Citation Program in Applied Geostatistics

Introduction

• Welcome
• Overview
• Some Mathematical Background
Logistics 1
Logistics 2
 Logistics 3

• Lecture in mornings 8:30 to 12:00

• Work on exercises in afternoon – Friday afternoon free
• Projects

• Hotel Selkirk in Fort Edmonton Park on Wednesday night

• Windows Journal reader for handwritten notes

• Resources: PDFs of lectures, papers, guidebooks,…
• Access to server
 Objectives of the Workshop

• Increase awareness of geostatistics and the situations where

the application of geostatistical techniques could add value
• Learn how to assemble the required data for geostatistical
techniques
• Introduce statistical and geostatistical techniques -- show some
examples
• Provide some statistical / geostatistical tools that will help with
specific tasks (DDH - RC data, multiple variable prediction, 3-D
model building, and uncertainty assessment)
• Step through major components of an ore body modeling study
(coordinates, rock type modeling, grade modeling)
• Understand the limitations of the resulting numerical models and
the geostatistical techniques
• Look at some projects and, perhaps, suggest appropriate
statistical / geostatistical analyses
 Historical Perspective

• Theory of probability (in its modern form) was formalized in the 1600's
by Blaise Pascal and Pierre de Fermat (Gauss and Bayes were more
recent players)
• The foundation for geostatistical techniques was established by people
like Kolmogorov, Weiner, Matern, and Gandin in the early 1900's
• Geostatistics was started in the 1960's by Krige and Sichel in South
Africa and Matheron in France. Two of Matheron's first students
(Journel and David) would leave for the USA and Canada and start new
centers of geostatistical research
• The application of geostatistical techniques became popular in the
mining industry and meteorology. Now, these techniques are applied
in many diverse applications from fisheries, forestry, environmental
remediation, and so on
• Centers for research are numerous, including Stanford, Fountainbleau,
and others such as the University of Alberta
 Geostatistics for Mining
Applications (1)
• Business Need: make the best possible decisions in the face of
uncertainty. One of the biggest uncertainties is the numerical
description of the ore body.
• Statistics is concerned with scientific methods for collecting,
organizing, summarizing, presenting and analyzing data, as well as
drawing valid conclusions and making reasonable decisions on the
basis of such analysis.
• Geostatistics is a branch of applied statistics that places emphasis on
(1) the geological context of the data,
(2) the spatial relationship between the data, and
(3) data measured with different volumetric support and precision.
• Geostatistics is sometimes referred to as stochastic modeling,
geostatistical reservoir characterization, conditional simulation
 Geostatistics for Mining
Applications (2)
• Basic Principles:
– work within all known geological (physical) constraints
– provide tools to quantify and exploit spatial correlation
– algorithms for numerical geological modeling and uncertainty quantification
• Doesn't make ore body modeling any easier; just better (if correctly
applied)
• Geostatistics is useful for:
– Putting geology into numbers
– Estimation
– Quantifying uncertainty
– Sample design
– Simulation
– Risk analysis
• Geostatistics does not:
– Replace good additional data
– Replace the need for common sense and good judgement
– Work well as a black box
– Save time
 Geostatistics for Mining
Applications (3)
• Geostatistical techniques are an indispensable part of the mineral
resource management because quantitative numerical models of
mineral concentrations are required for planning and economic
optimization of the development strategy.
• Following are some objectives of studies that use geostatistical tools:
– create 3-D block models of grades for mine planning
– refine estimates of global reserves
– quantify uncertainty in metal content
– assess continuity / selectivity concerns
– quantify uncertainty in production predictions
• Geostatistics provides a variety of tools that are combined in different
ways for different objectives and for particular types of geological
settings
• Some Considerations:
– Geological understanding / zonation guides geostatistical modeling
– Data quality / sampling must be addressed before geostatistical modeling
 Geostatistics for Mining
Applications (4)
• When Should Geostatistics be Applied?
• At different times in the lifecycle of a deposit:
– Exploration Drilling: a pre-feasibility model for in-situ mineral inventory
calculation
– Development Drilling: a feasibility model for recoverable reserve calculation
and long term planning
– Blast Holes: a production model for grade control and short term planning
– Environmental: characterize spatial and temporal interactions between the
mining/milling operation and the local environment
• Numerical modeling as a project evolves:
– more samples
– more geological complexity
– tougher questions
• The tools that are appropriate at an early stage may not be appropriate
later
• Some numerical modeling tools:
– estimation (inverse squared distance, kriging, indicator kriging, cokriging)
– simulation (Gaussian, indicator, algorithmic)
 Why Geostatistics / 3-D Modeling?

Advantages of Geostatistics
• Practicality / consistency with data  the best approach to model the spatial
distribution of mineral grades
• Repeatability / audit-trail
• Easy to merge incremental data (provided the conceptual model does not
change)
• 3-D models lead to better mineral inventories / reserves than set of 2-D
interpretations
• Better modeling of variability:
– no need for pseudo data
– controllable degree of spatial variability
– estimates of recoverable reserves are more reliable
• Framework to integrate data:
– geological interpretation
– hard and soft data
– data representing different measurement supports
• Assessment of uncertainty in process performance due to uncertainty in
geological model
 Key Geostatistical Concepts (1)

• Numerical Modeling: At any instance in geological time, there is a single true

distribution of properties in each deposit. This true distribution is the result of a
complex succession of physical, chemical, and biological processes. Although
some of these depositional and diagenetic processes may be understood quite
well, we do not completely understand all of the processes and have no access
to the initial and boundary conditions in sufficient detail to provide the unique
true distribution.

Rock Type 1
Rock Type 2
Rock Type 3
Rock Type 4
Rock Type 5
Rock Type 6
 Key Geostatistical Concepts (2)

• Uncertainty: All numerical models would be found in error if we were to

excavate that unsampled volume and take exhaustive measurements: There is
uncertainty. This uncertainty exists because of our ignorance/lack of
knowledge. It is not an inherent feature of the deposit.
• Uniqueness and Smoothing: Conventional mapping algorithms were devised
to create smooth maps to reveal large scale geologic trends; for mining
applications, however, the extreme high values often have a large affect on the
response (e.g. mine plan).

Mine
Plan
Distribution of
Multiple stochastic models possible responses
 Constructing 3-D Models

The specific process employed for 3-D model building will depend on the
data available, the time available, the type of deposit, and the skills of
the people available. In general, the following major steps are required:
1. Determine the areal and vertical extent of the model and the geological
modeling cell size
2. Establish a conceptual geological model and define zones for modeling
3. For each zone:
1. Define coordinates transformation (e.g. unfolding)
2. Define the number of rock types, the data, and the spatial correlation
3. Generate 3-D rock type model
4. Establish grade values for the different variables and the spatial
correlation
5. Generate 3-D grade models
6. Merge and translate back to real coordinates
4. Verify the model
5. Combine zones into a single model
 Software

• Introduction to GSLIB
• Programs in GSLIB
• GSLIB Preliminaries
• CCGLIB
 Introduction to GSLIB
• GSLIB is an acronym for Geostatistical
Software LIBrary. This name was
originally used for a collection of
geostatistical programs developed by
students and faculty at Stanford
University over the last 15 years.
• The original GSLIB inspired the writing of
GSLIB: Geostatistical Software Library
and User's Guide by Clayton Deutsch
and André Journel during 1990 - 1992.
This publication (available for about $50
from Oxford University Press) contains a
CD and a user's guide for code based on
the original GSLIB.
• Executables and source code available
at www.gslib.com
• Most of the original GSLIB code was
rewritten for uniformity and new
programs were added during
development
• A second edition was completed in
March, 1997
• Executables available at www.gslib.com
 Programs in GSLIB (1)

• There are 39 FORTRAN programs on the GSLIB CD-ROM

• PostScript plotting utilities (histograms, probability plots, Q-Q/P-P plots,
scatterplots, location maps, gray/color scale maps)
• Utility Programs:
– cell declustering
– data transformation
– IK manipulation: order relations, change of support, p or q values, E-type
estimate,
– other theoretical indicator variograms from multiGaussian distribution, linear
system solvers, data calibration (Markov-Bayes), ...
• Measures of spatial continuity (Variograms):
– direct and cross variograms of any # of variables
– 1,2, or 3-D regular or irregular spaced data
– many different measures (traditional semivariogram, non-ergodic
covariance / correlogram, relative (general and pairwise) variograms,
madogram/rodogram, indicator)
 Programs in GSLIB (2)

• Kriging:
– 1,2 or 3-D grid kriging, cross validation, jackknifing
– SK, OK, UK, kriging with external drift
– cokriging
– indicator kriging
• Stochastic Simulation:
– Gaussian methods (LU matrix method, sequential)
– Indicator methods (cosimulation, Markov Bayes)
– Boolean simulation
– Simulated annealing
– P-field simulation
 GSLIB Preliminaries

• Input/Output files are ASCII flat files compatible with Geo-EAS and the
Geostatistical Toolbox:

2d data file example:

File name
4 Number of columns

}
Xlocation
Ylocation Column names
ATTRIBUTE
COVARIATE

}
28.5 23.5 3.852 1.003
30.5 45.5 5.543 1.772
Space/Tab delimited data
22.5 18.5 .102 .327
49.5 35.5 4.548 2.833

Graphical output is PostScript page description language (GhostScript

would be a useful supplement).
 Grid Specification
• The GSLIB rectangular grid is denoted as:

• Could be associated to any Cartesian or stratigraphic coordinate

system.
• Output grids are ordered with x cycling fastest, then y, and then z.
Index location of node ix,iy,iz is located by:
loc = (iz-1)*nx*ny + (iy-1)*nx + ix
• 2-D grids are specified with nz=1. zmn and zsiz are not used.
• Grids or simulated realizations are ordered one after another.
• Some sort of compressed output format may be necessary.
 Example Parameter File
Parameters for GAMV
*******************
START OF PARAMETERS:
../data/cluster.dat \ file with data
1 2 0 \ columns for X, Y, Z coordinates
2 3 4 \ number of varables,column numbers
-1.0e21 1.0e21 \ trimming limits
gamv.out \ file for variogram output
10 \ number of lags
5.0 \ lag separation distance
3.0 \ lag tolerance
3 \ number of directions
0.0 90.0 50.0 0.0 90.0 50.0 \azm,atol,bandh,dip,dtol,bandv
 Review of Main Points
• Numerical model is not reality
• Get the big features right, then iterate to refine numerical model and
mining plan
• Try to anticipate the variability that may be encountered
• Mining blocks have significantly less variability than drillhole data:
volume / variance relations
• More information will be available at the time of mining: information
effect
• Easy to upscale detailed numerical models (by arithmetic averaging),
but it is impossible to downscale too-large modeling cells.
• There is a practical limit to number of cells in our numerical models,
due to data storage and processing requirements.
• “fit-for-purpose” modeling - Always ask: What is the problem being
addressed? What is the model going to be used for?
• Additional time, data, professional interpretation effort always lead to
better estimates. Is it worth it?
Recall of Notation and Some Math

• Notation
• Differentiation
• Integration
• Summation
• Matrix
 Some Basic Notation
• Upper case letters (X, Z,…) are often for random variables (RVs)
• Lower case letters (x,z,…) are often for outcomes of random variables
• Bold font (u, h,…) is often reserved for vectors with some component in
coordinate directions
• We subscript a list of numbers with characters i,j,k,… or , ,…
• The letter n or N is often used to denote the number of data
• The letter L is often used to denote the number of realizations
• The letter K is often used to denote the number of rock types
• Some other symbols:
 Derivatives

• The slope of a function

• Consider f(x)=x2
 Integration

• The “area” problem

 Fundamental Theorem of Calculus

• Let f (x) be continuous on [a, b]. If F(x) is any antiderivative of f

(x), then

• The second fundamental theorem of calculus holds for f a

continuous on an open interval I and a any point in I, and states
that if F is defined by

• then
 Recall of Algebra and Notation

n
• Linear Sum: Y = a1 z1 + a2 z2 + … + an zn =  a z
 1

• Linear property of expected value:

 
EY   E   a z    a Ez 
n n

 1   1
• Quadratic form:
2
 n n n 
Y   a z     a a z z  
2
 1   1 1 
• e.g.
• n=1 : a1 z1 2  a1a1 z1 z1

• n=2 : a z  a z 2  a 2 z 2  a a z z  a a z z  a 2 z 2
1 1 2 2 1 1
     
1 2 1 2
     
2 1 2 1 2 2
 1  2
 More Algebra and Notation
n n n n
and Y    a a z z    a z   a  a z z 
2 2 2
 
 1 1  1  1  

• Expected value of : Y2
 
E{Y }  E
2
  a a



z z
       a a E  z z  
    

• Differentiation of a sum:
Y   n 

a0 a0



a z 
 

 z 0
  1 

• with α0 = one 2of the n α's 

Y  
  a a z z   2z  a z

     0  
a0 a0     
 Matrix Algebra
a b 
c d  2 rows and 2 columns: 2 x 2 matrix
 
rows columns

Matrix multiplication: multiple (m x n)(n x r) = m x r matrix

 a b   e   ae  bf 
 c d   f    ce  df 
(2 x 2)(2 x 1) = 2 x 1
    
Order matters in matrix multiplication:

a b 
e f    ea  fc eb  fd 
c d  (1 x 2)(2 x 2) = 1 x 2
 Matrix Algebra
a b  e
Short form notation
X  A 
& c d  f
Matrix Transpose
a c 
X 
T
 A  e
T
f
b d 
Matrix multiplication:

a b   e  a b 
 c d   f   XA e f    A T
X
   c d 