# Probability Aggregation Methods in Geoscience

- 723 Downloads
- 28 Citations

## Abstract

The need for combining different sources of information in a probabilistic framework is a frequent task in earth sciences. This is a need that can be seen when modeling a reservoir using direct geological observations, geophysics, remote sensing, training images, and more. The probability of occurrence of a certain lithofacies at a certain location for example can easily be computed conditionally on the values observed at each source of information. The problem of aggregating these different conditional probability distributions into a single conditional distribution arises as an approximation to the inaccessible genuine conditional probability given all information. This paper makes a formal review of most aggregation methods proposed so far in the literature with a particular focus on their mathematical properties. Exact relationships relating the different methods is emphasized. The case of events with more than two possible outcomes, never explicitly studied in the literature, is treated in detail. It is shown that in this case, equivalence between different aggregation formulas is lost. The concepts of calibration, sharpness, and reliability, well known in the weather forecasting community for assessing the goodness-of-fit of the aggregation formulas, and a maximum likelihood estimation of the aggregation parameters are introduced. We then prove that parameters of calibrated log-linear pooling formulas are a solution of the maximum likelihood estimation equations. These results are illustrated on simulations from two common stochastic models for earth science: the truncated Gaussian model and the Boolean. It is found that the log-linear pooling provides the best prediction while the linear pooling provides the worst.

## Keywords

Data integration Conditional probability pooling Calibration Sharpness Log-linear pooling## Notes

### Acknowledgements

Funding for A. Comunian and P. Renard was mainly provided by the Swiss National Science foundation (Grants PP002-106557 and PP002-124979) and the Swiss Confederation’s Innovation Promotion Agency (CTI Project No. 8836.1 PFES-ES) A. Comunian was partially supported by the Australian Research Council and the National Water Commission.

## References

- Allard D, D’Or D, Froidevaux R (2011) An efficient maximum entropy approach for categorical variable prediction. Eur J Soil Sci 62(3):381–393 CrossRefGoogle Scholar
- Bacharach M (1979) Normal Bayesian dialogues. J Am Stat Assoc 74:837–846 Google Scholar
- Benediktsson J, Swain P (1992) Consensus theoretic classification methods. IEEE Trans Syst Man Cybern 22:688–704 CrossRefGoogle Scholar
- Bordley RF (1982) A multiplicative formula for aggregating probability assessments. Manag Sci 28:1137–1148 CrossRefGoogle Scholar
- Brier G (1950) Verification of forecasts expressed in terms of probability. Mon Weather Rev 78:1–3 CrossRefGoogle Scholar
- Bröcker J, Smith LA (2007) Increasing the reliability of reliability diagrams. Weather Forecast 22:651–661 CrossRefGoogle Scholar
- Cao G, Kyriakidis P, Goodchild M (2009) Prediction and simulation in categorical fields: a transition probability combination approach. In: Proceedings of the 17th ACM SIGSPATIAL international conference on advances in geographic information systems, GIS’09. ACM, New York, pp 496–499 Google Scholar
- Christakos G (1990) A Bayesian/maximum-entropy view to the spatial estimation problem. Math Geol 22:763–777 CrossRefGoogle Scholar
- Chugunova T, Hu L (2008) An assessment of the tau model for integrating auxiliary information. In: Ortiz JM, Emery X (eds) VIII international geostatistics congress, Geostats 2008. Gecamin, Santiago, pp 339–348 Google Scholar
- Clemen RT, Winkler RL (1999) Combining probability distributions from experts in risk analysis. Risk Anal 19:187–203 Google Scholar
- Clemen RT, Winkler W (2007) Aggregating probability distributions. In: Edwards W, Miles RF, von Winterfeldt D (eds) Advances in decision analysis. Cambridge University Press, Cambridge, pp 154–176 CrossRefGoogle Scholar
- Comunian A (2010) Probability aggregation methods and multiple-point statistics for 3D modeling of aquifer heterogeneity from 2D training images. PhD thesis, University of Neuchâtel, Switzerland Google Scholar
- Comunian A, Renard P, Straubhaar J (2011) 3D multiple-point statistics simulation using 2D training images. Comput Geosci 40:49–65 Google Scholar
- Cover TM, Thomas JA (2006) Elements of information theory, 2nd edn. Wiley, New York Google Scholar
- Dietrich F (2010) Bayesian group belief. Soc Choice Welf 35:595–626 CrossRefGoogle Scholar
- Genest C (1984) Pooling operators with the marginalization property. Can J Stat 12:153–165 CrossRefGoogle Scholar
- Genest C, Wagner CG (1987) Further evidence against independence preservation in expert judgement synthesis. Aequ Math 32:74–86 CrossRefGoogle Scholar
- Genest C, Zidek JV (1986) Combining probability distributions: a critique and an annotated bibliography. Stat Sci 1:114–148 CrossRefGoogle Scholar
- Gneiting T, Raftery AE (2007) Strictly proper scoring rules, prediction, and estimation. J Am Stat Assoc 102:359–378 CrossRefGoogle Scholar
- Heskes T (1998) Selecting weighting factors in logarithmic opinion pools. In: Jordan M, Kearns M, Solla S (eds) Advances in neural information processing systems, vol 10. MIT Press, Cambridge, pp 266–272 Google Scholar
- Journel A (2002) Combining knowledge from diverse sources: an alternative to traditional data independence hypotheses. Math Geol 34:573–596 CrossRefGoogle Scholar
- Krishnan S (2008) The Tau model for data redundancy and information combination in earth sciences: theory and application. Math Geosci 40:705–727 CrossRefGoogle Scholar
- Kullback S, Leibler RA (1951) On information and sufficiency. Ann Math Stat 22:76–86 Google Scholar
- Lantuéjoul C (2002) Geostatistical simulations. Springer, Berlin Google Scholar
- Lehrer K, Wagner C (1983) Probability amalgamation and the independence issue: a reply to Laddaga. Synthese 55:339–346 CrossRefGoogle Scholar
- Mariethoz G, Renard P, Froidevaux R (2009) Integrating collocated auxiliary parameters in geostatistical simulations using joint probability distributions and probability aggregation. Water Resour Res 45(W08421):1–13 Google Scholar
- Okabe H, Blunt MJ (2004) Prediction of permeability for porous media reconstructed using multiple-point statistics. Phys Rev E 70(6):066135 CrossRefGoogle Scholar
- Okabe H, Blunt MJ (2007) Pore space reconstruction of vuggy carbonates using microtomography and multiple-point statistics. Water Resour Res 43(W12S02):1–5 Google Scholar
- Polyakova EI, Journel AG (2007) The nu expression for probabilistic data integration. Math Geol 39:715–733 CrossRefGoogle Scholar
- Ranjan R, Gneiting T (2010) Combining probability forecasts. J R Stat Soc B 72:71–91 CrossRefGoogle Scholar
- Schwartz G (1978) Estimating the dimension of a model. Ann Stat 6:461–464 CrossRefGoogle Scholar
- Stone M (1961) The opinion pool. Ann Math Stat 32:1339–1348 CrossRefGoogle Scholar
- Strebelle S, Payrazyan K, Caers J (2003) Modeling of a deepwater turbidite reservoir conditional to seismic data using principal component analysis and multiple-point geostatistics. SPE J 8:227–235 Google Scholar
- Tarantola A (2005) Inverse problem theory. Society for Industrial and Applied Mathematics, Philadelphia Google Scholar
- Tarantola A, Valette B (1982) Inverse problems = quest for information. J Geophys 50:159–170 Google Scholar
- Wagner C (1984) Aggregating subjective probabilities: some limitative theorems. Notre Dame J Form Log 25:233–240 CrossRefGoogle Scholar
- Winkler RL (1968) The consensus of subjective probability distributions. Manag Sci 15:B61–B75 CrossRefGoogle Scholar