Multivariate simulation using a locally varying coregionalization model

Understanding the response of materials in downstream processes of mining operations relies heavily on proper multivariate spatial modeling of relevant properties of such materials. Ore recovery and the behavior of tailings and waste are examples where capturing the mineralogical composition is a key component: in the first case, to ensure reliable revenues, and in the second one, to avoid environmental risks involved in their disposal. However, multivariate spatial modeling can be difficult when variables exhibit intricate relationships, such as non-linear correlation, heteroscedastic behavior, or spatial trends. This work demonstrates that the complex multivariate behavior among variables can be reproduced by disaggregating the global non-linear behavior through the spatial domain and looking instead at the local correlations between Gaussianized variables. Local linear dependencies are first inferred from a local neighborhood and then interpolated through the domain using Riemannian geometry tools that allow us to handle correlation matrices and their spatial interpolation. By employing a non-stationary modification of the linear model of coregionalization, it is possible to independently simulate variables and then combine them as a linear mixture that locally varies according to the inferred correlation, reproducing the global multivariate behavior seen on input variables. Areal case study is presented, showing the reproduction of the reference multivariate distributions, as well as direct and cross semi-variograms.