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Resampling from stochastic simulations

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Abstract

To model the uncertainty of an estimate of a global property, the estimation process is repeated on multiple simulated fields, with the same sampling strategy and estimation algorithm. As opposed to conventional bootstrap, this resampling scheme allows for spatially correlated data and the common situation of preferential and biased sampling. The practice of this technique is developed on a large data set where the reference sampling distributions are available. Comparison of the resampled distributions to that reference shows the probability intervals obtained by resampling to be reasonably accurate and conservative, provided the original and actual sample has been corrected for the major biases induced by preferential sampling.

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Authors and Affiliations

  1. Department of Geological and Environmental Sciences, Stanford University, 94305, Stanford, CA, USA

    A. G. Journel

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  1. A. G. Journel
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Andre G. Journel is a Professor of Petroleum Engineering at Stanford University with a joint appointment in the Department of Geological and Environmental Sciences. He is, also, Director of the Stanford Center for Reservoir Forecasting. Professor Journel has pioneered applications of geostatistical techniques in the mining/petroleum industry and extended his expertise to environmental applications and repository site characterization. Most notably, he developed the concept of non-parametric geostatistics and stochastic imaging with application to modeling uncertainty in reservoir/site characterization. Although the research described in this article has been supported by the United States Environmental Protection Agency under Cooperative Agreement CR819407, it has not been subjected to Agency review and therefore does not necessarily reflect the views of the Agency and no official endorsement should be inferred.

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Journel, A.G. Resampling from stochastic simulations. Environ Ecol Stat 1, 63–91 (1994). https://doi.org/10.1007/BF00714200

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  • DOI: https://doi.org/10.1007/BF00714200

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