Open Access
December 2008 Computational methods for parameter estimation in climate models
Gabriel Huerta, Charles S. Jackson, Mrinal K. Sen, Alejandro Villagran
Bayesian Anal. 3(4): 823-850 (December 2008). DOI: 10.1214/08-BA331

Abstract

Intensive computational methods have been used by Earth scientists in a wide range of problems in data inversion and uncertainty quantification such as earthquake epicenter location and climate projections. To quantify the uncertainties resulting from a range of plausible model configurations it is necessary to estimate a multidimensional probability distribution. The computational cost of estimating these distributions for geoscience applications is impractical using traditional methods such as Metropolis/Gibbs algorithms as simulation costs limit the number of experiments that can be obtained reasonably. Several alternate sampling strategies have been proposed that could improve on the sampling efficiency including Multiple Very Fast Simulated Annealing (MVFSA) and Adaptive Metropolis algorithms. The performance of these proposed sampling strategies are evaluated with a surrogate climate model that is able to approximate the noise and response behavior of a realistic atmospheric general circulation model (AGCM). The surrogate model is fast enough that its evaluation can be embedded in these Monte Carlo algorithms. We show that adaptive methods can be superior to MVFSA to approximate the known posterior distribution with fewer forward evaluations. However the adaptive methods can also be limited by inadequate sample mixing. The Single Component and Delayed Rejection Adaptive Metropolis algorithms were found to resolve these limitations, although challenges remain to approximating multi-modal distributions. The results show that these advanced methods of statistical inference can provide practical solutions to the climate model calibration problem and challenges in quantifying climate projection uncertainties. The computational methods would also be useful to problems outside climate prediction, particularly those where sampling is limited by availability of computational resources.

Citation

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Gabriel Huerta. Charles S. Jackson. Mrinal K. Sen. Alejandro Villagran. "Computational methods for parameter estimation in climate models." Bayesian Anal. 3 (4) 823 - 850, December 2008. https://doi.org/10.1214/08-BA331

Information

Published: December 2008
First available in Project Euclid: 22 June 2012

zbMATH: 1330.86034
MathSciNet: MR2469801
Digital Object Identifier: 10.1214/08-BA331

Keywords: adaptive Metropolis , Climate Models , Inverse problems , Parametric Uncertainties , simulated annealing

Rights: Copyright © 2008 International Society for Bayesian Analysis

Vol.3 • No. 4 • December 2008
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