Gaussian process models for history matching
摘要
In this paper we introduce two methods to using Gaussian Process Models to solve history matching/inverse problems and design optimisation problems. The first uses the full capabilities of Gaussian Process Models to iteratively create a map across the full parameter space that indicates where a solution to the problem is unlikely to be found. At each iteration this process contracts the space over which a search will be conducted. This leads to high confidence that the global optimum has been located. The second method uses the ability of a Gaussian Process Model to approximate a function across the whole of a parameter space to create an approximation to the unknown inverse function. This leads to a fast solution of the inverse problem. The methods were tested on the IC Fault Model and two variants of the PUNQ S3 model.