Adaptive MCMC methods with applications in environmental and geophysical models

This work presents new, efficient Markov chain Monte Carlo (MCMC) simulation methods for statistical analysis in various modelling applications. When using MCMC methods, the model is simulated repeatedly to explore the probability distribution describing the uncertainties in model parameters and predictions. In adaptive MCMC methods based on the Metropolis-Hastings algorithm, the proposal distribution needed by the algorithm learns from the target distribution as the simulation proceeds. Adaptive MCMC methods have been subject of intensive research lately, as they open a way for essentially easier use of the methodology. The lack of user-friendly computer programs has been a main obstacle for wider acceptance of the methods. This work provides two new adaptive MCMC methods: DRAM and AARJ. The DRAM method has been built especially to work in high dimensional and non-linear problems. The AARJ method is an extension to DRAM for model selection problems, where the mathematical formulation of the model is uncertain and we want simultaneously to fit several different models to the same observations. The methods were developed while keeping in mind the needs of modelling applications typical in environmental sciences. The development work has been pursued while working with several application projects. The applications presented in this work are: a winter time oxygen concentration model for Lake Tuusulanjärvi and adaptive control of the aerator; a nutrition model for Lake Pyhäjärvi and lake management planning; validation of the algorithms of the GOMOS ozone remote sensing instrument on board the Envisat satellite of European Space Agency and the study of the effects of aerosol model selection on the GOMOS algorithm.

Inversion and assimilation methods with applications in geophysical remote sensing

Stratospheric ozone can be measured accurately using a limb scatter remote sensing technique at the UV-visible spectral region of solar light. The advantages of this technique includes a good vertical resolution and a good daytime coverage of the measurements. In addition to ozone, UV-visible limb scatter measurements contain information about NO2, NO3, OClO, BrO and aerosols. There are currently several satellite instruments continuously scanning the atmosphere and measuring the UVvisible region of the spectrum, e.g., the Optical Spectrograph and Infrared Imager System (OSIRIS) launched on the Odin satellite in February 2001, and the Scanning Imaging Absorption SpectroMeter for Atmospheric CartograpHY (SCIAMACHY) launched on Envisat in March 2002. Envisat also carries the Global Ozone Monitoring by Occultation of Stars (GOMOS) instrument, which also measures limb-scattered sunlight under bright limb occultation conditions. These conditions occur during daytime occultation measurements. The global coverage of the satellite measurements is far better than any other ozone measurement technique, but still the measurements are sparse in the spatial domain. Measurements are also repeated relatively rarely over a certain area, and the composition of the Earth’s atmosphere changes dynamically. Assimilation methods are therefore needed in order to combine the information of the measurements with the atmospheric model. In recent years, the focus of assimilation algorithm research has turned towards filtering methods. The traditional Extended Kalman filter (EKF) method takes into account not only the uncertainty of the measurements, but also the uncertainty of the evolution model of the system. However, the computational cost of full blown EKF increases rapidly as the number of the model parameters increases. Therefore the EKF method cannot be applied directly to the stratospheric ozone assimilation problem. The work in this thesis is devoted to the development of inversion methods for satellite instruments and the development of assimilation methods used with atmospheric models.