A hierarchical spatiotemporal statistical model motivated by glaciology

DOI10.1007/S13253-019-00367-1zbMATH Open1427.86011arXiv1811.08472OpenAlexW2950028484WikidataQ127704538 ScholiaQ127704538MaRDI QIDQ2009141FDOQ2009141

Authors: Giri Gopalan, Birgir Hrafnkelsson, Christopher K. Wikle, Håvard Rue, Guðfinna Aðalgeirsdóttir, Alexander H. Jarosch, Finnur Pálsson 

Publication date: 27 November 2019

Published in: Journal of Agricultural, Biological and Environmental Statistics (Search for Journal in Brave)

Abstract: In this paper, we extend and analyze a Bayesian hierarchical spatio-temporal model for physical systems. A novelty is to model the discrepancy between the output of a computer simulator for a physical process and the actual process values with a multivariate random walk. For computational efficiency, linear algebra for bandwidth limited matrices is utilized, and first-order emulator inference allows for the fast emulation of a numerical partial differential equation (PDE) solver. A test scenario from a physical system motivated by glaciology is used to examine the speed and accuracy of the computational methods used, in addition to the viability of modeling assumptions. We conclude by discussing how the model and associated methodology can be applied in other physical contexts besides glaciology.

Full work available at URL: https://arxiv.org/abs/1811.08472

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zbMATH Keywords

uncertainty quantificationemulationmodel discrepancy

Mathematics Subject Classification ID

Bayesian inference (62F15) Applications of statistics to environmental and related topics (62P12) Geodesy, mapping problems (86A30) Geostatistics (86A32)

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Cited In (5)

• Bayesian inference of spatio-temporal changes of arctic sea ice
• Estimating spatial changes over time of arctic sea ice using hidden \(2 \times 2\) tables
• Variational inference at glacier scale
• A higher-order singular value decomposition tensor emulator for spatiotemporal simulators
• Equilibrium dynamics of ice streams: a Bayesian statistical analysis

Uses Software

• GMRFLib
• randomForest
• rbenchmark

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