难达到理想效果.本文基于EMD算法对信号多尺度的分解特性,结合Hausdorff维数约束条件,提出一种用于地震随机噪声衰减的新方法.首先对地震数据进行EMD自适应分解,得到一系列具有不同尺度的、分形自相似性的固有模态分量(IMF);在此基础上,基于有效信号和随机噪声的Hausdorff维数差异,识别混有随机噪声的IMF分量,对该分量进行相关的阈值滤波处理,从而实现有效信号和随机噪声的有效分离.文中从仿真信号试验出发,到模型地震数据和实际地震数据的测试处理,同时与传统的EMD处理结果相对比.结果表明,本文方法对地震随机噪声的衰减有更佳的压制效果.     

Shallow bias of paleomagnetic inclinations in the Paleozoic and Precambrian

An updated analysis of the global paleomagnetic database shows that the frequency distributions of paleomagnetic inclinations for the Cenozoic and Mesozoic eras (younger than 250 Ma) are compatible with a random geographical sampling of a time-averaged geomagnetic field that closely resembles that of a geocentric axial dipole. In contrast, the frequency distributions of paleomagnetic inclinations for the Paleozoic and Precambrian eras (prior to 250 Ma) are over-represented by shallow inclinations. After discounting obvious secondary causes for the bias, such as from data averaging, sedimentary inclination error, inhomogeneous lithological distributions, and tropical remagnetization, we show that the anomalous inclination distributions for the Paleozoic and Precambrian can be explained by a geomagnetic field source model which includes a relatively modest (25%) contribution to the axial dipole from a zonal octupole field and an arbitrary zonal quadrupolar contribution. The apparent change by around 250 Ma to a much more axial dipolar field geometry might be due to the stabilization of the geodynamo from growth of the inner core to some critical threshold size, a gross speculation which would imply that either the threshold size was rather large or the inner core nucleated rather late in Earth history. Alternatively, if a geocentric axial dipole model is assumed or can eventually be demonstrated independently, the anomalous inclination distributions for the Paleozoic and Precambrian may reflect a tendency of continental lithosphere to be cycled into the equatorial belt, perhaps because geoid highs associated with long-term continental aggregates influence true polar wander.     

Combining categorical and continuous spatial information within the Bayesian maximum entropy paradigm

Due to the fast pace increasing availability and diversity of information sources in environmental sciences, there is a real need of sound statistical mapping techniques for using them jointly inside a unique theoretical framework. As these information sources may vary both with respect to their nature (continuous vs. categorical or qualitative), their spatial density as well as their intrinsic quality (soft vs. hard data), the design of such techniques is a challenging issue. In this paper, an efficient method for combining spatially non-exhaustive categorical and continuous data in a mapping context is proposed, based on the Bayesian maximum entropy paradigm. This approach relies first on the definition of a mixed random field, that can account for a stochastic link between categorical and continuous random fields through the use of a cross-covariance function. When incorporating general knowledge about the first- and second-order moments of these fields, it is shown that, under mild hypotheses, their joint distribution can be expressed as a mixture of conditional Gaussian prior distributions, with parameters estimation that can be obtained from entropy maximization. A posterior distribution that incorporates the various (soft or hard) continuous and categorical data at hand can then be obtained by a straightforward conditionalization step. The use and potential of the method is illustrated by the way of a simulated case study. A comparison with few common geostatistical methods in some limit cases also emphasizes their similarities and differences, both from the theoretical and practical viewpoints. As expected, adding categorical information may significantly improve the spatial prediction of a continuous variable, making this approach powerful and very promising.     

Geostatistical simulation of random fields with bivariate isofactorial distributions by adding mosaic models

This work deals with the geostatistical simulation of a family of stationary random field models with bivariate isofactorial distributions. Such models are defined as the sum of independent random fields with mosaic-type bivariate distributions and infinitely divisible univariate distributions. For practical applications, dead leaf tessellations are used since they provide a wide range of models and allow conditioning the realizations to a set of data via an iterative procedure (simulated annealing). The model parameters can be determined by comparing the data variogram and madogram, and enable to control the spatial connectivity of the extreme values in the realizations. An illustration to a forest dataset is presented, for which a negative binomial model is used to characterize the distribution of coniferous trees over a wooded area.