Joint state-parameter estimation of a nonlinear stochastic energy balance model from sparse noisy data
<p><strong>Abstract.</strong> While nonlinear stochastic partial differential equations arise naturally in spatiotemporal modeling, inference for such systems often faces two major challenges: sparse noisy data and ill-posedness of the inverse problem of parameter estimation. To ov...
Gespeichert in:
| Hauptverfasser: | , , |
|---|---|
| Dokumenttyp: | Article (Journal) |
| Sprache: | Englisch |
| Veröffentlicht: |
14 August 2019
|
| In: |
Nonlinear processes in geophysics
Year: 2019, Jahrgang: 26, Heft: 3, Pages: 227-250 |
| ISSN: | 1607-7946 |
| DOI: | 10.5194/npg-26-227-2019 |
| Online-Zugang: | Verlag, Volltext: https://doi.org/10.5194/npg-26-227-2019 Verlag: https://www.nonlin-processes-geophys.net/26/227/2019/ 
|
| Verfasserangaben: | Fei Lu, Nils Weitzel and Adam H. Monahan |
MARC
| LEADER | 00000caa a2200000 c 4500 | ||
|---|---|---|---|
| 001 | 1678188670 | ||
| 003 | DE-627 | ||
| 005 | 20220816234828.0 | ||
| 007 | cr uuu---uuuuu | ||
| 008 | 191007s2019 xx |||||o 00| ||eng c | ||
| 035 | |a (DE-627)1678188670 | ||
| 035 | |a (DE-599)KXP1678188670 | ||
| 035 | |a (OCoLC)1341244696 | ||
| 040 | |a DE-627 |b ger |c DE-627 |e rda | ||
| 041 | |a eng | ||
| 084 | |a 31 |2 sdnb | ||
| 100 | 1 | |a Lu, Fei |e VerfasserIn |4 aut | |
| 245 | 1 | 0 | |a Joint state-parameter estimation of a nonlinear stochastic energy balance model from sparse noisy data |c Fei Lu, Nils Weitzel and Adam H. Monahan |
| 264 | 1 | |c 14 August 2019 | |
| 300 | |a 24 | ||
| 336 | |a Text |b txt |2 rdacontent | ||
| 337 | |a Computermedien |b c |2 rdamedia | ||
| 338 | |a Online-Ressource |b cr |2 rdacarrier | ||
| 500 | |a Gesehen am 07.10.2019 | ||
| 520 | |a <p><strong>Abstract.</strong> While nonlinear stochastic partial differential equations arise naturally in spatiotemporal modeling, inference for such systems often faces two major challenges: sparse noisy data and ill-posedness of the inverse problem of parameter estimation. To overcome the challenges, we introduce a strongly regularized posterior by normalizing the likelihood and by imposing physical constraints through priors of the parameters and states.</p> <p>We investigate joint parameter-state estimation by the regularized posterior in a physically motivated nonlinear stochastic energy balance model (SEBM) for paleoclimate reconstruction. The high-dimensional posterior is sampled by a particle Gibbs sampler that combines a Markov chain Monte Carlo (MCMC) method with an optimal particle filter exploiting the structure of the SEBM. In tests using either Gaussian or uniform priors based on the physical range of parameters, the regularized posteriors overcome the ill-posedness and lead to samples within physical ranges, quantifying the uncertainty in estimation. Due to the ill-posedness and the regularization, the posterior of parameters presents a relatively large uncertainty, and consequently, the maximum of the posterior, which is the minimizer in a variational approach, can have a large variation. In contrast, the posterior of states generally concentrates near the truth, substantially filtering out observation noise and reducing uncertainty in the unconstrained SEBM.</p> | ||
| 700 | 1 | |a Weitzel, Nils |e VerfasserIn |0 (DE-588)1205400281 |0 (DE-627)1691042560 |4 aut | |
| 700 | 1 | |a Monahan, Adam H. |e VerfasserIn |4 aut | |
| 773 | 0 | 8 | |i Enthalten in |t Nonlinear processes in geophysics |d Katlenburg-Lindau : European Geophysical Society, 1994 |g 26(2019), 3, Seite 227-250 |h Online-Ressource |w (DE-627)347038786 |w (DE-600)2078085-0 |w (DE-576)281211574 |x 1607-7946 |7 nnas |a Joint state-parameter estimation of a nonlinear stochastic energy balance model from sparse noisy data |
| 773 | 1 | 8 | |g volume:26 |g year:2019 |g number:3 |g pages:227-250 |g extent:24 |a Joint state-parameter estimation of a nonlinear stochastic energy balance model from sparse noisy data |
| 856 | 4 | 0 | |u https://doi.org/10.5194/npg-26-227-2019 |x Verlag |x Resolving-System |3 Volltext |
| 856 | 4 | 0 | |u https://www.nonlin-processes-geophys.net/26/227/2019/ |x Verlag |
| 951 | |a AR | ||
| 992 | |a 20191007 | ||
| 993 | |a Article | ||
| 994 | |a 2019 | ||
| 998 | |g 1205400281 |a Weitzel, Nils |m 1205400281:Weitzel, Nils |d 130000 |d 130500 |e 130000PW1205400281 |e 130500PW1205400281 |k 0/130000/ |k 1/130000/130500/ |p 2 | ||
| 999 | |a KXP-PPN1678188670 |e 3519931400 | ||
| BIB | |a Y | ||
| SER | |a journal | ||
| JSO | |a {"recId":"1678188670","language":["eng"],"note":["Gesehen am 07.10.2019"],"type":{"media":"Online-Ressource","bibl":"article-journal"},"person":[{"given":"Fei","family":"Lu","role":"aut","roleDisplay":"VerfasserIn","display":"Lu, Fei"},{"roleDisplay":"VerfasserIn","display":"Weitzel, Nils","role":"aut","family":"Weitzel","given":"Nils"},{"role":"aut","roleDisplay":"VerfasserIn","display":"Monahan, Adam H.","given":"Adam H.","family":"Monahan"}],"title":[{"title":"Joint state-parameter estimation of a nonlinear stochastic energy balance model from sparse noisy data","title_sort":"Joint state-parameter estimation of a nonlinear stochastic energy balance model from sparse noisy data"}],"relHost":[{"name":{"displayForm":["American Geophysical Union"]},"origin":[{"dateIssuedKey":"1994","publisher":"European Geophysical Society","dateIssuedDisp":"1994-","publisherPlace":"Katlenburg-Lindau"}],"id":{"issn":["1607-7946"],"eki":["347038786"],"zdb":["2078085-0"]},"physDesc":[{"extent":"Online-Ressource"}],"title":[{"title":"Nonlinear processes in geophysics","title_sort":"Nonlinear processes in geophysics"}],"note":["Fortsetzung der Druck-Ausgabe","Gesehen am 23.09.2022"],"disp":"Joint state-parameter estimation of a nonlinear stochastic energy balance model from sparse noisy dataNonlinear processes in geophysics","type":{"media":"Online-Ressource","bibl":"periodical"},"recId":"347038786","language":["eng"],"corporate":[{"role":"isb","display":"European Geophysical Society","roleDisplay":"Herausgebendes Organ"}],"pubHistory":["1.1994 -"],"part":{"year":"2019","issue":"3","pages":"227-250","text":"26(2019), 3, Seite 227-250","volume":"26","extent":"24"}}],"physDesc":[{"extent":"24 S."}],"name":{"displayForm":["Fei Lu, Nils Weitzel and Adam H. Monahan"]},"id":{"eki":["1678188670"]},"origin":[{"dateIssuedKey":"2019","dateIssuedDisp":"14 August 2019"}]} | ||
| SRT | |a LUFEIWEITZJOINTSTATE1420 | ||