57,791 research outputs found
Statistical and Computational Tradeoff in Genetic Algorithm-Based Estimation
When a Genetic Algorithm (GA), or a stochastic algorithm in general, is
employed in a statistical problem, the obtained result is affected by both
variability due to sampling, that refers to the fact that only a sample is
observed, and variability due to the stochastic elements of the algorithm. This
topic can be easily set in a framework of statistical and computational
tradeoff question, crucial in recent problems, for which statisticians must
carefully set statistical and computational part of the analysis, taking
account of some resource or time constraints. In the present work we analyze
estimation problems tackled by GAs, for which variability of estimates can be
decomposed in the two sources of variability, considering some constraints in
the form of cost functions, related to both data acquisition and runtime of the
algorithm. Simulation studies will be presented to discuss the statistical and
computational tradeoff question.Comment: 17 pages, 5 figure
Estimating model evidence using data assimilation
We review the field of data assimilation (DA) from a Bayesian perspective and show that, in addition to its by now common application to state estimation, DA may be used for model selection. An important special case of the latter is the discrimination between a factual modelâwhich corresponds, to the best of the modeller's knowledge, to the situation in the actual world in which a sequence of events has occurredâand a counterfactual model, in which a particular forcing or process might be absent or just quantitatively different from the actual world. Three different ensembleâDA methods are reviewed for this purpose: the ensemble Kalman filter (EnKF), the ensemble fourâdimensional variational smoother (Enâ4DâVar), and the iterative ensemble Kalman smoother (IEnKS). An original contextual formulation of model evidence (CME) is introduced. It is shown how to apply these three methods to compute CME, using the approximated timeâdependent probability distribution functions (pdfs) each of them provide in the process of state estimation. The theoretical formulae so derived are applied to two simplified nonlinear and chaotic models: (i) the Lorenz threeâvariable convection model (L63), and (ii) the Lorenz 40âvariable midlatitude atmospheric dynamics model (L95). The numerical results of these three DAâbased methods and those of an integration based on importance sampling are compared. It is found that better CME estimates are obtained by using DA, and the IEnKS method appears to be best among the DA methods. Differences among the performance of the three DAâbased methods are discussed as a function of model properties. Finally, the methodology is implemented for parameter estimation and for event attribution
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