Centre de documentation
scientifique

Bayesian inversion of convolved hidden Markov models with applications in reservoir prediction / Torstein Fjeldstad in IEEE Transactions on geoscience and remote sensing, vol 58 n° 3 (March 2020)  

Public [article]  inIEEE Transactions on geoscience and remote sensing > vol 58 n° 3 (March 2020) . - pp 1957 - 1968 Titre : Bayesian inversion of convolved hidden Markov models with applications in reservoir prediction Type de document : Article/Communication Auteurs : Torstein Fjeldstad, Auteur ; Henning Omre, Auteur Année de publication : 2020 Article en page(s) : pp 1957 - 1968 Note générale : Bibliographie Langues : Anglais (eng) Descripteur : [Vedettes matières IGN] Analyse spatiale [Termes IGN] amplitude [Termes IGN] analyse mathématique [Termes IGN] approximation [Termes IGN] chaîne de Markov [Termes IGN] filtrage numérique d'image [Termes IGN] lithologie [Termes IGN] méthode de Monte-Carlo par chaînes de Markov [Termes IGN] méthode du maximum de vraisemblance (estimation) [Termes IGN] modèle d'inversion [Termes IGN] modèle mathématique [Termes IGN] processus gaussien [Termes IGN] sismicité Résumé : (Auteur) The efficient assessment of convolved hidden Markov models is discussed. The bottom layer is defined as an unobservable categorical first-order Markov chain, whereas the middle layer is assumed to be a Gaussian spatial variable conditional on the bottom layer. Hence, this layer appears marginally as a Gaussian mixture spatial variable. We observe the top layer as a convolution of the middle layer with Gaussian errors. The focus is on assessing the categorical and Gaussian mixture variables given the observations, and we operate in a Bayesian inversion framework. The model is defined to perform the inversion of subsurface seismic amplitude-versus-offset data into lithology/fluid classes and to assess the associated seismic material properties. Due to the spatial coupling in the likelihood functions, evaluation of the posterior normalizing constant is computationally demanding, and brute-force, single-site updating Markov chain Monte Carlo (MCMC) algorithms converge far too slowly to be useful. We construct two classes of approximate posterior models, which we assess analytically and efficiently using the recursive forward–backward algorithm. These approximate posterior densities are used as proposal densities in an independent proposal MCMC algorithm to determine the correct posterior model. A set of synthetic realistic examples is presented. The proposed approximations provide efficient proposal densities, which results in acceptance probabilities in the range 0.10–0.50 in the MCMC algorithm. A case study of lithology/fluid seismic inversion is presented. The lithology/fluid classes and the seismic material properties can be reliably predicted. Numéro de notice : A2020-093 Affiliation des auteurs : non IGN Thématique : IMAGERIE/MATHEMATIQUE Nature : Article nature-HAL : ArtAvecCL-RevueIntern DOI : 10.1109/TGRS.2019.2951205 Date de publication en ligne : 26/11/2019 En ligne : https://doi.org/10.1109/TGRS.2019.2951205 Format de la ressource électronique : URL Article Permalink : https://documentation.ensg.eu/index.php?lvl=notice_display&id=94667 [article]