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A modified randomized maximum likelihood for improved Bayesian history matching


Randomized maximum likelihood is known in the petroleum reservoir community as a Bayesian history matching technique by means of minimizing a stochastic quadratic objective function. The algorithm is well established and has shown promising results in several applications. For linear models with linear observation operator, the algorithm samples the posterior density accurately. To improve the sampling for nonlinear models, we introduce a generalized version in its simplest form by re-weighting the prior. The weight term is motivated by a sufficiency condition on the expected gradient of the objective function. Recently, an ensemble version of the algorithm was proposed which can be implemented with any simulator. Unfortunately, the method has some practical implementation issues due to computation of low rank pseudo inverse matrices and in practice only the data mismatch part of the objective function is maintained. Here, we take advantage of the fact that the measurement space is often much smaller than the parameter space and project the prior uncertainty from the parameter space to the measurement space to avoid over fitting of data. The proposed algorithms show good performance on synthetic test cases including a 2D reservoir model.

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The first author acknowledges the Research Council of Norway and the industrial participants, Eni, Petrobras and Total, for financial support through the joint CIPR/IRIS Petromaks project ’4D Seismic History Matching’. The second author acknowledges the Research Council of Norway and the industrial participants, ConocoPhillips Skandinavia AS, BP Norge AS, Det Norske Oljeselskap AS, Eni Norge AS, Maersk Oil Norway AS, DONG Energy AS, Denmark, Statoil Petroleum AS, Engie E&P NORGE AS, Lundin Norway AS, Halliburton AS, Schlumberger Norge AS, Wintershall Norge AS, of The National IOR Centre of Norway for financial support.

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Correspondence to Andreas S. Stordal.

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Stordal, A.S., Nævdal, G. A modified randomized maximum likelihood for improved Bayesian history matching. Comput Geosci 22, 29–41 (2018).

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  • Bayesian inversion
  • Ensemble smoothers
  • History matching
  • Randomized maximum likelihood