Stochastic modeling techniques have been widely applied to oil-gas reservoir lithofacies. Markov chain simulation~ however~ is still under development~ mainly because of the difficulties in reasonably defining conditi...Stochastic modeling techniques have been widely applied to oil-gas reservoir lithofacies. Markov chain simulation~ however~ is still under development~ mainly because of the difficulties in reasonably defining conditional probabilities for multi-dimensional Markov chains and determining transition probabilities for horizontal strike and dip directions. The aim of this work is to solve these problems. Firstly~ the calculation formulae of conditional probabilities for multi-dimensional Markov chain models are proposed under the full independence and conditional independence assumptions. It is noted that multi-dimensional Markov models based on the conditional independence assumption are reasonable because these models avoid the small-class underestimation problem. Then~ the methods for determining transition probabilities are given. The vertical transition probabilities are obtained by computing the transition frequencies from drilling data~ while the horizontal transition probabilities are estimated by using well data and the elongation ratios according to Walther's law. Finally~ these models are used to simulate the reservoir lithofacies distribution of Tahe oilfield in China. The results show that the conditional independence method performs better than the full independence counterpart in maintaining the true percentage composition and reproducing lithofacies spatial features.展开更多
In this paper, we consider the optimal problem of channels sharing with het-erogeneous traffic (real-time service and non-real-time service) to reduce the data conflict probability of users. Moreover, a multi-dimens...In this paper, we consider the optimal problem of channels sharing with het-erogeneous traffic (real-time service and non-real-time service) to reduce the data conflict probability of users. Moreover, a multi-dimensional Markov chain model is developed to analyze the performance of the proposed scheme. Meanwhile, performance metrics are derived. Numerical results show that the proposed scheme can effectively reduce the forced termination probability, blocking probability and spectrum utilization.展开更多
The topic of this article is one-sided hypothesis testing for disparity, i.e., the mean of one group is larger than that of another when there is uncertainty as to which group a datum is drawn. For each datum, the unc...The topic of this article is one-sided hypothesis testing for disparity, i.e., the mean of one group is larger than that of another when there is uncertainty as to which group a datum is drawn. For each datum, the uncertainty is captured with a given discrete probability distribution over the groups. Such situations arise, for example, in the use of Bayesian imputation methods to assess race and ethnicity disparities with certain insurance, health, and financial data. A widely used method to implement this assessment is the Bayesian Improved Surname Geocoding (BISG) method which assigns a discrete probability over six race/ethnicity groups to an individual given the individual’s surname and address location. Using a Bayesian framework and Markov Chain Monte Carlo sampling from the joint posterior distribution of the group means, the probability of a disparity hypothesis is estimated. Four methods are developed and compared with an illustrative data set. Three of these methods are implemented in an R-code and one method in WinBUGS. These methods are programed for any number of groups between two and six inclusive. All the codes are provided in the appendices.展开更多
基金Project(2016YFB0503601) supported by the National Key Research and Development Program of China Project(41730105) supported by the National Natural Science Foundation of China
文摘Stochastic modeling techniques have been widely applied to oil-gas reservoir lithofacies. Markov chain simulation~ however~ is still under development~ mainly because of the difficulties in reasonably defining conditional probabilities for multi-dimensional Markov chains and determining transition probabilities for horizontal strike and dip directions. The aim of this work is to solve these problems. Firstly~ the calculation formulae of conditional probabilities for multi-dimensional Markov chain models are proposed under the full independence and conditional independence assumptions. It is noted that multi-dimensional Markov models based on the conditional independence assumption are reasonable because these models avoid the small-class underestimation problem. Then~ the methods for determining transition probabilities are given. The vertical transition probabilities are obtained by computing the transition frequencies from drilling data~ while the horizontal transition probabilities are estimated by using well data and the elongation ratios according to Walther's law. Finally~ these models are used to simulate the reservoir lithofacies distribution of Tahe oilfield in China. The results show that the conditional independence method performs better than the full independence counterpart in maintaining the true percentage composition and reproducing lithofacies spatial features.
基金supported in part by the National Natural Science Foundation of China(60972016,61231010)the Funds of Distinguished Young Scientists(2009CDA150)+1 种基金China-Finnish Cooperation Project(2010DFB10570)Specialized Research Fund for the Doctoral Program of Higher Education(20120142110015)
文摘In this paper, we consider the optimal problem of channels sharing with het-erogeneous traffic (real-time service and non-real-time service) to reduce the data conflict probability of users. Moreover, a multi-dimensional Markov chain model is developed to analyze the performance of the proposed scheme. Meanwhile, performance metrics are derived. Numerical results show that the proposed scheme can effectively reduce the forced termination probability, blocking probability and spectrum utilization.
文摘The topic of this article is one-sided hypothesis testing for disparity, i.e., the mean of one group is larger than that of another when there is uncertainty as to which group a datum is drawn. For each datum, the uncertainty is captured with a given discrete probability distribution over the groups. Such situations arise, for example, in the use of Bayesian imputation methods to assess race and ethnicity disparities with certain insurance, health, and financial data. A widely used method to implement this assessment is the Bayesian Improved Surname Geocoding (BISG) method which assigns a discrete probability over six race/ethnicity groups to an individual given the individual’s surname and address location. Using a Bayesian framework and Markov Chain Monte Carlo sampling from the joint posterior distribution of the group means, the probability of a disparity hypothesis is estimated. Four methods are developed and compared with an illustrative data set. Three of these methods are implemented in an R-code and one method in WinBUGS. These methods are programed for any number of groups between two and six inclusive. All the codes are provided in the appendices.