Distance-based Kriging relying on proxy simulations for inverse conditioning

Abstract : We consider the problem of rapidly identifying, among a large set of candidate parameter fields, a subset of candidates whose responses computed by accurate forward flow and transport simulation match a reference response curve. In order to keep the number of calls to the flow simulator computationally tractable, a recent distance-based approach relying on fast proxy simulations is revisited, and turned into a non-stationary Kriging method. The covariance kernel is obtained by combining a classical kernel with the proxy function, hence generalizing the idea of random field deformation to high-dimensional Computer Experiments. Once the accurate simulator has been run for an initial subset of models and a Kriging metamodel has been inferred, the predictive distributions of misfits for the remaining geological models can be used as a guide to solve the inverse problem in a sequential way. The proposed algorithm, Proxy-based Kriging for Sequential Inversion (PROKSI), relies indeed on a variant of the Expected Improvement, a popular criterion for Kriging-based global optimization. A statistical benchmark of ProKSI's performances finally illustrates the efficiency and the robustness of the approach when using different kinds of proxies.
Liste complète des métadonnées

Cited literature [32 references]  Display  Hide  Download

https://hal.archives-ouvertes.fr/hal-00698582
Contributor : David Ginsbourger <>
Submitted on : Wednesday, May 16, 2012 - 6:56:46 PM
Last modification on : Wednesday, November 28, 2018 - 2:48:22 PM
Document(s) archivé(s) le : Friday, November 30, 2012 - 11:50:56 AM

File

proksi.pdf
Files produced by the author(s)

Identifiers

  • HAL Id : hal-00698582, version 1

Citation

David Ginsbourger, Bastien Rosspopoff, Guillaume Pirot, Nicolas Durrande, Philippe Renard. Distance-based Kriging relying on proxy simulations for inverse conditioning. 2012. ⟨hal-00698582⟩

Share

Metrics

Record views

435

Files downloads

395