Multivariate geostatistical simulation with sum and fraction constraints

Abstract

Geostatistical modelling of grades in mineral deposits often requires the simulation of multiple related variables that have sum and fraction constraints. Sum constraints occur when the sum of some variables may not exceed or must equal a given constant. Fraction constraints occur when a variable may not exceed another variable. In this case, the geostatistical simulations should reproduce the histograms, variograms, multivariate relationships and honour the constraints. We present a methodology for the geostatistical simulation of multiple related variables that considers sum and fraction constraints. The methodology is illustrated in a case study. The data were obtained from a bauxite deposit. First, the original variables were re-expressed as ratios. Second, the variables were transformed using the Projection Pursuit Multivariate Transform (PPMT). Then the PPMT transformed variables were simulated independently using sequential Gaussian simulation and back-transformed. The simulations reproduced the histograms, variograms and bivariate relationships and honoured the sum and fraction constraints.