Multiscale Data Integration Using Markov Random Fields
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We propose a hierarchical approach to spatial modeling based on Markov Random Fields (MRF) and multiresolution algorithms in image analysis. Unlike their geostatistical counterparts, which simultaneously specify distributions across the entire field, MRFs are based on a collection of full conditional distributions that rely on the local neighborhoods of each element. This critical focus on local specification provides several advantages: (a) MRFs are computationally tractable and are ideally suited to simulation- based computation, such as Markov Chain Monte Carlo (MCMC) methods, and (b) model extensions to account for nonstationarity, discontinuity, and varying spatial properties at various scales of resolution are easily accessible in the MRF framework. Our proposed method is computationally efficient and well suited to reconstruct fine-scale spatial fields from coarser, multiscale samples (based on seismic and production data) and sparse fine-scale conditioning data (e.g., well data). It is easy to implement, and it can account for the complex, nonlinear interactions between different scales, as well as the precision of the data at various scales, in a consistent fashion. We illustrate our method with a variety of examples that demonstrate the power and versatility of the proposed approach. Finally, a comparison with Sequential Gaussian Simulation with Block Kriging (SGSBK) indicates similar performance with less restrictive assumptions.
author list (cited authors)
Lee, S. H., Malallah, A., Datta-Gupta, A., & Higdon, D.