Using Proper Divergence Functions to Evaluate Climate Models

DOI10.1137/130907550MaRDI QIDQ5397887zbMATH OpenOpenAlexFDO

Authors Thordis L. Thorarinsdottir, Tilmann Gneiting, Nadine Gissibl

Publication date 25 February 2014

Published in SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1301.5927

zbMATH Keywords

climate modelCMIP3Hellinger distanceintegrated quadratic distanceKullback-Leibler divergencemodel validationproper scoring ruletemperature extremes

Mathematics Subject Classification ID

Prediction theory (aspects of stochastic processes) (60G25) General considerations in statistical decision theory (62C05) Applications of statistics to environmental and related topics (62P12)

Abstract: It has been argued persuasively that, in order to evaluate climate models, the probability distributions of model output need to be compared to the corresponding empirical distributions of observed data. Distance measures between probability distributions, also called divergence functions, can be used for this purpose. We contend that divergence functions ought to be proper, in the sense that acting on modelers' true beliefs is an optimal strategy. Score divergences that derive from proper scoring rules are proper, with the integrated quadratic distance and the Kullback-Leibler divergence being particularly attractive choices. Other commonly used divergences fail to be proper. In an illustration, we evaluate and rank simulations from fifteen climate models for temperature extremes in a comparison to re-analysis data.

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