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arXiv · 2004.02799

A matrix-free approach to geostatistical filtering

Mike Pereira·Nicolas Desassis·Cédric Magneron·Nathan Palmer
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Abstract

In this paper, we present a novel approach to geostatistical filtering which tackles two challenges encountered when applying this method to complex spatial datasets: modeling the non-stationarity of the data while still being able to work with large datasets. The approach is based on a finite element approximation of Gaussian random fields expressed as an expansion of the eigenfunctions of a Laplace--Beltrami operator defined to account for local anisotropies. The numerical approximation of the resulting random fields using a finite element approach is then leveraged to solve the scalability issue through a matrix-free approach. Finally, two cases of application of this approach, on simulated and real seismic data are presented.

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Mike Pereira, Nicolas Desassis, Cédric Magneron, Nathan Palmer. 2020-04-06. A matrix-free approach to geostatistical filtering. https://arxiv.org/abs/2004.02799

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