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Multigaussian models: The danger of parsimony

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Summary

MultiGaussian models have the intrinsic property of imposing very little continuity to extreme values. If the variable that is being modeled is hydraulic conductivity and the processes being studied are groundwater flow and mass transport, the absence of continuous paths of extreme values will have a retardation effect in the computed travel times. In the case of radionuclide release of nuclear waste from a deep geological repository, underestimation of travel times may lead to unsafe decision making. To demonstrate the impact of the low continuity of extreme value implicit to multiGaussian modes, travel times are computed in a site similar to Finnsjön-one of the sites in crystaline rock studied in Sweden-using two stochastic models with the same histogram and covariance, one of them is multiGaussian, and the other is not and displays high connectivity of extreme high values. The results show that the multiGaussian model leads to less conservative results than the non-multiGaussian one. Invoking the parisimony principle to select a multiGaussian model as the simplest model that can be fully described by a mean value and a covariance function should not be justification enough for such selection. If there is not enough data to characterize the connectivity of the extreme values and therefore distriminate whether a multiGaussian model is appropriate or not, less parismonious models must also be considered.

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Gómez-Hernández, J.J., Wen, XH. Multigaussian models: The danger of parsimony. J. It. Statist. Soc. 4, 167–181 (1995). https://doi.org/10.1007/BF02589100

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