3 resultados para biased estimation

em BORIS: Bern Open Repository and Information System - Berna - Suiça


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Approximate models (proxies) can be employed to reduce the computational costs of estimating uncertainty. The price to pay is that the approximations introduced by the proxy model can lead to a biased estimation. To avoid this problem and ensure a reliable uncertainty quantification, we propose to combine functional data analysis and machine learning to build error models that allow us to obtain an accurate prediction of the exact response without solving the exact model for all realizations. We build the relationship between proxy and exact model on a learning set of geostatistical realizations for which both exact and approximate solvers are run. Functional principal components analysis (FPCA) is used to investigate the variability in the two sets of curves and reduce the dimensionality of the problem while maximizing the retained information. Once obtained, the error model can be used to predict the exact response of any realization on the basis of the sole proxy response. This methodology is purpose-oriented as the error model is constructed directly for the quantity of interest, rather than for the state of the system. Also, the dimensionality reduction performed by FPCA allows a diagnostic of the quality of the error model to assess the informativeness of the learning set and the fidelity of the proxy to the exact model. The possibility of obtaining a prediction of the exact response for any newly generated realization suggests that the methodology can be effectively used beyond the context of uncertainty quantification, in particular for Bayesian inference and optimization.

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Gravity field parameters are usually determined from observations of the GRACE satellite mission together with arc-specific parameters in a generalized orbit determination process. When separating the estimation of gravity field parameters from the determination of the satellites’ orbits, correlations between orbit parameters and gravity field coefficients are ignored and the latter parameters are biased towards the a priori force model. We are thus confronted with a kind of hidden regularization. To decipher the underlying mechanisms, the Celestial Mechanics Approach is complemented by tools to modify the impact of the pseudo-stochastic arc-specific parameters on the normal equations level and to efficiently generate ensembles of solutions. By introducing a time variable a priori model and solving for hourly pseudo-stochastic accelerations, a significant reduction of noisy striping in the monthly solutions can be achieved. Setting up more frequent pseudo-stochastic parameters results in a further reduction of the noise, but also in a notable damping of the observed geophysical signals. To quantify the effect of the a priori model on the monthly solutions, the process of fixing the orbit parameters is replaced by an equivalent introduction of special pseudo-observations, i.e., by explicit regularization. The contribution of the thereby introduced a priori information is determined by a contribution analysis. The presented mechanism is valid universally. It may be used to separate any subset of parameters by pseudo-observations of a special design and to quantify the damage imposed on the solution.

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Palaeoclimatic information can be retrieved from the diffusion of the stable water isotope signal during firnification of snow. The diffusion length, a measure for the amount of diffusion a layer has experienced, depends on the firn temperature and the accumulation rate. We show that the estimation of the diffusion length using power spectral densities (PSDs) of the record of a single isotope species can be biased by uncertainties in spectral properties of the isotope signal prior to diffusion. By using a second water isotope and calculating the difference in diffusion lengths between the two isotopes, this problem is circumvented. We study the PSD method applied to two isotopes in detail and additionally present a new forward diffusion method for retrieving the differential diffusion length based on the Pearson correlation between the two isotope signals. The two methods are discussed and extensively tested on synthetic data which are generated in a Monte Carlo manner. We show that calibration of the PSD method with this synthetic data is necessary to be able to objectively determine the differential diffusion length. The correlation-based method proves to be a good alternative for the PSD method as it yields precision equal to or somewhat higher than the PSD method. The use of synthetic data also allows us to estimate the accuracy and precision of the two methods and to choose the best sampling strategy to obtain past temperatures with the required precision. In addition to application to synthetic data the two methods are tested on stable-isotope records from the EPICA (European Project for Ice Coring in Antarctica) ice core drilled in Dronning Maud Land, Antarctica, showing that reliable firn temperatures can be reconstructed with a typical uncertainty of 1.5 and 2 °C for the Holocene period and 2 and 2.5 °C for the last glacial period for the correlation and PSD method, respectively.