Publication Date

7-9-2009

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. As a goal of this research, 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. The goal of this thesis is to 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.

Degree Name

Statistics

Level of Degree

Doctoral

Department Name

Mathematics & Statistics

First Advisor

Huerta, Gabriel

First Committee Member (Chair)

Bedrick, Edward

Second Committee Member

Guindani, Michele

Third Committee Member

Galewsky, Joseph

Project Sponsors

National Science Foundation, grant OCE-0415251. Consejo Nacional de Ciencia y Tecnologia, Mexico, grant 159764.

Language

English

Keywords

Climatology--Statistical methods, Global warming--Mathematical models, Monte Carlo method, Simulated annealing (Mathematics)

Document Type

Dissertation

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