High-Order Sequential Simulation via Statistical Learning in Reproducing Kernel Hilbert Space

The present work proposes a new high-order simulation framework based on statistical learning. The training data consist of the sample data together with a training image, and the learning target is the underlying random field model of spatial attributes of interest. The learning process attempts to find a model with expected high-order spatial statistics that coincide with those observed in the available data, while the learning problem is approached within the statistical learning framework in a reproducing kernel Hilbert space (RKHS). More specifically, the required RKHS is constructed via a spatial Legendre moment (SLM) reproducing kernel that systematically incorporates the high-order spatial statistics. The target distributions of the random field are mapped into the SLM-RKHS to start the learning process, where solutions of the random field model amount to solving a quadratic programming problem. Case studies with a known data set in different initial settings show that sequential simulation under the new framework reproduces the high-order spatial statistics of the available data and resolves the potential conflicts between the training image and the sample data. This is due to the characteristics of the spatial Legendre moment kernel and the generalization capability of the proposed statistical learning framework. A three-dimensional case study at a gold deposit shows practical aspects of the proposed method in real-life applications.

On Polynomial Maximum Entropy Method for Classical Moment Problem

The maximum entropy method for the Hausdorff moment problem suffers from ill conditioning as it uses monomial basis {1,x,x2,...,xn}. The maximum entropy method for the Chebyshev moment probelm was studied to overcome this drawback in. In this paper we review and modify the maximum entropy method for the Hausdorff and Chebyshev moment problems studied in and present the maximum entropy method for the Legendre moment problem. We also give the algorithms of converting the Hausdorff moments into the Chebyshev and Lengendre moments, respectively, and utilizing the corresponding maximum entropy method.