Introduction to sequential Gaussian simulation

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Authors

Ortiz, Julian M.

Date

2020

Type

preprint

Language

en

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Abstract

Geostatistics deals with two different problems: estimation and uncertainty quantification. MultiGaussian and indicator kriging allow determining the local uncertainty at every location. However, these methods do not permit quantifying uncertainty over a larger volume, or characterizing the expected variability in a sequence of points that will be transferred to another process. In this paper, the concept of geostatistical simulation is introduced along with an explanation about why it is necessary and how it is different from estimation. Sequential Gaussian simulation is introduced as one of the most used algorithms for multiGaussian simulation, and as a natural extension from multiGaussian kriging.

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Ortiz JM (2020) An Introduction to Sequential Gaussian Simulation, paper 2020-01. Preprint.

Publisher

Queen's University

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