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references > conditional simulation

What is conditional simulation?

This is designed as a basic overview of conditional simulation and co-simulation.

Spatial grade variability

Good estimation has the goal of providing the 'best' estimate for a block. This is achieved in kriging by reducing the estimation variance to a minimum for all possible linear weighted averaging schemes. This a good argument to use kriging when designing stopes, performing grade control and so on, where the overall in-situ grade of the is the key issue.

When is simulation preferred to estimation?

However, if we wish to deal with issues of variability, the kriging has a downside. The means of achieving minimum estimation variance in kriging is to smooth the values (all weighted averages do this, kriging just does the optimal job). This implies that the resultant block values have a lower variance than the 'true block' grades we will actually mine.

Making the blocks smaller results in the unrealistic smoothness of the blocks getting worse! Note that this is not a problem for predicting gross grade and tonnage, but is a real issue if we need to predict the local variability of grades, for example dealing with variability control issues.

If we estimate points to try to deduce what grade behaviour is like between the known sampled locations, we smooth, by necessity. Note that an estimate by kriging honours the known points (this is a property of kriging), but doesn't reflect the variability between points: because of necessary smoothing. The answer is to simulate.

Click here for a review paper on Simulation pdf (261 Kb)

Conditional simulation

Conditional Simulation (CS) is a geostatistical method that builds many, densely informed point realisations of mineralisation. These reproduce the histogram and variogram of the input data, as well as honouring the known data points (hence 'conditional'). Each realisation is different to others because we always have uncertainty away from known data points (drill samples), hence individually such realisations are simulations not estimates.

Objectives of simulation

Simulation has different objectives to estimation. The whole point is to reproduce the variance of the input data, both in a univariate sense (i.e. the histogram) and spatially (i.e. the variogram). Thus simulations provide an appropriate platform to study any problem relating to variability in a way that estimates cannot.

There is a price to pay for this too (no free lunch)...

When we estimate, we get minimum estimation variance (if we krige), but lose variability in the output as a price (i.e. smoothing). When we simulate, we retain the variability of the input data, but the price we pay is that an individual simulation if taken as an estimate has higher estimation variance than a kriging. In fact the whole spread of simulations is equivalent to the estimation variance.

Conditional simulation honours the data

In essence a simulation is an alternative grade-profile that has the same 'character' as the true profile. To meet this criteria the histogram and variogram of a simulation must be in agreement with those of the data. If we stipulate that known sample data must be honoured, then the resultant simulation is called a conditional simulation.

Note: there are many (theoretically an infinite number) of simulations that can meet the above conditions. These are referred to as 'equiprobable images' of the mineralisation (which has the same meaning as 'realisations'). Hence any individual simulation is a poor estimate. However, averaging a very large set of simulations yields a good estimate.

Averaging a set of conditional simulations

A collection of many such simulations, when averaged over a block volume, is equivalent to a kriged estimate. Because we can have multiple realisations within each estimated block, we have access to the distribution of metal within a block: as for Uniform Conditioning (UC), Multiple Indicator Kriging (MIK) or any other non-linear geostatistical estimate of recoverable resources. Thus CS is a route to recoverable resource estimation.

Until recently, computers were too slow to really exploit these methods.

A conditional simulation passes through, or honours, the known data (hence it is said to be 'conditioned' by the data). Notes:
  • The simulation and the reality have the same general character. The degree of noise (nugget and short range variability) and the longer-scale spatial character of these two curves are similar.

  • In fact, the variogram is the same for the simulated and the real grade profiles (or at least reproduces the input variogram).

  • The simulation is a poor estimate of the local average grade, compared to the kriging (smooth black curve). The only exception is when we have a data point, then the two agree. Elsewhere, the simulation is poor.

We can use simulations to deal with a range of problems that involve variability, and for such problems they are a far superior basis than any estimate (including kriging). One example of an application is to generate confidence intervals (CI's) for an estimated block. Other applications include modelling local spatial variability for blending, stockpiling or mining selectivity studies.

Extension of the idea to two variables

Conditional simulation, as outlined above, deals with a single variable. For example, in a gold-copper deposit, we could simulate gold or copper. We could perform simulation of gold and copper, but these would be independent. The resulting simulations would reproduce the histograms of gold and copper, but not the intrinsic correlation between (correlation coefficient and cross-variograms).

This idea is interesting for a range of deposit types:
  • multi-element base metal deposits, eg: lead-zinc-silver

  • nickel deposits, especially dealing with cobalt credits or penalty elements (e.g. As or Mg)

  • iron deposits, bauxite deposits, manganese deposits, mineral sand deposits, magnesium deposits or other industrial minerals where the problems are multivariate by nature and the financial problem involves multivariate optimisation of processes.

Conditional cosimulation

Conditional Co-Simulations (CCS) is a multivariate conditional simulation, i.e. of more than one variable. In our example above, Cu and Au can be 'co-simulated' so that their cross variograms and correlation are both respected.

For many copper-gold deposits, gold and copper are spatially correlated variables, i.e. there exists a link between the spatial variability of the two variables. In other words, the high grade occurrences of gold tell us something about the neighbouring copper grades and vice versa.

This connection between spatial variabilities can be captured by a geostatistical tool called the cross-variogram. A cross variogram measures the spatial covariability of two grades (say Cu and Au) in the same way that a variogram measures spatial variability of a single grade (say Cu or Au).

Bivariate recoverable resource estimation by conditional co-simulation [CCS]

Any conditional simulation technique which overlooks the modelling of the 'cross-structures', seen in cross-variograms, would miss the crux of the problem as it would fail to predict the joint and intricate contributions of both metals to the value of the project. This might be a trivial economic problem if one metal contributed 95% of the value and the other 5%, but the price of overlooking it becomes higher as the dollar contributions of metals approach equality.

CCS can offer the ultimate answer to this problem because they are precisely aimed at reproducing the co-variation seen in the experimental cross-variograms. In other words CCS attempts to capture the spatial covariability patterns of the real deposit. Just like monovariate conditional simulations, CCS reproduces both the gold and copper histograms. But CCS will also respect both the variograms and cross-variograms while honouring the both grades at informed data points.

Selectivity studies using conditional simulation

Each realisation (individual CCS image) gives us a possible joint gold-copper distribution based on point support and is thus amenable to a lot of post-processing, for example re-blocking will allow us to obtain joint distributions of gold and copper for small blocks: an ideal input to selectivity studies, for example.

Risk analysis using conditional simulation

Each simulation provides an alternative equiprobable representation of the joint-distribution, meaning that we can get as many equally realistic answers to any of our questions as we want. The differences between these answers give us a measure of the joint spatial uncertainty and can help us manage the financial risk attached to the project.
 
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Scott Jackson (left), Scott Dunham (centre), and John Vann (right) are the Directors of Quantitative Group
 

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