Projection Pursuit Multivariate Transform
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چکیده
Transforming complex multivariate geological data to be multivariate Gaussian is an important and challenging problem in geostatistics. A variety of transforms are available to accomplish this goal, but may struggle with data sets of high dimensional and sample sizes. Projection Pursuit Density Estimation (PPDE) is a well-established non-parametric method for estimating the joint PDF of multivariate data. A central component of the PPDE algorithm involves the transformation of the original data towards a multivariate Gaussian distribution. Rather than use the PPDE for its original intended purpose of density estimation, this convenient data transformation will be utilized to map complex data to a multivariate Gaussian distribution within a geostatistical modeling context. This approach is proposed as the Projection Pursuit Multivariate Transform (PPMT), which shows the potential to be very effective on data sets with a large number of dimensions. The PPMT algorithm is presented along with considerations and case studies.
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تاریخ انتشار 2012