Reducing noise associated with the Monte Carlo Independent Column Approximation for weather forecasting models

The Monte Carlo Independent Column Approximation (McICA) is a flexible method for representing subgrid-scale cloud inhomogeneity in radiative transfer schemes. It does, however, introduce conditional random errors but these have been shown to have little effect on climate simulations, where spatial and temporal scales of interest are large enough for effects of noise to be averaged out. This article considers the effect of McICA noise on a numerical weather prediction (NWP) model, where the time and spatial scales of interest are much closer to those at which the errors manifest themselves; this, as we show, means that noise is more significant. We suggest methods for efficiently reducing the magnitude of McICA noise and test these methods in a global NWP version of the UK Met Office Unified Model (MetUM). The resultant errors are put into context by comparison with errors due to the widely used assumption of maximum-random-overlap of plane-parallel homogeneous cloud. For a simple implementation of the McICA scheme, forecasts of near-surface temperature are found to be worse than those obtained using the plane-parallel, maximum-random-overlap representation of clouds. However, by applying the methods suggested in this article, we can reduce noise enough to give forecasts of near-surface temperature that are an improvement on the plane-parallel maximum-random-overlap forecasts. We conclude that the McICA scheme can be used to improve the representation of clouds in NWP models, with the provision that the associated noise is sufficiently small.

Bayesian estimation and selection of nonlinear vector error correction models: The case of the sugar-ethanol-oil nexus in Brazil

Nonlinear adjustment toward long-run price equilibrium relationships in the sugar-ethanol-oil nexus in Brazil is examined. We develop generalized bivariate error correction models that allow for cointegration between sugar, ethanol, and oil prices, where dynamic adjustments are potentially nonlinear functions of the disequilibrium errors. A range of models are estimated using Bayesian Monte Carlo Markov Chain algorithms and compared using Bayesian model selection methods. The results suggest that the long-run drivers of Brazilian sugar prices are oil prices and that there are nonlinearities in the adjustment processes of sugar and ethanol prices to oil price but linear adjustment between ethanol and sugar prices.

Mixed initial-boundary value problem in particle modeling of microelectronic devices

The Boltzmann equation in presence of boundary and initial conditions, which describes the general case of carrier transport in microelectronic devices is analysed in terms of Monte Carlo theory. The classical Ensemble Monte Carlo algorithm which has been devised by merely phenomenological considerations of the initial and boundary carrier contributions is now derived in a formal way. The approach allows to suggest a set of event-biasing algorithms for statistical enhancement as an alternative of the population control technique, which is virtually the only algorithm currently used in particle simulators. The scheme of the self-consistent coupling of Boltzmann and Poisson equation is considered for the case of weighted particles. It is shown that particles survive the successive iteration steps.

Canonical description of the perspective projections

A unique parameterization of the perspective projections in all whole-numbered dimensions is reported. The algorithm for generating a perspective transformation from parameters and for recovering parameters from a transformation is a modification of the Givens orthogonalization algorithm. The algorithm for recovering a perspective transformation from a perspective projection is a modification of Roberts' classical algorithm. Both algorithms have been implemented in Pop-11 with call-out to the NAG Fortran libraries. Preliminary monte-carlo tests show that the transformation algorithm is highly accurate, but that the projection algorithm cannot recover magnitude and shear parameters accurately. However, there is reason to believe that the projection algorithm might improve significantly with the use of many corresponding points, or with multiple perspective views of an object. Previous parameterizations of the perspective transformations in the computer graphics and computer vision literature are discussed.

Likelihood-free estimation of model evidence

Statistical methods of inference typically require the likelihood function to be computable in a reasonable amount of time. The class of “likelihood-free” methods termed Approximate Bayesian Computation (ABC) is able to eliminate this requirement, replacing the evaluation of the likelihood with simulation from it. Likelihood-free methods have gained in efficiency and popularity in the past few years, following their integration with Markov Chain Monte Carlo (MCMC) and Sequential Monte Carlo (SMC) in order to better explore the parameter space. They have been applied primarily to estimating the parameters of a given model, but can also be used to compare models. Here we present novel likelihood-free approaches to model comparison, based upon the independent estimation of the evidence of each model under study. Key advantages of these approaches over previous techniques are that they allow the exploitation of MCMC or SMC algorithms for exploring the parameter space, and that they do not require a sampler able to mix between models. We validate the proposed methods using a simple exponential family problem before providing a realistic problem from human population genetics: the comparison of different demographic models based upon genetic data from the Y chromosome.

A nonparametric ensemble transform method for Bayesian inference

Many applications, such as intermittent data assimilation, lead to a recursive application of Bayesian inference within a Monte Carlo context. Popular data assimilation algorithms include sequential Monte Carlo methods and ensemble Kalman filters (EnKFs). These methods differ in the way Bayesian inference is implemented. Sequential Monte Carlo methods rely on importance sampling combined with a resampling step, while EnKFs utilize a linear transformation of Monte Carlo samples based on the classic Kalman filter. While EnKFs have proven to be quite robust even for small ensemble sizes, they are not consistent since their derivation relies on a linear regression ansatz. In this paper, we propose another transform method, which does not rely on any a priori assumptions on the underlying prior and posterior distributions. The new method is based on solving an optimal transportation problem for discrete random variables. © 2013, Society for Industrial and Applied Mathematics

Reconstruction of geomagnetic activity and near-Earth interplanetary conditions over the past 167 yr - Part 4: Near-Earth solar wind speed, IMF, and open solar flux

In the concluding paper of this tetralogy, we here use the different geomagnetic activity indices to reconstruct the near-Earth interplanetary magnetic field (IMF) and solar wind flow speed, as well as the open solar flux (OSF) from 1845 to the present day. The differences in how the various indices vary with near-Earth interplanetary parameters, which are here exploited to separate the effects of the IMF and solar wind speed, are shown to be statistically significant at the 93% level or above. Reconstructions are made using four combinations of different indices, compiled using different data and different algorithms, and the results are almost identical for all parameters. The correction to the aa index required is discussed by comparison with the Ap index from a more extensive network of mid-latitude stations. Data from the Helsinki magnetometer station is used to extend the aa index back to 1845 and the results confirmed by comparison with the nearby St Petersburg observatory. The optimum variations, using all available long-term geomagnetic indices, of the near-Earth IMF and solar wind speed, and of the open solar flux, are presented; all with ±2sigma� uncertainties computed using the Monte Carlo technique outlined in the earlier papers. The open solar flux variation derived is shown to be very similar indeed to that obtained using the method of Lockwood et al. (1999).