TY - JOUR
T1 - From Many to One
T2 - Consensus Inference in a MIP
AU - Cressie, Noel
AU - Bertolacci, Michael
AU - Zammit-Mangion, Andrew
N1 - Publisher Copyright:
© 2022. The Authors.
PY - 2022/7/28
Y1 - 2022/7/28
N2 - A Model Intercomparison Project (MIP) consists of teams who estimate the same underlying quantity (e.g., temperature projections to the year 2070). A simple average of the ensemble of the teams' outputs gives a consensus estimate, but it does not recognize that some outputs are more variable than others. Statistical analysis of variance (ANOVA) models offer a way to obtain a weighted frequentist consensus estimate of outputs with a variance that is the smallest possible. Modulo dependence between MIP outputs, the ANOVA approach weights a team's output inversely proportional to its variance, from which optimally weighted estimates follow. ANOVA weights can also provide a prior distribution for Bayesian Model Averaging of the MIP outputs when external evaluation data are available. We use a MIP of carbon-dioxide-flux inversions to illustrate the ANOVA-based weighting and subsequent frequentist consensus inferences.
AB - A Model Intercomparison Project (MIP) consists of teams who estimate the same underlying quantity (e.g., temperature projections to the year 2070). A simple average of the ensemble of the teams' outputs gives a consensus estimate, but it does not recognize that some outputs are more variable than others. Statistical analysis of variance (ANOVA) models offer a way to obtain a weighted frequentist consensus estimate of outputs with a variance that is the smallest possible. Modulo dependence between MIP outputs, the ANOVA approach weights a team's output inversely proportional to its variance, from which optimally weighted estimates follow. ANOVA weights can also provide a prior distribution for Bayesian Model Averaging of the MIP outputs when external evaluation data are available. We use a MIP of carbon-dioxide-flux inversions to illustrate the ANOVA-based weighting and subsequent frequentist consensus inferences.
KW - analysis of variance (ANOVA)
KW - Model Intercomparison Project (MIP)
KW - multi model ensemble
KW - statistically optimal weights
KW - SUPE-ANOVA framework
KW - uncertainty quantification
UR - http://www.scopus.com/inward/record.url?scp=85135144938&partnerID=8YFLogxK
U2 - 10.1029/2022GL098277
DO - 10.1029/2022GL098277
M3 - Article
AN - SCOPUS:85135144938
SN - 0094-8276
VL - 49
JO - Geophysical Research Letters
JF - Geophysical Research Letters
IS - 14
M1 - e2022GL098277
ER -