Seismic inversion and uncertainty quantification using transdimensional Markov chain Monte Carlo method

Geophysics ◽  
2018 ◽  
Vol 83 (4) ◽  
pp. R321-R334 ◽  
Author(s):  
Dehan Zhu ◽  
Richard Gibson

We applied a transdimensional stochastic inversion algorithm, reversible jump Markov chain Monte Carlo (rjMCMC), to angle-stack seismic inversion for characterization of reservoir acoustic and shear impedance with uncertainty quantification. The rjMCMC is able to infer the number of parameters for the model as well as the parameter values. In our case, the number of parameters depends on the number of model layers for a given data set. We also use this method in uncertainty quantification because a transdimensional sampling helps prevent underparameterization or strong overparameterization. An ensemble of models with proper parameterization can improve parameter estimation and uncertainty quantification. Our new results in uncertainty analysis indicate that (1) the uncertainty in seismic inversion, including uncertainty in earth properties and their locations, is related to the discontinuity of property across an interface, and (2) there is a trade-off between property uncertainty and location uncertainty. A stronger discontinuity will induce more property uncertainty but less location uncertainty at the discontinuity interface. Therefore, we further use the inversion uncertainty as a novel seismic attribute to assist in delineation of subsurface discontinuity interfaces and quantify the magnitude of the discontinuities, which further facilitates quantitative interpretation and stratigraphic interpretation.

Geophysics ◽  
2019 ◽  
Vol 84 (5) ◽  
pp. M1-M13 ◽  
Author(s):  
Leandro Passos de Figueiredo ◽  
Dario Grana ◽  
Mauro Roisenberg ◽  
Bruno B. Rodrigues

One of the main objectives in the reservoir characterization is estimating the rock properties based on seismic measurements. We have developed a stochastic sampling method for the joint prediction of facies and petrophysical properties, assuming a nonparametric mixture prior distribution and a nonlinear forward model. The proposed methodology is based on a Markov chain Monte Carlo (MCMC) method specifically designed for multimodal distributions for nonlinear problems. The vector of model parameters includes the facies sequence along the seismic trace as well as the continuous petrophysical properties, such as porosity, mineral fractions, and fluid saturations. At each location, the distribution of petrophysical properties is assumed to be multimodal and nonparametric with as many modes as the number of facies; therefore, along the seismic trace, the distribution is multimodal with the number of modes being equal to the number of facies power the number of samples. Because of the nonlinear forward model, the large number of modes and as a consequence the large dimension of the model space, the analytical computation of the full posterior distribution is not feasible. We then numerically evaluate the posterior distribution by using an MCMC method in which we iteratively sample the facies, by moving from one mode to another, and the petrophysical properties, by sampling within the same mode. The method is extended to multiple seismic traces by applying a first-order Markov chain that accounts for the lateral continuity of the model properties. We first validate the method using a synthetic 2D reservoir model and then we apply the method to a real data set acquired in a carbonate field.


2012 ◽  
Vol 51 (1) ◽  
pp. 1-9 ◽  
Author(s):  
Jorge A. Achcar ◽  
Emílio A. Coelho-Barros ◽  
Josmar Mazucheli

ABSTRACT We introduce the Weibull distributions in presence of cure fraction, censored data and covariates. Two models are explored in this paper: mixture and non-mixture models. Inferences for the proposed models are obtained under the Bayesian approach, using standard MCMC (Markov Chain Monte Carlo) methods. An illustration of the proposed methodology is given considering a life- time data set.


2019 ◽  
Vol 77 (3) ◽  
pp. 1043-1064 ◽  
Author(s):  
Marcus van Lier-Walqui ◽  
Hugh Morrison ◽  
Matthew R. Kumjian ◽  
Karly J. Reimel ◽  
Olivier P. Prat ◽  
...  

Abstract Observationally informed development of a new framework for bulk rain microphysics, the Bayesian Observationally Constrained Statistical–Physical Scheme (BOSS; described in Part I of this study), is demonstrated. This scheme’s development is motivated by large uncertainties in cloud and weather simulations associated with approximations and assumptions in existing microphysics schemes. Here, a proof-of-concept study is presented using a Markov chain Monte Carlo sampling algorithm with BOSS to probabilistically estimate microphysical process rates and parameters directly from a set of synthetically generated rain observations. The framework utilized is an idealized steady-state one-dimensional column rainshaft model with specified column-top rain properties and a fixed thermodynamical profile. Different configurations of BOSS—flexibility being a key feature of this approach—are constrained via synthetic observations generated from a traditional three-moment bulk microphysics scheme. The ability to retrieve correct parameter values when the true parameter values are known is illustrated. For cases when there is no set of true parameter values, the accuracy of configurations of BOSS that have different levels of complexity is compared. It is found that addition of the sixth moment as a prognostic variable improves prediction of the third moment (proportional to bulk rain mass) and rain rate. In contrast, increasing process rate formulation complexity by adding more power terms has little benefit—a result that is explained using further-idealized experiments. BOSS rainshaft simulations are shown to well estimate the true process rates from constraint by bulk rain observations, with the additional benefit of rigorously quantified uncertainty of these estimates.


Geophysics ◽  
2019 ◽  
Vol 84 (6) ◽  
pp. R1003-R1020 ◽  
Author(s):  
Georgia K. Stuart ◽  
Susan E. Minkoff ◽  
Felipe Pereira

Bayesian methods for full-waveform inversion allow quantification of uncertainty in the solution, including determination of interval estimates and posterior distributions of the model unknowns. Markov chain Monte Carlo (MCMC) methods produce posterior distributions subject to fewer assumptions, such as normality, than deterministic Bayesian methods. However, MCMC is computationally a very expensive process that requires repeated solution of the wave equation for different velocity samples. Ultimately, a large proportion of these samples (often 40%–90%) is rejected. We have evaluated a two-stage MCMC algorithm that uses a coarse-grid filter to quickly reject unacceptable velocity proposals, thereby reducing the computational expense of solving the velocity inversion problem and quantifying uncertainty. Our filter stage uses operator upscaling, which provides near-perfect speedup in parallel with essentially no communication between processes and produces data that are highly correlated with those obtained from the full fine-grid solution. Four numerical experiments demonstrate the efficiency and accuracy of the method. The two-stage MCMC algorithm produce the same results (i.e., posterior distributions and uncertainty information, such as medians and highest posterior density intervals) as the Metropolis-Hastings MCMC. Thus, no information needed for uncertainty quantification is compromised when replacing the one-stage MCMC with the more computationally efficient two-stage MCMC. In four representative experiments, the two-stage method reduces the time spent on rejected models by one-third to one-half, which is important because most of models tried during the course of the MCMC algorithm are rejected. Furthermore, the two-stage MCMC algorithm substantially reduced the overall time-per-trial by as much as 40%, while increasing the acceptance rate from 9% to 90%.


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