Chilès / Delfiner Geostatistics

Modeling Spatial Uncertainty
2. Auflage 2012
ISBN: 978-1-118-13615-7
Verlag: John Wiley & Sons
Format: PDF
Kopierschutz: Adobe DRM (»Systemvoraussetzungen)

E-Book, Englisch, 736 Seiten, E-Book

Reihe: Wiley Series in Probability and Statistics

Praise for the First Edition
". . . a readable, comprehensive volume that . . . belongs onthe desk, close at hand, of any serious researcher orpractitioner." --Mathematical Geosciences
The state of the art in geostatistics
Geostatistical models and techniques such as kriging andstochastic multi-realizations exploit spatial correlations toevaluate natural resources, help optimize their development, andaddress environmental issues related to air and water quality, soilpollution, and forestry. Geostatistics: Modeling SpatialUncertainty, Second Edition presents a comprehensive, up-to-datereference on the topic, now featuring the latest developments inthe field.
The authors explain both the theory and applications ofgeostatistics through a unified treatment that emphasizesmethodology. Key topics that are the foundation of geostatisticsare explored in-depth, including stationary and nonstationarymodels; linear and nonlinear methods; change of support;multivariate approaches; and conditional simulations. The SecondEdition highlights the growing number of applications ofgeostatistical methods and discusses three key areas of growth inthe field:
* New results and methods, including kriging very large datasets;kriging with outliers; nonse??parable space-time covariances;multipoint simulations; pluri-gaussian simulations; gradualdeformation; and extreme value geostatistics
* Newly formed connections between geostatistics and otherapproaches such as radial basis functions, Gaussian Markov randomfields, and data assimilation
* New perspectives on topics such as collocated cokriging, krigingwith an external drift, discrete Gaussian change-of-support models,and simulation algorithms
Geostatistics, Second Edition is an excellent book for courseson the topic at the graduate level. It also serves as an invaluablereference for earth scientists, mining and petroleum engineers,geophysicists, and environmental statisticians who collect andanalyze data in their everyday work.

Autoren/Hrsg.

Chilès, Jean-Paul

Delfiner, Pierre

Inhaltsverzeichnis

Preface to the Second Edition ix
Preface to the First Edition xiii
Abbreviations xv
Introduction 1
Types of Problems Considered, 2
Description or Interpretation?, 8
1. Preliminaries 11
1.1 Random Functions, 11
1.2 On the Objectivity of Probabilistic Statements, 22
1.3 Transitive Theory, 24
2. Structural Analysis 28
2.1 General Principles, 28
2.2 Variogram Cloud and Sample Variogram, 33
2.3 Mathematical Properties of the Variogram, 59
2.4 Regularization and Nugget Effect, 78
2.5 Variogram Models, 84
2.6 Fitting a Variogram Model, 109
2.7 Variography in the Presence of a Drift, 122
2.8 Simple Applications of the Variogram, 130
2.9 Complements: Theory of Variogram Estimation and Fluctuation,138
3. Kriging 147
3.1 Introduction, 147
3.2 Notations and Assumptions, 149
3.3 Kriging with a Known Mean, 150
3.4 Kriging with an Unknown Mean, 161
3.5 Estimation of a Spatial Average, 196
3.6 Selection of a Kriging Neighborhood, 204
3.7 Measurement Errors and Outliers, 216
3.8 Case Study: The Channel Tunnel, 225
3.9 Kriging Under Inequality Constraints, 232
4. Intrinsic Model of Order k 238
4.1 Introduction, 238
4.2 A Second Look at the Model of Universal Kriging, 240
4.3 Allowable Linear Combinations of Order k, 245
4.4 Intrinsic Random Functions of Order k, 252
4.5 Generalized Covariance Functions, 257
4.6 Estimation in the IRF Model, 269
4.7 Generalized Variogram, 281
4.8 Automatic Structure Identification, 286
4.9 Stochastic Differential Equations, 294
5. Multivariate Methods 299
5.1 Introduction, 299
5.2 Notations and Assumptions, 300
5.3 Simple Cokriging, 302
5.4 Universal Cokriging, 305
5.5 Derivative Information, 320
5.6 Multivariate Random Functions, 330
5.7 Shortcuts, 360
5.8 SpaceTime Models, 370
6. Nonlinear Methods 386
6.1 Introduction, 386
6.2 Global Point Distribution, 387
6.3 Local Point Distribution: Simple Methods, 392
6.4 Local Estimation by Disjunctive Kriging, 401
6.5 Selectivity and Support Effect, 433
6.6 Multi-Gaussian Change-of-Support Model, 445
6.7 Affine Correction, 448
6.8 Discrete Gaussian Model, 449
6.9 Non-Gaussian Isofactorial Change-of-Support Models, 466
6.10 Applications and Discussion, 469
6.11 Change of Support by the Maximum (C. Lantue´ joul),470
7. Conditional Simulations 478
7.1 Introduction and Definitions, 478
7.2 Direct Conditional Simulation of a Continuous Variable,489
7.3 Conditioning by Kriging, 495
7.4 Turning Bands, 502
7.5 Nonconditional Simulation of a Continuous Variable, 508
7.6 Simulation of a Categorical Variable, 546
7.7 Object-Based Simulations: Boolean Models, 574
7.8 Beyond Standard Conditioning, 590
7.9 Additional Topics, 606
7.10 Case Studies, 615
Appendix 629
References 642
Index 689

Über Autor(innen)

Jean-Paul Chilès is Deputy Director of the Center ofGeosciences and Geoengi??neering at MINES ParisTech, France.
Pierre Delfiner is Principal of PetroDecisions, a consultingfirm based in Paris, France.