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Mathematical Geology, Volume 16, No.

4, 1984

A M e t h o d for Stratigraphic Correlation of


Several Boreholes I

Douglas M. Hawkins 2

The borehole slotting method previously proposed by Gordon and Reyment for two bore-
holes may be extended to three or more boreholes, but soon becomes computationaUy in-
tractable. We propose another method based on the mixture model o f cluster analysis, the
computational labor o f which increases linearly with the number o f boreholes. This method
produces profiles o f the unknown strata to which the individual boreholes are easily matched
by the two-borehole slotting method.

KEY WORDS: geophysical logs, multivariate statistics, duster analysis, linear programming,
dynamic programming.

INTRODUCTION

The stratigraphic correlation problem that we consider here is the following:


Suppose we have drilled k boreholes, the ith o f which is divided into N i "layers"
(which we distinguish from "strata"), and suppose that there is some way of
measuring the stress associated with any matching of the layers at different bore-
holes. Such a stress might be (but is not necessarily) based on the observation of
a p component vector Xi] on the j t h layer of borehole i. For example, an X 0
consisting of the trace element geochemistry of the sample might be measured
at each point, and the stress then measured by some function of the fitted
within-stratum covariance matrix. A good matching is defined as one for which
this stress is small.
It is believed that the area drilled consists of a number of distinct strata,
and that the layers in each borehole are representative of these strata. It is de-
sired to identify the strata indirectly, by means of grouping together similar lay-
ers in different boreholes. We assume that, a priori, it is not known how many
strata in total were intersected by the set o f boreholes, or what the characteris-

Manuscript received 17 November 1982; revised 14 May 1983.


;National Research Institute for Mathematical Sciences of the CSIR, P.O. Box 395, Pretoria
0001, South Africa.
393

0020-5958/84/0500-0393503.50/0 1984PlenumPublishingCorporation
394 Hawkins

tics of the different strata are. These assumptions put the problem in the "cluster
analysis" class. If detailed prior information on the strata were available, the
problem would be in the "discriminant analysis" class.
What distinguishes this problem from straightforward cluster or discriminant
analysis problems is the constraints on the grouping imposed by the fact that
the strata common to different boreholes appear in the same order at each
borehole.
Despite the considerable work on mathematical formulations of this strati-
graphic correlation problem (see for example the entire contents of Computers
and Geosciences, vol. 4, no. 3, 1978), Mann (1981) avers that "a fully opera-
tional system is yet to be established."
Later we propose two general formulations. One, an extension of the
"slotting" method (Gordon and Reyment, 1979), is based on dynamic program-
ming (DP) and produces a stratification by means of a guaranteed optimal (by
one of several criteria) allocation of each layer to a single stratum. This method,
however, is computationally intractable if there are more than about four bore-
holes. For such larger data sets, we propose a different mixture model which
concentrates on inferences about the strata, as a by-product of which it pro-
duces good, but not necessarily optimal, stratigraphic correlations of the bore-
holes. This method is tractable for data sets with an arbitrary number of bore-
holes, provided each is not too deep.

DYNAMIC PROGRAMMING (DP) FORMULATION


Define a stratum mapping function s(i,]) whose range is the integers
1, 2, . . . , 3//, where M, the total number of strata assumed to be represented
in the set of borehole layers, will be allowed to vary in the course of the analysis.
If s(i, j) = m, then the/'th layer of borehole i is allocated to stratum m.
The object of the analysis is to determine the optimal choice of the stratum
mapping function s(i,j) and usually also the value of M. This objective differs
slightly from that use in slotting (Gordon and Reyment, 1979; Delcoigne and
Hansen, 1975). In slotting one seeks to "zip together" the sequences of layers
at the different boreholes; the subsequent allocation into strata could be carried
out by applying a restricted zonation algorithm along the lines of Hawkins and
Merriam (1974). Our formulation produces the allocation directly, without the
intermediate slotting sequence.
The stratigraphic correlation is to be achieved by the optimization of a
suitable and convenient stress function. The choice of stress function will be
sketched below. It should be noted that not all sensible and statistically desirable
stress functions are amenable to optimization by DP, but for the present, we
assume that the stress function has the necessary mathematical properties (Nem-
hauser, 1967) to satisfy Bellman's Principle of Optimality. If this is the case,
Stratigraphic Correlation of Several Boreholes 395

then an optimal allocation of M strata to k boreholes with N1, N2 . . . . . Nk lay-


ers consists of

1. A b o t t o m stratum represented by D1, D~, . . . , D k layers from boreholes


1, 2 . . . . , k, respectively; and
2. An optimal allocation of M - 1 strata to the top N~ - D~, N 2 - D2, . . . ,

N k - D k layers from boreholes 1, 2 . . . . . k , respectively.

Provided the stress function obeys the necessary mathematical requirements


for the application of this principle, the optimal stratum allocation function
may then in principle be found for any M using DP. Furthermore, the method
of solution lends itself to carrying out this fitting for a range o f values of M
thus facilitating the choice of the number o f strata necessary to represent the
data.
The solution by DP consists of calculating the optimal rn stratum fit to n ~ , . . . ,
n k layers for each 0-K<n i <~ N i. This is done by considering all possible values
of {D~ , D 2 . . . . , D k } 0 <~ D i <~ n i to form a candidate bottom stratum, and find-
ing the stress resulting from this candidate b o t t o m layer and the previously
computed optimal m - 1 stratum fit to nl - D 1 , . . . , n k - D k layers. When
we finally reach m = M , n i = N i , the original problem has been solved.
Several stratigraphically interesting variants of this basic algorithm may
be distinguished.

(a) The readings taken at each borehole are made at regular or arbitrary spacings
so that several or perhaps even all successive layers at a borehole might be-
long to the same stratum. In this case, when carrying out the DP search, all
values o f D i between 0 and n i must be investigated.
(b) The borehole data have already been segmented, so that each layer in the
borehole is known to come from a different stratum. In this case, it is not
permissible to allocate more than one layer from a particular borehole to the
same stratum, and so the only permissible values o f D i are 0 and 1.
(c) If the boreholes form a sequence, or more generally, if their spatial arrange-
ment is taken into account, the user might wish to require that if a stratum
is represented at both boreholes i and i', then it must also be represented at
all boreholes i " with i < i " < i'. This means that when considering the trial
b o t t o m layer allocations D1, . . . , D k one must exclude the choices D i,, = 0
whenever D i > 0 and D i, > O.
(d) There may be reason to believe that all strata are present at all boreholes
with thicknesses at the various boreholes that do not differ by more than
some ratio R, say. If this is the case then one must consider o n l y D i satisfying

max D i ~ R min D i
i
396 Hawkins

Note that as is usual in DP, but unlike most other optimization methods, these
costraints on the decision variables Di do not make the calculations more diffi-
cult, but in fact simplify them by reducing the number of options to be investi-
gated at each step.

CHOICE OF STRESS MEASURE


As is commonly the case with cluster analysis problems, it is helpful to dis-
tinguish two broad subclasses of problem:
(i) Problems in which a similiarity or dissimilarity coefficient between any ar-
bitrary pair of layers (in the same or different boreholes) may be computed;
and
(ii) problems in which an interval, preferably multivariate normally distributed
measurement or vector of measurements, is made on each layer.
The first class of problem commonly arises when the raw data consist of
presence/absence data on each of a number of species. A discussion of the simi-
larity measures sensible in this situation may be found in Cormack (1971) and in
Brower, Millendorf, and Dyman (1978).
Let di,],i',]' be a dissimilarity between layer ] of borehole i and layer j' of
borehole i'.
Possible measures of the stress of the ruth proposed stratum and the overall
stress include:
S(m) = stress of ruth stratum

max min ~,1,~ ,1


i,j s.t. [i',j' s.t.
s(i,j)=m s(i',j')=m
i',j' ~ i,]

S = total stress = max S(m) (1)


m

and
' = max
Sm i,j s , t .
[ max
~i',j' s . t .
di,/,i,,i, ]
s(i,])=m s(i',j')=m
i',]' 4=-i,]
S' = max S(m) (2)
m

These two stress functions correspond to the single linkage and complete
linkage criteria of cluster analysis, and, along with other related linkage criteria,
have the necessary separability properties for the Principle of Optimality to hold.
They are, thus, amenable to optimization using DP.
Stratigraphic Correlation of Several Boreholes 397

In the second class of problems at each i,j, we observe a p component


vector Xi! of interval, preferably normally distributed measures. Here the natu-
ral measures of stress are based on multivariate analysis of variance criteria.
Define
Xm = Z Xij/n(m) where
i, js.t.
s(i,j)=m
n(m) = ~ 1
i,j s.t.
s(i,/) =m
A = Z Z [xi] - xs(i,])] [ x d - )(s(i,j)]'
i,j

T =~ ~ (X 6 - IK) (X 8 - X)' (3)


i,/

Note that T is fixed for the data, while A depends on the proposed stratification.
Standard Manova measures of stress include:

ITI/IAI = {TA-1[ largest eigenvalue of TA -1

tr (A) = the trace of A

(A fuller discussion of these criteria in the context of cluster analysis generally


may be found in Chapter 6 of Hawkins, 1982).)
Unfortunately, the first two of these criteria do not satisfy the Principle of
Optimality, and so are not amenable to optimization using DP. The third cri-
terion does satisfy the Principle; and, furthermore, is computationally much
more tractable. It is thus, an attractive potential candidate.
Inferentially, the tr(A) measure is the optimal criterion to minimize pro-
vided the within-stratum covariance matrix is proportional to an identity matrix.
If this is not the case, then tr(A) suffers from the double defects of weighting all
variables equally regardless of their relative importance in discriminating be-
tween strata (e.g,, Millendorf, Brower, and Dyman, 1978), and of ignoring po-
tentially useful correlations between the different attributes measured.
It is, thus, desirable to attempt to transform the originally measured vectors
X to fresh ones that approximate the desired spherical within-stratum covariance
matrix more closely. This could be done by premultiplying each Xi] by A -1/2,
but this is a circular argument, as an estimate of A emerges only at the end of
the analysis. A more realistic, workable possibility is to set up an initial, possibly
crude guess at the stratification and use the residual covariance matrix emerging
from this analysis as an estimate of A to either make a principle component
398 Hawkins

transformation, or a preferable transformation to canonical variates of TA -1 .


The latter alternative will generally also lead to a beneficial reduction in dimen-
sionality.
The obvious possibility of a transformation to the principal components
of T has computational simplicity is its favor, but is otherwise not particularly
satisfactory. Except under the rather rare circumstance that T is proportional
to A, this transformation will not attain sphericity and may be particularly
dangerous if low-order principal components are dropped.
The actual computation of the DP solution is a typical one. We sketch it
for the tr(A) criterion, but very similar procedures apply to the linkage criteria
as well.
Define r ( n l , D1 . . . . . n k , D k ) , the stage return function by

i=1 j=ni-Di+l

k ni
A ~ = Z Z ( x , - x * ) ( x , - ~*)',
i=1 j=ni-Di+l

r ( n l , D1 . . . . . n k , Dk) = tr(A*) (4)


Then the optimal return F m ( n 1 . . . . . n k ) to be obtained by fitting m strata to
th first nl . . . . . n k layers of the k boreholes satisfies the DP recursion

Fl (nl .... , nk ) = r(nl , nt, . . . , nk, nk)

Fm(n I .... , nk) = rain Jr(n1, D1 . . . . . nk, Dk)

+ Fm-l(nl - D1 . . . . . n k -Dg)] m=2,... ,M (5)


If storage permits, a table of the r function should be computed and stored
once and for all. This can be done very effectively using formulas for the updat-
ing of mean and dispersion matrices (Hawkins, 1974) by using the J~* and A*
for a particular set {ni, Di} which gives rise to r ( n l , D1 . . . . . ni, D i . . . . . n x , D k )
and then updating by the inclusion of X i , ni + 1 which yields r ( n 1, D1 . . . . , n i - 1,
Oi .... ,nk,Dk); and/or by the inclusion o f X i , ni_Di+2 which yields r ( n l ,
Dx . . . . . ni, D i - 1. . . . . nk, Dk). All but the first r value may be obtained from
suitable previously computed X* and A* matrices using single updating.
The set (5) is solved by three "loops," The outer loop runs k over the range
2 . . . . . K; the middle loop runs all n i over their ranges of 1 t o N i ; and the inner
loop runs the D i over their ranges.
In defining these ranges, care must be taken with feasibility: for exam-
ple, if the boreholes are prestratified, then only D i = 0 or 1 is permitted, and
Ft (n ~. . . . , nk) must be set to infinity if any n i >~ 2.
Stratigraphic Correlation of Several Boreholes 399

By plotting F m ( N 1 . . . . . Nk) as a function of m, a graphical indication of


the optimal value of M may be obtained as that m for which the plot shows an
"elbow."
While the guaranteed optimality of the DP is extremely attractive, this for-
mulation shows at once why the procedure is not satisfactory for large k. At a
minimum, one needs to keep in the computer's main memory two tables of F
values-a current one and the preceding one. The size of each is I I f ( N i + 1 ) - a
number which rapidly becomes impossibly large as k increases. Thus, while two
boreholes with as many as 100 layers each require little over 10,000 words for
the F table, seven boreholes with as few as five layers each would need in ex-
cess of 500,000 words. Furthermore, as the computational load is also propor-
tional to II~(N i + 1), even elegant and careful use of main and backing storage
will merely displace the problem from one of storage to one of computation.
These considerations led to the formulation of our second, more heuristic
procedure.

A MIXTURE MODEL

To set the stage for the actual model, let us return to some general cluster
analysis concepts (e.g., Hawkins, 1982). Suppose we have M source populations,
with observations Xj coming with a prior probability of 7rm from the ruth, which
is N ( ~ m X). The marginal distribution of an X i is

M
Z mx(G, x)
m=l

This is a mixture model. Given a set of data, one may estimate the parameters
rim, ~m, and Z , and also the set of posterior probabilities 7tim that X i came
from source m given X]. Availability of these parameter estimates implies that,
if desired, the X / c o u l d subsequently be classified back to their sources as a dis-
criminant rather than a clustering problem.
A slightly different derivative algorithm is the allocation method. This be-
gins with the observation that, whatever the prior probabilities, each )(1. in fact
came from one of the M sources. By defining Wjm 1 if X! came from source m
=

and 0 otherwise, we may then seek a set of Wjm to optimize some criterion,
for example, likelihood. From these, Wjm estimates of the ~rn and 2 may be
computed.
Parameter estimates ~:m and 1 are common to the two methods of imple-
menting the mixture model. The quantities Zrim of the mixture model are analo-
gous to the Wjm of the allocation method, and, in fact, in the standard mixture
analysis, the optimal posterior classification is to allocate X / t o that source m
for which 7rim is a maximum.
400 Hawkins

With this background, let us return to the stratigraphic correlation of


interval-valued vectors of observations Xq which may reasonably be modeled
by homoscedastic normal distributions. Define a new allocation variable equiva-
lent to the stratum mapping function by

{10 if s(i,j)=m
Wijm = otherwise

In other words, Wqrn is 1 if layer ] at borehole i is to be allocated to stratum


m; Wqm is 0 otherwise. It is easy to show that
M
s(i,]) = ~_, mwqm (6)
m=l

Let a constant R be defined by R = 1 if at most one layer of a borehole


may belong to a particular stratum;R = 0 otherwise.
The constraint of preservation o f the vertical ordering of the strata at
each borehole is

s(i,j)>~s(i,]- 1 ) + R
that is, each successive layer must belong to a stratum at least as deep as the
layer above it, or strictly deeper if R = 1. This implies that

M
Z t~(Wijm - Wi]-l, m ) > R (7)
m=l

Then the problem of stratification by the allocation method may be


solved as an estimation problem of finding maximum likelihood estimators of
the sere, I ; , and Wqm subject to (7). This likelihood maximization involves the
definition of

~rn = E 2 WqmXq/nrn
i j
nm= Z Z Wiim
i j
= I 2 xi;x;j - Z m'm
]

N = 2mnrn (8)
and the likelihood is then maximized by minimizing 1"21.
q

The meanings of these quantities are: ~:m is the estimated mean vector of
stratum m; n m the /xtotal number of layers from stratum m intersected by the
different boreholes; ~ the within-stratum covariance matrix.
Stratigraphic Correlation of Several Boreholes 401

As it stands, this problem is intractable; it is, however, susceptible to opti-


mization using the EM algorithm of Dempster, Laird, and Rubin ( 1 9 7 7 ) a s
follows:
(i) M step: Given a trial set (Wijrn}, compute {~m} and li;
(ii) E step: Letting
*
rqm = exp - ~1( X i j - ~ m ) ' ~ -1 (Xij - ~rn )
M
ri] rn = ri] rn Z ri] m (9)
rrt=l

compute fresh values of wij m that approximate rij m as closely as possible,


while satisfying the constraints (7) and wij m = 0 or 1. Repeat (i) and (ii)
cyclically to convergence.
In conventional cluster analysis, the constraints (7) are not operative. Es-
sentially the same EM algorithm operates for the mixture method (in which
at the E step one substitutes rriim = wi] m = rqm ) and the allocation method (in
which at the E step one sets wi] m = 1 for that m for which ri] m is a maximum.
In our application, however, the necessity of satisfying the ordering con-
straints (7) turns the E step from a trivial computation into one involving a
major combinatoric optimization. A major simplification results, however, if
we drop the requirement that wijrn be a 0 - 1 integer and replace it by wi] m >1 0;
EmWijm = 1. By so doing, we are changing from an allocation formulation of
the problem to a mixture formulation with Wijrn being the estimated posterior
probability that layer (i, j) is from stratum m.
The E step (ii) then becomes:
Choose Wijrn such that

wij m >~ 0
M
Wiim= l i=l,...,k; j= l ..... Ni
m=l

M
E w(Wifrn-Wijm, m))R i=1 ..... k; j:l . . . . . Ni
r/~=l

and {Wiim} closely approximate (ri/m ).


By a suitable choice of measure of the degree of approximation between
the sets {Wijm} and {rijm} , this problem of computing the {Wiim) may be made
relatively tractable. In particular, if we choose to
minimize Z Z Z [ W i j m - rijm[
i j m
402 Hawkins

then the problem is one in linear programming (LP). More particularly (ii) be-
comes the solution of the following k problems:

Minimize y " 2 ]wi] m - riim]


] m

s.t. wij m ~ 0
~'~Wi/rn = 1 ]= 1 , . . . ,N i
m
~_, m ( w i i m - wi,]_l,m) ~R f= 2,... ,Ni
m

Some reductions of this problem lead to the following sparse and computa-
tionally much more efficient two-phase LP formulation to be solved for each i
(Phase 1) Max fl
(Phase 2) Max f2
subject to
gi U,.
fl + E vj+ E rj=0
]=1 ]=2

Art" M
f2 +E E (dj;,
]=1 m=l

M
V]+ y " (dTm-d[m) =0 ] =l,...,Ni j =1 . . . . . Ni
rrt=l

M
m(d[rn - dim - di+l,m + d/-_l,m) - u] + t]
m=l

M
= R + Z m ( r y - l , r n - r}, m) ]'=2 ..... N i
m=l

0 <~ dim <<. 1 - rim ; 0 <<-dim <<-rim ; 0 <~ vj; uj; t / a n d f l , f2 unbounded, a formu-
lation having 2 N i - 1 constraints, and N i ( 2 M + 3) variables. The bounds on d +
and d - need not be regarded as constraints if the whole problem is solved using
a bounded variable linear programming code.
Note the distinction between the computational load of this formulation
and the DP formulation. The mixture formulation has effectively decomposed
the problem so that a separate LP is solved for each borehole. The computational
labor is, thus, effectively proportional to the number of boreholes, while with
DP it rises exponentially with the number of boreholes. On the other hand, the
Stratigraphic Correlation of Several Boreholes 403

Table 1. Borehote 10: wi] m

Layer

Stratum 1 2 3 4 5 6

1 0.24 . . . . .
2 . . . . .
3 . . . . . .
4 . . . . . .

5 0.76 0.97 . . . .
6 - 0.03 1.00 0.92 0.85 0.78
7 . . . . . .

8 . . . . .

9 . . . . .
10 . . . . . .
11 . . . . . .
12 . . . . . .
13 . . . . . .
14 . . . . . .
15 . . . . .
16 . . . .
17 . . . . . .
18 . . . . . .
19 . . . . . .
20 - - - 0.08 0.15 0.22
DP 1 5 6 12 14 20
Allocation

LP's solution time varies at least cubically with the n u m b e r of layers per bore-
hole. Thus, while the DP formulation is effective for two or three boreholes of
m a n y layers, the m i x t u r e f o r m u l a t i o n is suitable for almost arbitrarily m a n y
boreholes, but with n o t too m a n y layers e a c h - s a y , fewer than 20 layers per
borehote.
A final step is involved. The m i x t u r e formalism does n o t solve the strati-
graphic correlation problem directly, since the allocation o f layers to strata is
a probabilistic one and, as is well illustrated by Table 1, it is n o t clear what is
really implied by saying that a layer comes from stratum 1 with probability
0.24, or from stratum 5 with probability 0.76. The m i x t u r e f o r m u l a t i o n does,
however, make it easy to complete the final allocation step using the ~m and Y,.
These estimates of the true stratigraphy m a y be treated as if they were the re-
sults from a single hypothetical borehole, and each of the actual boreholes can
be m a t c h e d to it individually using the straightforward two-borehole DP algo-
rithm. Matching each borehole to the estimated stratum sequence then also
implicitly matches the borehole sequences to one another, thus providing a
solution to the stratigraphic correlation problem.
404 Haw~ns

As a slight extension and refinement to this allocation, having made


the firm allocations of the layers to the strata, one may then compute fresh
estimates ~rn and ,~ using those layers allocated to each stratum, and the slot-
ting of boreholes to the hypothetical borehole of the stratum sequence may be
repeated using these fresh estimates.

EXAMPLE

The procedure has been applied to some data obtained from the Libanon
gold-mine. A total of 11 diamond drill holes were sunk from stopes along the
normal to the auriferous reef. The boreholes covered a lateral area of approxi-
mately 1.5 km 2 and were up to 30-m deep. The cores so obtained were divided
on the basis of their appearance (e.g., pebble packing and mineralization) into
distinct layers and these were assayed for their minor and trace element com-
position, 32 elements being assayed.
Up to 19 horizons were intersected by the boreholes. There is good reason
to believe that these represent some of the distinct strata of the Witwatersrand
sedimentary succession, but that because of variations in the depositional envi-
ronments, these strata may appear or disappear at the different boreholes. As
there were no visual markers to correlate that strata, it was hoped that trace
element geochemistry would provide suitable reliable chemical ones. A log
transformation of the grades (after addition of suitable constants) was found
to give acceptable marginal normality, and these transformed data were used
in the stratification. As the major elements (Si and 02) were not among the 32
measured, it was not necessary to take any account of constant sum constraints.
Of the 32 elements, 15 were below detection limits in many of the samples and
were dropped from the analysis; the remaining 17 were used.
As the layers were believed to be distinct, the R = 1 version of the proce-
dures was used. From 19 up to 25 strata were fitted, the entire analysis requiring
1000 Cps on a Cyber 170/750 computer.
The full output, consisting of thee:m, 1~, Wiim, and DP allocations for each
m, is too voluminous for inclusion here, but Tables 1 and 2 show up some fea-
tures of the method. Table 1 shows the wij m resulting from the mixture model
in one of the shorter boreholes. They show quite clearly the problems that arise
in interpreting these mixture posterior probabilities since the mixing probabili-
ties all involve only strata 1, 5, 6, and 20.
Following the mixture estimation, the DP allocation was run, and con-
verged in two cycles. The allocations for this borehole are given as the last row
of Table 1, and show some interesting features: layer 1 is allocated to stratum 1
rather than 5 (which is needed for layer 2), and the indeterminacy of layers 3
to 6 mixing over strata 6 and 20 in various fractions is resolved by the alloca-
tion of layers 4 and 5 to strata 12 and 14 (which strata did not figure in the w
at all).
Stratigraphic Correlation of Several Boreholes 405

Table 2. Values of log e I~,1


Number of strata Mixture model Post-mixture DP

19 -29.6 -26.0
20 -31.0 -26.4
21 -31.4 -27.4
22 -31.5 -27.4
23 -31.7 -26.8
24 -32.8 -28.5
25 -33.3 -28.9
26 -33.5 -29.2

In Table 2, the fit of the mixture and post-mixture allocation models is


measured by the log generalized variance of residuals. This criterion is a 2 log
likelihood measure, and so its difference in passing from one solution to the
next (with an extra stratum) measures the improvement in fit due to the extra
stratum. While this log-likelihood ratio does not in fact tend to an asymptotic
X2 distribution, it is nevertheless clear that the improvements over the 19 stratum
solutions are negligibly small.
It is of interest that the criterion is considerably smaller for the mixture fit
than for the allocation; this is to be expected, since the latter fit is less con-
strained. It is also of interest that the allocation fit deteriorated in passing from
22 to 23 strata, which indicates that the local optimum found in the latter case
was not globally optimal.

ACKNOWLEDGMENTS

The author is grateful to D. C. Currin for considerable assistance in the re-


formulation and computer solution of the linear program used in the mixture
model, and to the Chamber of Mines Research Organization and Dr. E. J. D.
Kable for permission to use their data in the example.

REFERENCES

Brower, J. C., Millendorf, S. A., and Dyman, T. S., 1978, Methods for the quantification of
assemblage zones based on multivariate analysis of weighted and unweighted data:
Comput. Geosci., v. 4, p. 221-227.
Cormack, R. M., 1971, A review of classification: Jour. Roy. Star. Soc., v. 134A, p. 321-353.
Delcoigne, A. and Hansen, P., 1975, Sequence comparison by dynamic programming:
Biometrika, v. 62, p. 661-664.
Dempster, A. P., Laird, N. M., and Rubin, D. B., 1977, Maximum likelihood from incom-
plete data via the EM algorithm: Jour. Roy. Stat. Soe., v. 39B, p. 1-22.
Gordon, A. D. and Reyment, R. A., 1979, Slotting of borehole sequences: Jour. Math.
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