[Numpy-discussion] Interpolation question

Robert Kern robert.kern@gmail....
Mon Mar 29 18:10:06 CDT 2010


On Mon, Mar 29, 2010 at 17:57, Andrea Gavana <andrea.gavana@gmail.com> wrote:
> HI Friedrich & All,
>
> On 29 March 2010 23:44, Friedrich Romstedt wrote:

>> Something completely different: Are you going to do more simulations?
>
> 110% surely undeniably yes. The little interpolation tool I have is
> just a proof-of-concept and a little helper for us to have an initial
> grasp of how the production profiles might look like before actually
> running the real simulation. Something like a toy to play with (if you
> can call "play" actually working on a reservoir simulation...). There
> is no possible substitute for the reservoir simulator itself.

One thing you might want to do is to investigate using Gaussian
processes instead of RBFs. They are closely related (and I even think
the 'gaussian' RBF corresponds to what you get from a
particularly-constructed GP), but you can include uncertainty
estimates of your data and get an estimate of the uncertainty of the
interpolant. GPs are also very closely related to kriging, which you
may also be familiar with. If you are going to be running more
simulations, GPs can tell you what new inputs you should simulate to
reduce your uncertainty the most.

PyMC has some GP code:

  http://pymc.googlecode.com/files/GPUserGuide.pdf

-- 
Robert Kern

"I have come to believe that the whole world is an enigma, a harmless
enigma that is made terrible by our own mad attempt to interpret it as
though it had an underlying truth."
  -- Umberto Eco


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