Wavelet Extraction: an essay in model selection and uncertainty. James Gunning, CSIRO Petroleum, Australia

Transcription

1 Wavelet Extraction: an essay in model selection and uncertainty James Gunning, CSIRO Petroleum, Australia

2 Outline Model selection, inference and prediction: Generalities Wavelet extraction Model formulation Generic inversion/inference features for single models Model choice scenarios. 3 examples Morals & conclusions

3 Model selection Classic statistics problem line? or parabola? or sextic? y Foundations of science Newton or Ptolemy? x F = m a

4 Generalities Geostatistics is only one branch of multivariate statistics. Every result of significance can be derived from conventional multivariate estimation theory. A Bayesian spin is helpful. The rest of the world understands us better if we write things this way. As statisticians, we have the duties of Model inference Significance testing Model refinement/testing Making predictions with error estimates

5 Model selection & Bayes factors Suppose there are k=1 N models to explain data D, with parameters m k The model has prior P(m k k)p(k), likelihood L(D m k,k) Here s Three very useful things: Marginal model likelihood: P(D k)= L(D m k,k)p(m k k) dm k Bayes factor B ij = P(D i)/ P(D j) Model probability of model k: P(k D) = N P(D k)p(k) j=1 P(D j)p( j)

6 Predictive distributions Bayesian model averaging: prediction for new y P(y D) = k P(y M k,d) P(D k) P(y D) Mixture distributions Models/rock-types/properties Most helpful way to manage heavy tails Often: uncertainties within a model < uncertainty between models y

7 Noise ε (D-f(m)) ε= ε meas +ε model Noise estimation Often ε model > ε meas : we re prepared to live with approximate models ε meas usually stationary. Maybe biased. Roughly known. ε model often nonstationary. Correlated. Often biased. Usually unknown. We blaze away: {ε, σ 2 } ~ N(0, σ 2 )P(σ 2 ) Inference of p(ε) chief issue p(ε) strongly coupled to model dimensionality Demands sensible priors in Bayesian formulation Simplest form adds pieces like - Log(Π) ~ D-f(m) 2 /(2σ 2) +n D log(σ 2 )/2 - Absolute statements of model significance no longer possible

8 Marginal model likelihood estimators Full linearisation+conjugate priors, analytical Quadratures. Too hard as d=dim(m) gets large MCMC Harmonic mean averages: P(D k) = L(D m k,k)p(m k,k)dm k (1) ˆ P (D k) = Unstable as Nsamples Laplace-Metropolis approx. P(D k) 1 L(D m k,k) Π(mk D )(MCMC ) BIC asymptotics (eqn (1) does the overfit penalty automatically) 1 e f (m) dm (2π) d /2 det{ 2 f m i m j log(p(d k)) ~ log(l(d ˆ m )P( ˆ m ))) + d 2 ˆ m } 1 e f ( ˆ m ) = (2π) d /2 H 1/2 L(D ˆ log(n D ) + O(n 1/2 ) m )P ( m ˆ )

9 Issues in prior formulation Lindley paradox (1957) Models M 1 and M 2, with d 2 > d 1. Suppose they share (nested) parameters m with prior m 1 ~N(0,σ 2 C 1 ) m 2 ~N({0,0},σ 2 diag{c 1,C 2 }) P(σ)~1/σ (Jeffrey s prior) Then the Bayes factor is (Smith & Spiegelhalter 1980) B 12 ~ C 2 1/2 X 2 T X 2 1/2 (1+((d 2 -d 1 )/(n-d 1 )F) n/2 Always favours simplest model (1) as C 2 (even for proper prior on m 2!) Setting of reasonable prior variances very important in comparing different dimensional models

10 Segmentation/Blocking algorithms Changepoints a classic modelchoice problem Maximum likelihood configurations for k changepoints τ j accessible from dynamic programming O(kn 2 ) (D.M.Hawkins, Comp. Stat. & Data Analysis 37(3), 2001) Uses: Thinning reflectivity sequence Optimal checkshot choices log(l(y,m,τ)) = 1 2 k τ j j=1 i=τ j 1 +1 (y i m j ) 2 /σ 2 + n 2 log(σ 2 ) + BIC

11 Wavelet extraction problem True-amplitude imaged seismic t (time) wavelet Systematic registration error? CONVOLUTION Z (depth) reflections noise level from well logs

12 Real wavelets and effective wavelets: Ricker 1953 (dynamite)

13 Motivations Wavelet extraction a critical process in inversion studies Commercial codes don't (or wont) tell you Noise estimates Non-normal-incidence wavelets Time to depth or positioning errors May struggle with Multiple wells Deviated wells wavelet uncertainties

14 Wishlist Wavelet coefficient extraction (plus errors) Wavelet length estimation (plus errors) Noise estimation (plus errors) Petrophysics model choices Time to depth adjustments(plus errors) Integrates checkshots and sonic logs Positioning adjustments (plus errors) Multi-well Multi-stack

15 Wavelet Parameterization (1) Wavelet coefficients m w Nyquist-rate knots on cubic splines with zero endpoints & derivatives Ensures decent tapering & correct bandwidth Span? (see later) Prior P(m w )=N(0,s 2 I)N(t p,σ p2 )N(Φ(ω),σ φ2 I) Optional timing prior Optional phase prior in passband

16 Checkshot Parameterization (2) Time to depth parameters t N(t m,i,σ m,i2 ) N(t c,i,σ c,i2 ) Markers (geological identifications) Checkshots (e.g. from VSP tools) Global (well specific) time shift t g ±σ tg z v int (z i+1 +1-z i,t i+1 -t i ) ~ N( N(v log-average average, σ v2 )

17 Petrophysics parameterizations: Multi stack Near stack Far stack

18 Petrophysics Parameterizations(4): AVO effects (Linearized Zoeppritz) General approximate p-p reflection coefficient normal incidence angle unknown? R=½( ρ/ ρ + v p / v p ) + B( θ 2 (½ v p / v p -2v s2 ( ρ/ρ+2 v s /v s )/v p2 ) + θ 2 ) δ/2 shear dependent Thomsen anisotropy parameters: Stack angle θ 2 = v p2 /(V stack4 T stack2 /<X stack2 >) R computed at block boundaries: v p,v s,ρ are Backusupscaled segment properties (i.e. error-free log data) Anisotropy: δ Ν(δ f,σ f2 ), f=lumped facies parameter label (from classification of segment)

19 Anisotropy issues Processing issues for AVO Many potential amplitude effects at wider offset Absorption/scattering/spreading/acquisition footprints, etc.. etc.. etc Ch. 4.3 Quantitative seismic interpretation Avseth, Mukerji, Mavko.

20 Preprocessing: Impedance Blocking Based on segmentation of p- wave impedance (ρv p ) Max Lik. methods O(N 2 ), or Blended hierarchical stepwise segment/aggregate method (O(Nlog(k)) ref: D.M.Hawkins, Comp. Stat. & Data Analysis 37(3), 2001 Increases speed

21 Optimisation of Bayesian Posterior m={m wavelet,m checkshot,m registration,m petrophysics } Maximise exp(-χ 2 /2 ) χ 2 = Σ t,stacks,wells (w(m)*r eff S) 2 /σ s 2 "good synthetic" + (d+1) Σ log(σ stacks s ) "noise normalisation + Σ intervals,wells (v int (m)-<v int >)2 /σ v 2 prior: interval velocities c.f. sonic logs + (m-<m>) T C -1 p (m-<m>) "prior on checkshots, wavelet coeffs + wavelet timing/phase prior "e.g. constant phase"

22 Optimisation, Hessians, Approximate uncertainties parameter 2 3 Maximum aposteriori estimates Quadratic approximation to uncertainties -(1) direct from F.D. Hessian or -(2) from Bayes' update formula Gauss Newton optimiser log(posterior) surface - C=(Cp -1 +X T C D -1 X) -1 parameter 1 Gauss-Newton, BFGS methods: see e.g. Nocedal & Wright "Numerical Optimization" O(d 2 ) x O(forward model cost) x N(models) Typical dimensionalities: d=10-100, n =

23 Optimisation outputs Maximum aposteriori parameters SU wavelets, ascii time-to-depth files, visualization dumps etc. Covariance diagonals (parameter uncertainties) Posterior model probabilities (wavelet span, checkshot choice etc) stochastic wavelets from the posterior

24 Generic aspects of well-ties Statistically insignificant realisations Statistically insignificant Typical commercial extraction Bayes ML wavelet

25 Joint straight-hole & sidetrack No logs: checkshot uncertainties go to prior Looser checkshots with weaker amplitudes Tight checkshot uncertainties at strong amplitudes tvd Sidetrack tvd Straight

26 Straight hole detail with logs Interval sonic velocities constrained to within 5% of log average

27 Parameter uncertainty cross sections log(posterior) log(posterior) wavelet coefficients One standard deviation checkshot knots repulsion to keep interval velocities sane

28 General effect of allowing more freedom Wavelets sharpen, noise reduces

29 Cross well issues: Wavelets and Ties Synthetics/traces from joint extraction Wavelets from various extractions

30 Relations to Cross-validation Leave-one-out pseudo Bayes factor B 12(cross val ) = n D p(d i d { j i},m 1 ) p(d i d { j i},m 2 ) i=1 Has asymptotics of Akaike information criterion Log(P(D k)) += d (c.f. Bayes info. crit. = (d/2)log(n D ) (less severe on richer models)

31 3 Model Selection examples

32 (1) Simple Wavelet-length choice

33 Absolute significance tests MAP Wavelet length not shortest model MAP noise level exceptional on null-hypothesis test Perform ensemble of extractions on fake seismic data with matched bandwidth and univariate statistics: P(σ null ) σ true σ null

34 (2) Checkshot choice (25 models) Changepoint cascade

35 Richest model

36 Max. aposteriori model

37 Model probabilities and noise

38 (3) Naïve facies-driven anisotropy choice δ~0.15

39 Conclusions Model selection is desirable in nearly all inverse problems Marginal model likelihoods can be tricky Careful construction of prior Efficient (differentiable) forward models Efficient optimisers Bayesian model selection is quite opinionated. Very Occamist: severe on overparameterised models Selection is a doable problem for wavelet extraction. Produces Often compact wavelets Simplified checkshots Significant potential for missing-data (petrophysics) problems

40 O me, the word 'choose!' I may neither choose whom I would nor refuse whom I dislike. Portia, The Merchant of Venice. More info: Wavelet extractor open source code (java), demos, papers. Part of Delivery suite (Bayesian seismic inversion) Computers and Geosciences 32 (2006)

41 Data-positioning uncertainty (1) y(m) = f(m) an unusual regression problem Simple toy problem; fitting a line y=a+bx: y ~ X.m + e, Jeffrey's prior on e ~ N(0,σ) Priors: P(σ ) ~ 1/ σ P(m σ) ~ N(0,g σ 2 (X T X) -1 ) ("Zellner") Posterior marginal = L(y m,σ)p(m σ)p(σ)dmdσ ~ (1+g(1-R 2 )) -(n-1)/2 Where R 2 is usual coeff. of determination For two samples of random y B 12 ~ ((1+g(1-R 12 ))/ (1+g(1-R 22 ))) -(n-1)/2

42 Data-positioning uncertainty (2) Fluctuation in B 12 for problem with y=1+x+(25% fixed noise) + (5% fluctuations) frequency log 10 (BF 12 )