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Markov Chain Monte Carlo Algorithm Integrated 4d Seismic Reservoir Characterization And Uncertainty Analysis In A Bayesian Framework
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Book Synopsis Markov Chain Monte Carlo Algorithm, Integrated 4D Seismic Reservoir Characterization and Uncertainty Analysis in a Bayesian Framework by : Tiancong Hong
Download or read book Markov Chain Monte Carlo Algorithm, Integrated 4D Seismic Reservoir Characterization and Uncertainty Analysis in a Bayesian Framework written by Tiancong Hong and published by . This book was released on 2008 with total page 382 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Uncertainty Analysis in Upscaling Well Log Data by Markov Chain Monte Carlo Method by : Kyubum Hwang
Download or read book Uncertainty Analysis in Upscaling Well Log Data by Markov Chain Monte Carlo Method written by Kyubum Hwang and published by . This book was released on 2010 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: More difficulties are now expected in exploring economically valuable reservoirs because most reservoirs have been already developed since beginning seismic exploration of the subsurface. In order to efficiently analyze heterogeneous fine-scale properties in subsurface layers, one ongoing challenge is accurately upscaling fine-scale (high frequency) logging measurements to coarse-scale data, such as surface seismic images. In addition, numerically efficient modeling cannot use models defined on the scale of log data. At this point, we need an upscaling method replaces the small scale data with simple large scale models. However, numerous unavoidable uncertainties still exist in the upscaling process, and these problems have been an important emphasis in geophysics for years. Regarding upscaling problems, there are predictable or unpredictable uncertainties in upscaling processes; such as, an averaging method, an upscaling algorithm, analysis of results, and so forth. To minimize the uncertainties, a Bayesian framework could be a useful tool for providing the posterior information to give a better estimate for a chosen model with a conditional probability. In addition, the likelihood of a Bayesian framework plays an important role in quantifying misfits between the measured data and the calculated parameters. Therefore, Bayesian methodology can provide a good solution for quantification of uncertainties in upscaling. When analyzing many uncertainties in porosities, wave velocities, densities, and thicknesses of rocks through upscaling well log data, the Markov Chain Monte Carlo (MCMC) method is a potentially beneficial tool that uses randomly generated parameters with a Bayesian framework producing the posterior information. In addition, the method provides reliable model parameters to estimate economic values of hydrocarbon reservoirs, even though log data include numerous unknown factors due to geological heterogeneity. In this thesis, fine layered well log data from the North Sea were selected with a depth range of 1600m to 1740m for upscaling using an MCMC implementation. The results allow us to automatically identify important depths where interfaces should be located, along with quantitative estimates of uncertainty in data. Specifically, interfaces in the example are required near depths of 1,650m, 1,695m, 1,710m, and 1,725m. Therefore, the number and location of blocked layers can be effectively quantified in spite of uncertainties in upscaling log data.
Book Synopsis Markov Chain Monte Carlo by : Dani Gamerman
Download or read book Markov Chain Monte Carlo written by Dani Gamerman and published by CRC Press. This book was released on 1997-10-01 with total page 264 pages. Available in PDF, EPUB and Kindle. Book excerpt: Bridging the gap between research and application, Markov Chain Monte Carlo: Stochastic Simulation for Bayesian Inference provides a concise, and integrated account of Markov chain Monte Carlo (MCMC) for performing Bayesian inference. This volume, which was developed from a short course taught by the author at a meeting of Brazilian statisticians and probabilists, retains the didactic character of the original course text. The self-contained text units make MCMC accessible to scientists in other disciplines as well as statisticians. It describes each component of the theory in detail and outlines related software, which is of particular benefit to applied scientists.
Book Synopsis Seismic Reservoir Modeling by : Dario Grana
Download or read book Seismic Reservoir Modeling written by Dario Grana and published by John Wiley & Sons. This book was released on 2021-05-04 with total page 256 pages. Available in PDF, EPUB and Kindle. Book excerpt: Seismic reservoir characterization aims to build 3-dimensional models of rock and fluid properties, including elastic and petrophysical variables, to describe and monitor the state of the subsurface for hydrocarbon exploration and production and for CO2 sequestration. Rock physics modeling and seismic wave propagation theory provide a set of physical equations to predict the seismic response of subsurface rocks based on their elastic and petrophysical properties. However, the rock and fluid properties are generally unknown and surface geophysical measurements are often the only available data to constrain reservoir models far away from well control. Therefore, reservoir properties are generally estimated from geophysical data as a solution of an inverse problem, by combining rock physics and seismic models with inverse theory and geostatistical methods, in the context of the geological modeling of the subsurface. A probabilistic approach to the inverse problem provides the probability distribution of rock and fluid properties given the measured geophysical data and allows quantifying the uncertainty of the predicted results. The reservoir characterization problem includes both discrete properties, such as facies or rock types, and continuous properties, such as porosity, mineral volumes, fluid saturations, seismic velocities and density. Seismic Reservoir Modeling: Theory, Examples and Algorithms presents the main concepts and methods of seismic reservoir characterization. The book presents an overview of rock physics models that link the petrophysical properties to the elastic properties in porous rocks and a review of the most common geostatistical methods to interpolate and simulate multiple realizations of subsurface properties conditioned on a limited number of direct and indirect measurements based on spatial correlation models. The core of the book focuses on Bayesian inverse methods for the prediction of elastic petrophysical properties from seismic data using analytical and numerical statistical methods. The authors present basic and advanced methodologies of the current state of the art in seismic reservoir characterization and illustrate them through expository examples as well as real data applications to hydrocarbon reservoirs and CO2 sequestration studies.
Book Synopsis Advanced Markov Chain Monte Carlo Methods by : Faming Liang
Download or read book Advanced Markov Chain Monte Carlo Methods written by Faming Liang and published by John Wiley & Sons. This book was released on 2011-07-05 with total page 308 pages. Available in PDF, EPUB and Kindle. Book excerpt: Markov Chain Monte Carlo (MCMC) methods are now an indispensable tool in scientific computing. This book discusses recent developments of MCMC methods with an emphasis on those making use of past sample information during simulations. The application examples are drawn from diverse fields such as bioinformatics, machine learning, social science, combinatorial optimization, and computational physics. Key Features: Expanded coverage of the stochastic approximation Monte Carlo and dynamic weighting algorithms that are essentially immune to local trap problems. A detailed discussion of the Monte Carlo Metropolis-Hastings algorithm that can be used for sampling from distributions with intractable normalizing constants. Up-to-date accounts of recent developments of the Gibbs sampler. Comprehensive overviews of the population-based MCMC algorithms and the MCMC algorithms with adaptive proposals. This book can be used as a textbook or a reference book for a one-semester graduate course in statistics, computational biology, engineering, and computer sciences. Applied or theoretical researchers will also find this book beneficial.
Book Synopsis Markov Chain Monte Carlo by : W. S. Kendall
Download or read book Markov Chain Monte Carlo written by W. S. Kendall and published by World Scientific. This book was released on 2005 with total page 239 pages. Available in PDF, EPUB and Kindle. Book excerpt: Markov Chain Monte Carlo (MCMC) originated in statistical physics, but has spilled over into various application areas, leading to a corresponding variety of techniques and methods. That variety stimulates new ideas and developments from many different places, and there is much to be gained from cross-fertilization. This book presents five expository essays by leaders in the field, drawing from perspectives in physics, statistics and genetics, and showing how different aspects of MCMC come to the fore in different contexts. The essays derive from tutorial lectures at an interdisciplinary program at the Institute for Mathematical Sciences, Singapore, which exploited the exciting ways in which MCMC spreads across different disciplines.
Book Synopsis Markov Chain Monte Carlo by : Dani Gamerman
Download or read book Markov Chain Monte Carlo written by Dani Gamerman and published by CRC Press. This book was released on 2006-05-10 with total page 352 pages. Available in PDF, EPUB and Kindle. Book excerpt: While there have been few theoretical contributions on the Markov Chain Monte Carlo (MCMC) methods in the past decade, current understanding and application of MCMC to the solution of inference problems has increased by leaps and bounds. Incorporating changes in theory and highlighting new applications, Markov Chain Monte Carlo: Stochastic Simulation for Bayesian Inference, Second Edition presents a concise, accessible, and comprehensive introduction to the methods of this valuable simulation technique. The second edition includes access to an internet site that provides the code, written in R and WinBUGS, used in many of the previously existing and new examples and exercises. More importantly, the self-explanatory nature of the codes will enable modification of the inputs to the codes and variation on many directions will be available for further exploration. Major changes from the previous edition: · More examples with discussion of computational details in chapters on Gibbs sampling and Metropolis-Hastings algorithms · Recent developments in MCMC, including reversible jump, slice sampling, bridge sampling, path sampling, multiple-try, and delayed rejection · Discussion of computation using both R and WinBUGS · Additional exercises and selected solutions within the text, with all data sets and software available for download from the Web · Sections on spatial models and model adequacy The self-contained text units make MCMC accessible to scientists in other disciplines as well as statisticians. The book will appeal to everyone working with MCMC techniques, especially research and graduate statisticians and biostatisticians, and scientists handling data and formulating models. The book has been substantially reinforced as a first reading of material on MCMC and, consequently, as a textbook for modern Bayesian computation and Bayesian inference courses.
Book Synopsis Uncertainty Quantification in Reservoirs with Faults Using a Sequential Approach by : Samuel Clay Estes
Download or read book Uncertainty Quantification in Reservoirs with Faults Using a Sequential Approach written by Samuel Clay Estes and published by . This book was released on 2019 with total page 152 pages. Available in PDF, EPUB and Kindle. Book excerpt: Reservoir simulation is critically important for optimally managing petroleum reservoirs. Often, many of the parameters of the model are unknown and cannot be measured directly. These parameters must then be inferred from production data at the wells. This is an inverse problem which can be formulated within a Bayesian framework to integrate prior knowledge with observational data. Markov Chain Monte Carlo (MCMC) methods are commonly used to solve Bayesian inverse problems by generating a set of samples which can be used to characterize the posterior distribution. In this work, we present a novel MCMC algorithm which uses a sequential transition kernel designed to exploit the redundancy which is often present in time series data from reservoirs. This method can be used to efficiently generate samples from the Bayesian posterior for time-dependent models. While this method is general and could be useful for many different models, we focus here on reservoir models with faults. A fault is a heterogeneity characterized by a sharp change in the permeability of the reservoir over a region with very small width relative to its length and the overall size of the reservoir domain [1]. It is often convenient to model faults as lower dimensional surfaces which act as barriers to the flow. The transmissibility multiplier is a parameter which characterizes the extent to which fluid can flow across a fault. We consider a Bayesian inverse problem in which we wish to infer fault transmissibilities from measurements of pressure at wells using a two-phase flow model. We demonstrate how the sequential MCMC algorithm presented here can be more efficient than a standard Metropolis-Hastings MCMC approach for this inverse problem. We use integrated autocorrelation times along with mean-squared jump distances to determine the performance of each method for the inverse problem
Book Synopsis Markov Chain Monte Carlo in Practice by : W.R. Gilks
Download or read book Markov Chain Monte Carlo in Practice written by W.R. Gilks and published by CRC Press. This book was released on 1995-12-01 with total page 538 pages. Available in PDF, EPUB and Kindle. Book excerpt: In a family study of breast cancer, epidemiologists in Southern California increase the power for detecting a gene-environment interaction. In Gambia, a study helps a vaccination program reduce the incidence of Hepatitis B carriage. Archaeologists in Austria place a Bronze Age site in its true temporal location on the calendar scale. And in France, researchers map a rare disease with relatively little variation. Each of these studies applied Markov chain Monte Carlo methods to produce more accurate and inclusive results. General state-space Markov chain theory has seen several developments that have made it both more accessible and more powerful to the general statistician. Markov Chain Monte Carlo in Practice introduces MCMC methods and their applications, providing some theoretical background as well. The authors are researchers who have made key contributions in the recent development of MCMC methodology and its application. Considering the broad audience, the editors emphasize practice rather than theory, keeping the technical content to a minimum. The examples range from the simplest application, Gibbs sampling, to more complex applications. The first chapter contains enough information to allow the reader to start applying MCMC in a basic way. The following chapters cover main issues, important concepts and results, techniques for implementing MCMC, improving its performance, assessing model adequacy, choosing between models, and applications and their domains. Markov Chain Monte Carlo in Practice is a thorough, clear introduction to the methodology and applications of this simple idea with enormous potential. It shows the importance of MCMC in real applications, such as archaeology, astronomy, biostatistics, genetics, epidemiology, and image analysis, and provides an excellent base for MCMC to be applied to other fields as well.
Book Synopsis Handbook of Markov Chain Monte Carlo by : Steve Brooks
Download or read book Handbook of Markov Chain Monte Carlo written by Steve Brooks and published by CRC Press. This book was released on 2011-05-10 with total page 620 pages. Available in PDF, EPUB and Kindle. Book excerpt: Since their popularization in the 1990s, Markov chain Monte Carlo (MCMC) methods have revolutionized statistical computing and have had an especially profound impact on the practice of Bayesian statistics. Furthermore, MCMC methods have enabled the development and use of intricate models in an astonishing array of disciplines as diverse as fisherie
Book Synopsis Markov Chain Monte Carlo Simulations and Their Statistical Analysis by : Bernd A. Berg
Download or read book Markov Chain Monte Carlo Simulations and Their Statistical Analysis written by Bernd A. Berg and published by World Scientific. This book was released on 2004 with total page 380 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book teaches modern Markov chain Monte Carlo (MC) simulation techniques step by step. The material should be accessible to advanced undergraduate students and is suitable for a course. It ranges from elementary statistics concepts (the theory behind MC simulations), through conventional Metropolis and heat bath algorithms, autocorrelations and the analysis of the performance of MC algorithms, to advanced topics including the multicanonical approach, cluster algorithms and parallel computing. Therefore, it is also of interest to researchers in the field. The book relates the theory directly to Web-based computer code. This allows readers to get quickly started with their own simulations and to verify many numerical examples easily. The present code is in Fortran 77, for which compilers are freely available. The principles taught are important for users of other programming languages, like C or C++.
Book Synopsis Markov Chain Monte Carlo Posterior Sampling with the Hamiltonian Method by :
Download or read book Markov Chain Monte Carlo Posterior Sampling with the Hamiltonian Method written by and published by . This book was released on 2001 with total page 5 pages. Available in PDF, EPUB and Kindle. Book excerpt: A major advantage of Bayesian data analysis is that provides a characterization of the uncertainty in the model parameters estimated from a given set of measurements in the form of a posterior probability distribution. When the analysis involves a complicated physical phenomenon, the posterior may not be available in analytic form, but only calculable by means of a simulation code. In such cases, the uncertainty in inferred model parameters requires characterization of a calculated functional. An appealing way to explore the posterior, and hence characterize the uncertainty, is to employ the Markov Chain Monte Carlo technique. The goal of MCMC is to generate a sequence random of parameter x samples from a target pdf (probability density function), [pi](x). In Bayesian analysis, this sequence corresponds to a set of model realizations that follow the posterior distribution. There are two basic MCMC techniques. In Gibbs sampling, typically one parameter is drawn from the conditional pdf at a time, holding all others fixed. In the Metropolis algorithm, all the parameters can be varied at once. The parameter vector is perturbed from the current sequence point by adding a trial step drawn randomly from a symmetric pdf. The trial position is either accepted or rejected on the basis of the probability at the trial position relative to the current one. The Metropolis algorithm is often employed because of its simplicity. The aim of this work is to develop MCMC methods that are useful for large numbers of parameters, n, say hundreds or more. In this regime the Metropolis algorithm can be unsuitable, because its efficiency drops as 0.3/n. The efficiency is defined as the reciprocal of the number of steps in the sequence needed to effectively provide a statistically independent sample from [pi].
Book Synopsis Monte Carlo Methods in Bayesian Computation by : Ming-Hui Chen
Download or read book Monte Carlo Methods in Bayesian Computation written by Ming-Hui Chen and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 399 pages. Available in PDF, EPUB and Kindle. Book excerpt: Dealing with methods for sampling from posterior distributions and how to compute posterior quantities of interest using Markov chain Monte Carlo (MCMC) samples, this book addresses such topics as improving simulation accuracy, marginal posterior density estimation, estimation of normalizing constants, constrained parameter problems, highest posterior density interval calculations, computation of posterior modes, and posterior computations for proportional hazards models and Dirichlet process models. The authors also discuss model comparisons, including both nested and non-nested models, marginal likelihood methods, ratios of normalizing constants, Bayes factors, the Savage-Dickey density ratio, Stochastic Search Variable Selection, Bayesian Model Averaging, the reverse jump algorithm, and model adequacy using predictive and latent residual approaches. The book presents an equal mixture of theory and applications involving real data, and is intended as a graduate textbook or a reference book for a one-semester course at the advanced masters or Ph.D. level. It will also serve as a useful reference for applied or theoretical researchers as well as practitioners.
Book Synopsis MCMC from Scratch by : Masanori Hanada
Download or read book MCMC from Scratch written by Masanori Hanada and published by Springer Nature. This book was released on 2022-10-20 with total page 198 pages. Available in PDF, EPUB and Kindle. Book excerpt: This textbook explains the fundamentals of Markov Chain Monte Carlo (MCMC) without assuming advanced knowledge of mathematics and programming. MCMC is a powerful technique that can be used to integrate complicated functions or to handle complicated probability distributions. MCMC is frequently used in diverse fields where statistical methods are important – e.g. Bayesian statistics, quantum physics, machine learning, computer science, computational biology, and mathematical economics. This book aims to equip readers with a sound understanding of MCMC and enable them to write simulation codes by themselves. The content consists of six chapters. Following Chap. 2, which introduces readers to the Monte Carlo algorithm and highlights the advantages of MCMC, Chap. 3 presents the general aspects of MCMC. Chap. 4 illustrates the essence of MCMC through the simple example of the Metropolis algorithm. In turn, Chap. 5 explains the HMC algorithm, Gibbs sampling algorithm and Metropolis-Hastings algorithm, discussing their pros, cons and pitfalls. Lastly, Chap. 6 presents several applications of MCMC. Including a wealth of examples and exercises with solutions, as well as sample codes and further math topics in the Appendix, this book offers a valuable asset for students and beginners in various fields.
Book Synopsis Bayesian Inversion Methods for Seismic Reservoir Characterization and Time-lapse Studies by : Dario Grana
Download or read book Bayesian Inversion Methods for Seismic Reservoir Characterization and Time-lapse Studies written by Dario Grana and published by . This book was released on 2013 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: This dissertation addresses mathematical methodologies for seismic reservoir characterization and time-lapse studies. Generally the main goal of reservoir modeling is to provide 3-dimensional models of the main properties in the reservoir in order to perform fluid flow simulations. These properties generally include rock properties, such as porosity and lithology; fluid properties, such as water and hydrocarbon saturations; and dynamic properties, such as pressure and permeability. None of these properties can be directly measured in the subsurface, therefore reservoir properties must be estimated from other measurements. In petroleum geophysics we generally have two kinds of measured data: well log data and seismic data. Well log data contain high resolution information about elastic and petrophysical properties, but they can only sample few locations of the reservoir. On the other side, seismic data cover the whole reservoir but the resolution is lower than well log data. Electromagnetic data are sometimes acquired in addition to seismic data to improve the reservoir description but the resolution is still limited. In order to obtain suitable models of the reservoir, we have to combine these two sources of information, wells and seismic, and integrate physical relations (rock physics and seismic modeling) with mathematical methodologies (inverse theory and probability and statistics). In particular by using a Bayesian approach to seismic and rock physics inversion we aim to obtain reservoir models of rock and fluid properties and the associated uncertainty. Since the resolution and the quality of seismic data are generally not ideal, uncertainty quantification plays a key role in reservoir modeling. This thesis includes three innovative methodologies for seismic reservoir characterization: the first method is a Bayesian inversion methodology suitable for reservoirs in exploration phases with a limited number of wells, the second method is a Bayesian sampling methodology that can provide multiple reservoir models honoring the given seismic dataset, the third one is a stochastic inversion methodology that provides high-detailed models suitable for reservoirs with a large number of wells. The key innovation in all these methods is the use of new statistical tools to describe the multimodal behavior of rock and properties in the reservoir and the direct integration of the rock physics model. The main principle of these methodologies is then extended to time-lapse studies to invert time-lapse seismic data and improve the reservoir description in terms of changes in rock and dynamic properties. The novelty of this method is the simultaneous inversion of the pre-production base seismic survey and repeated monitor surveys. This dissertation contributes to both deterministic and statistical seismic-based reservoir characterization. Complementary, I investigated velocity-pressure transforms to determine analytical physical models to describe the pressure effect on elastic properties and integrate these models in time-lapse reservoir studies. Finally I also developed a statistical methodology to integrate rock physics models in formation evaluation analysis and log-facies classification. All the proposed probabilistic reservoir-characterization techniques can predict reservoir models with multiple properties (static and dynamic) and the associated uncertainty. Multiple models can then be derived to run multiple scenarios and the corresponding risk analysis. All the methodologies were tested using synthetic data and applied to real case datasets. In the future, these methodologies could be integrated with history matching techniques to develop statistical methodologies for seismic history matching and improve reservoir description and monitoring by simultaneously matching seismic data and production data.
Book Synopsis Stability of Markov Chain Monte Carlo Methods by : Kengo Kamatani
Download or read book Stability of Markov Chain Monte Carlo Methods written by Kengo Kamatani and published by Springer. This book was released on 2015-08-05 with total page 120 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents modern techniques for the analysis of Markov chain Monte Carlo (MCMC) methods. A central focus is the study of the number of iteration of MCMC and the relation to some indices, such as the number of observation, or the number of dimension of the parameter space. The approach in this book is based on the theory of convergence of probability measures for two kinds of randomness: observation randomness and simulation randomness. This method provides in particular the optimal bounds for the random walk Metropolis algorithm and useful asymptotic information on the data augmentation algorithm. Applications are given to the Bayesian mixture model, the cumulative probit model, and to some other categorical models. This approach yields new subjects, such as the degeneracy problem and optimal rate problem of MCMC. Containing asymptotic results of MCMC under a Bayesian statistical point of view, this volume will be useful to practical and theoretical researchers and to graduate students in the field of statistical computing.
Book Synopsis Markov Chain Monte Carlo in Practice by : W. R. Gilks
Download or read book Markov Chain Monte Carlo in Practice written by W. R. Gilks and published by Springer. This book was released on 2013-08-21 with total page 486 pages. Available in PDF, EPUB and Kindle. Book excerpt:
