Maarten Arnst

Bio: Maarten Arnst is an academic researcher from University of Liège. The author has contributed to research in topics: Probabilistic logic & Uncertainty quantification. The author has an hindex of 14, co-authored 60 publications receiving 959 citations. Previous affiliations of Maarten Arnst include University of Southern California & École Centrale Paris.

Uncertainty quantification of the multi-centennial response of the Antarctic ice sheet to climate change

Abstract: . Ice loss from the Antarctic ice sheet (AIS) is expected to become the major contributor to sea level in the next centuries. Projections of the AIS response to climate change based on numerical ice-sheet models remain challenging due to the complexity of physical processes involved in ice-sheet dynamics, including instability mechanisms that can destabilise marine basins with retrograde slopes. Moreover, uncertainties in ice-sheet models limit the ability to provide accurate sea-level rise projections. Here, we apply probabilistic methods to a hybrid ice-sheet model to investigate the influence of several sources of uncertainty, namely sources of uncertainty in atmospheric forcing, basal sliding, grounding-line flux parameterisation, calving, sub-shelf melting, ice-shelf rheology and bedrock relaxation, on the continental response of the Antarctic ice sheet to climate change over the next millennium. We provide probabilistic projections of sea-level rise and grounding-line retreat, and we carry out stochastic sensitivity analysis to determine the most influential sources of uncertainty. We find that all investigated sources of uncertainty, except bedrock relaxation time, contribute to the uncertainty in the projections. We show that the sensitivity of the projections to uncertainties increases and the contribution of the uncertainty in sub-shelf melting to the uncertainty in the projections becomes more and more dominant as atmospheric and oceanic temperatures rise, with a contribution to the uncertainty in sea-level rise projections that goes from 5 % to 25 % in RCP 2.6 to more than 90 % in RCP 8.5. We show that the significance of the AIS contribution to sea level is controlled by the marine ice-sheet instability (MISI) in marine basins, with the biggest contribution stemming from the more vulnerable West Antarctic ice sheet. We find that, irrespective of parametric uncertainty, the strongly mitigated RCP 2.6 scenario prevents the collapse of the West Antarctic ice sheet, that in both the RCP 4.5 and RCP 6.0 scenarios the occurrence of MISI in marine basins is more sensitive to parametric uncertainty, and that, almost irrespective of parametric uncertainty, RCP 8.5 triggers the collapse of the West Antarctic ice sheet.

Riemann manifold Langevin and Hamiltonian Monte Carlo methods

Abstract: The paper proposes Metropolis adjusted Langevin and Hamiltonian Monte Carlo sampling methods defined on the Riemann manifold to resolve the shortcomings of existing Monte Carlo algorithms when sampling from target densities that may be high dimensional and exhibit strong correlations. The methods provide fully automated adaptation mechanisms that circumvent the costly pilot runs that are required to tune proposal densities for Metropolis-Hastings or indeed Hamiltonian Monte Carlo and Metropolis adjusted Langevin algorithms. This allows for highly efficient sampling even in very high dimensions where different scalings may be required for the transient and stationary phases of the Markov chain. The methodology proposed exploits the Riemann geometry of the parameter space of statistical models and thus automatically adapts to the local structure when simulating paths across this manifold, providing highly efficient convergence and exploration of the target density. The performance of these Riemann manifold Monte Carlo methods is rigorously assessed by performing inference on logistic regression models, log-Gaussian Cox point processes, stochastic volatility models and Bayesian estimation of dynamic systems described by non-linear differential equations. Substantial improvements in the time-normalized effective sample size are reported when compared with alternative sampling approaches. MATLAB code that is available from http://www.ucl.ac.uk/statistics/research/rmhmc allows replication of all the results reported.

Calculation of Gauss quadrature rules.

Abstract: Most numerical integration techniques consist of approximating the integrand by a polynomial in a region or regions and then integrating the polynomial exactly. Often a complicated integrand can be factored into a non-negative ''weight'' function and another function better approximated by a polynomial, thus $\int_{a}^{b} g(t)dt = \int_{a}^{b} \omega (t)f(t)dt \approx \sum_{i=1}^{N} w_i f(t_i)$. Hopefully, the quadrature rule ${\{w_j, t_j\}}_{j=1}^{N}$ corresponding to the weight function $\omega$(t) is available in tabulated form, but more likely it is not. We present here two algorithms for generating the Gaussian quadrature rule defined by the weight function when: a) the three term recurrence relation is known for the orthogonal polynomials generated by $\omega$(t), and b) the moments of the weight function are known or can be calculated.

Multivariate Density Estimation

Abstract: Exploring and identifying structure is even more important for multivariate data than univariate data, given the difficulties in graphically presenting multivariate data and the comparative lack of parametric models to represent it. Unfortunately, such exploration is also inherently more difficult.

Mathematical Methods Of Statistics

Abstract: Thank you for downloading mathematical methods of statistics. Maybe you have knowledge that, people have search numerous times for their favorite novels like this mathematical methods of statistics, but end up in infectious downloads. Rather than reading a good book with a cup of tea in the afternoon, instead they are facing with some infectious virus inside their laptop. mathematical methods of statistics is available in our book collection an online access to it is set as public so you can download it instantly. Our books collection spans in multiple locations, allowing you to get the most less latency time to download any of our books like this one. Merely said, the mathematical methods of statistics is universally compatible with any devices to read.