Académique Documents
Professionnel Documents
Culture Documents
U n c e SECTION:
r t a i n t Uy n ac ne a
r lt ya si ins t y
a n a l y s i s
7KHUDWLRQDOJHRVFLHQWLVW
Downloaded 07/11/15 to 95.211.174.172. Redistribution subject to SEG license or copyright; see Terms of Use at http://library.seg.org/
hat intuition can lead us astray is obvious and wellknown, but watch for examples of people relying on
intuition to solve a problem and you will see it everywhere.
When people talk of a hunch or gut feeling, theyre talking
about using their intuition.
I have done a seismic inversion and have a Poissons ratio
attribute volume. My hypothesis is that low Poissons ratio
means gas. I have some wells, represented by double-sided
cards in Figure 1, to calibrate to. The game is to answer this
question: Which cards do I need to turn over to prove the
hypothesis that all the cards with low PR on one side have gas
on the other? Take a moment to look at the four cards and
decide which you will flip.
In the course of its evolution, the human brain has developed heuristics, rules of thumb, for dealing with problems
like this one. These rules constitute our intuition. Were wary
of the outsider with the thick accent. We balk at a garden
hose in the grass; in the jungle, it could have been a snake.
We are programmed to see faces in the topography of Mars or
burnt toast. These rules are useful to us in urgent matters of
survival, letting us take the least risky course of action without delay. But theyre limiting and misleading when rational
decisions are required. Thats why most people, even educated
people, get this problem wrong; the so-called confirmation
bias is almost unavoidable.
As scientists we should be especially wary of this, but the
fact is that we all tend to seek information that confirms our
hypotheses, rather than trying to disprove them. In the problem above, the cards to flip are the low PR card (of course,
it had better have gas on the other side), and the wet card,
because it had better not say low PR. Most people select
the gas card, but it is not required, because its reverse cannot
prove our disprove our hypothesis; we dont care if high PR
also means gas sometimes (or even all the time). Its easier to
see why we dont care about the high PR card.
When is intuition useful?
I believe in intuition and inspiration. Imagination is
more important than knowledge. For knowledge is limited,
whereas imagination embraces the entire world, stimulating
progress, giving birth to evolution. It is, strictly speaking,
a real factor in scientific research. Albert Einstein, 1931.
May 2010
Figure 1. Four cards, each with low or high Poissons ratio (PR) on
one side, and water or gas on the other. My hypothesis: Cards with low
PR on one side have gas on the other. Which cards must I turn over to
prove or disprove my hypothesis?
Downloaded 07/11/15 to 95.211.174.172. Redistribution subject to SEG license or copyright; see Terms of Use at http://library.seg.org/
U n c e r t a i n t y
a n a l y s i s
Figure 3. One route for my walk from home to work, and some
simpler cases. The number of possible routes grows very quickly as
Fibonaccis series. All 2,496,144 of them are 1480 m long.
but I think five situations are of special concern to us as geoscientists in the oil and gas industry. These are when were
thinking about big numbers, permutations and combinations, probability, proportions, and randomness.
Big numbers. Imagine you take a glass of water from the
sea, and somehow label or tag the water molecules in there so
that you can recognize them again. Then pour the water back
into the ocean and wait, say, 10,000 years for the tides and
currents to mix thoroughly. Now go somewhere, anywhere,
and take a glass of sea water. How many of those original
molecules will you see again?
Most people, confronted with this question, are suspicious. Of course, the answer would seem to be zero, they
reason, but since youre asking me in this way, it must be
nonzero. Maybe one molecule, they venture, or ten, or maybe
even 100. Some lowish, positive number. But for a 250-ml
glass, about half a pint, you will likely recognize about 1500
of the original molecules.
This amazing result, which is hard to believe but easy to
prove to yourself, simply reflects the fact that there are more
molecules in a glass than there are glassfuls in the ocean (indeed, about three orders of magnitude more). Molecules exist
on a scale which is so far outside our experience, so alien to
us, that most of us are unable to rely on our intuition to help
estimate results. In general, my own experience suggests that
if I am dealing with numbers beyond the range 10-6 to 10+6, I
need to pull out a calculator.
Its not a completely hopeless case. You can help tune your
intuition with so-called Fermi problems. The physicist Enrico
Fermi often set his students apparently unsolvable estimation
problems to solve in a short timemost famously: How many
piano tuners are there in Chicago? Heres one for you: How
many seismic traces have been recorded?
Permutations and combinations. I live in Calgary, which
is built on a regular grid street pattern. I walk to work every
day, going five blocks south and six blocks east (Figure 3).
There are walkways along both sides of each street. The walk
takes about 15 minutes, and one day I pondered how many
different routes I might have to choose from, including both
sidewalks and always taking the shortest route, and I started
to count. Maybe I could walk them all!
First, the two-sided streets make the problem identical to
a regular 11 13 grid. Fair enough. One block is easy; there
are two ways around it. For a 1 2 grid, there are three ways.
A 2 2 grid has five ways. Anyone familiar with the Fibonacci
series may start to see a pattern, but Im still counting routes
in my head. When I imagined a grid of about 3 3, I started
to wish I had something to write on (turns out there are 20).
So I guessed about a few thousand and resolved to compute
it sometime.
Naturally I worked it out it as soon as I got home. And
I was a bit off. No, I was a long way off; the actual answer is
2,496,144. I could walk two different routes every working
day, and it would take me 6240 years to complete my collection. Even walking it every 15 minutes, nonstop, would take
71 years. And an obvious but still surprising point: All the
routes are exactly the same length (the so-called Manhattan
distance from my house to my office).
Probabilities (straightforward geosciences-related problem).
May 2010 The Leading Edge
597
Downloaded 07/11/15 to 95.211.174.172. Redistribution subject to SEG license or copyright; see Terms of Use at http://library.seg.org/
U n c e r t a i n t y
a n a l y s i s
Negative
Positive
Water
72/100
18/100
Gas
2/100
8/100
Imagine you are working in a newly accessible and underexplored area (Figure 4) of an otherwise mature basin. Statistics
show that on average 10% of structures are filled with gas and
the rest are dry. Fortunately, you have some seismic analysis technology that allows you to predict the presence of gas
with 80% reliability. In other words, four out of five gas-filled
structures test positive with the technique, and when it is applied to water-filled structures, it gives a negative result four
times out of five.
You acquire some undrilled acreage, map some structures,
and perform the seismic analysis. One of the structures tests
positive. Assuming this is the only information you have,
what is the probability that it is gas-filled?
This is a classic problem of embracing Bayesian likelihood
and ignoring your built-in representativeness heuristic
(Kahneman et al., 1982). Bayesian probability combination
does not come naturally to most people but, once understood, can at least help you see the way to approach similar
problems in the future. The way the problem is framed here is
identical to the original formulation of Kahneman et al., the
taxicab problem. This takes place in a town with 90 yellow
cabs and 10 blue ones. A taxi is involved in a hit-and-run,
witnessed by a passerby. Eye-witness reliability is shown to be
80%; so if the witness says the taxi was blue, what is the probability that the cab was indeed blue? Most people go with
80%, but in fact the witness is probably wrong. To see why,
lets go back to the exploration problem and look at 100 test
cases, shown in Table 1.
Looking at the rows, we see that there are 90 water cases
and 10 gas cases; 80% of the water cases test negative and
80% of the gas cases test positive. We can use this table to
compute that when we get a positive test, the probability that
the test is true is not 0.80, but much less: 8 / (8 + 18) =
0.31. In other words, a test that is mostly reliable is probably
wrong when applied to an event that doesnt happen very often (a structure being gas-charged). Its still good news for us,
though, because a probability of discovery of 0.31 is much
better than the 0.10 that we started with.
Here is Bayess theorem for calculating the probability P
of event A (say, an gas discovery) given event B (say, a positive
test in our seismic analysis):
P(A)
__________
P(A|B) = P(B|A)
P(B)
So we can express our problem in these terms:
598
May 2010
0.8 0.1
P(gas | pos) = _______________
= 0.31
0.8 0.1 + 0.2 0.9
This result is so counter-intuitive, for me at least, that I
cant resist illustrating it with another well-known example
that takes it to extremes. Imagine you test positive for a rare
disease, seismitis. It affects only 1 person in 10,000. The test
is 99% reliable. What is the probability that you do indeed
have seismitis?
Notice that the unreliability (1%) of the test is much
greater than the rate of occurrence of the disease (0.01%).
Its not hard to see that there will be many false positives;
only 1 person in 10,000 is ill, and that person tests positive
99% of the time (almost always), but 1% of those other 9999
healthy people, which amounts to 100 people, will test positive too. So for every 10,000 people tested, 101 test positive
even though only 1 is ill. So the probability of being ill, given
a positive test, is only about 1/101!
Next time you confidently predict something with a seismic attribute, stop to think not only about the reliability of
the test you have made, but also the rate of occurrence of
the thing youre trying to predict. Figure 5 shows how actual
prediction power depends on both test reliability and the occurrence rate of the predicted event. You may be doing worse
(or better!) than you think.
Fortunately, in this case, there is a simple mitigation: Use
other, independent, methods of prediction. Mutually uncorrelated seismic attributes, well data, engineering test results,
if applied diligently, can improve the odds of a correct prediction. But computing the posterior probability of event A
given independent observations B, C, D, E, and F, is beyond
the scope of this article (not to mention this author!).
Proportions. Proportions are really the same thing as probabilities, so it shouldnt be surprising that they can catch us
out. Simpsons paradox is perhaps the best example of something we think we understand, weve always understood, suddenly turning on us.
Suppose you are comparing two new seismic attributes,
truth and beauty. You compare their hydrocarbon-predicting
success rates on 35 discoveries and its close, but beauty wins
Downloaded 07/11/15 to 95.211.174.172. Redistribution subject to SEG license or copyright; see Terms of Use at http://library.seg.org/
U n c e r t a i n t y
a n a l y s i s
Figure 6. Two-dimensional projections can be misleading. Constellations, shown in blue, look even more random in three dimensions. The view
from 40,000 light years is included out of interest: the constellations are local to our solar system. (Images from Chris Laurels excellent Celestia
software, www.shatters.net. Used with permission.)
with a 83% hit rate. Truth manages only 77%. Not exactly
unequivocal, but if you had to pick one, all else being equal,
beauty it is.
But then someone asks you about predicting oil. You dig
out your data and show them Table 2. Clearly, truth did a
little better when you just look at oil. And what about gas,
they ask? Well, the data showed that truth was better than
beauty at predicting gas. So truth does a better job at each of
oil and gas, but somehow beauty edges out overall.
Impossible? Apparently not. In this case, hydrocarbon
type is a confounding variable, and its important to look
for such groupings in your data. Improbable? Actually, its
quite common in all kinds of data and well known among
statisticians. Be especially wary when one or more of the
groups is much smaller than the others, and even more so if
group sizes are inconsistent with respect to the confounding
variable as in my example. And what can we do about it? Try
to avoid it by keeping sample sizes consistent with variables
that might interest you. But ultimately, we cant guarantee it
wont crop up; thats just how proportions are. All you can do
is make sure you ask your data the questions you care about.
Randomness. There is a strong tendency for us to see, and
draw conclusions from, clusters and patterns in random data.
Talk to an economist or baseball fan to see how far we humans can take this. Figure 6 shows how constellations are
Truth
Beauty
Oil
8/8, 100%
25/29, 86%
Gas
19/27, 70%
4/6, 67%
Overall
27/35, 77%
29/35, 83%
599
Downloaded 07/11/15 to 95.211.174.172. Redistribution subject to SEG license or copyright; see Terms of Use at http://library.seg.org/
U n c e r t a i n t y
a n a l y s i s
Figure 7. Maps of 100 wells. Which distribution is random? Can you visualize where the oil pools are? No, because the map on the left is
completely random, while that in the center is highly constrained with one well per section, as shown at right.
Figure 8. A sequence of 1000 coin-toss games, winning 1 unit for heads and paying 1 for tails. (a) What we expect. (b) and (c) What we usually
get. Most sequences look like one of these. Its not a coincidence if these charts remind you of the stock market.
May 2010
Downloaded 07/11/15 to 95.211.174.172. Redistribution subject to SEG license or copyright; see Terms of Use at http://library.seg.org/
U n c e r t a i n t y
a n a l y s i s
the rhetoric from the exhortation: assume it is biased. Banish emotion: Assume you are being manipulated. Banish any
expectations or preconceptions: Assume they are wrong.
Write down the first answer you think you see intuitively,
then ignore it. Consider the information on its own. Check
facts. Double-check calculations. Make a spreadsheet and
model the solution. Ask someone elses opinion. Ask how you
could be wrong. Ask why you are wrong. Then figure out how
to be rational.
References
Gladwell, M., 2005, Blink: the power of thinking without thinking:
Little, Brown and Company.
Kahneman, D., P. Slovic, and A. Tversky, 1982, Judgment under uncertainty: heuristics and biases: Cambridge University Press.
Myers, D., 2002, Intuition: Its powers and perils: Yale University
Press.
List of cognitive biases, 2010, http://en.wikipedia.org/wiki/List_of_
cognitive_biases, accessed 15 December 2009.
601