A vanilla Rao--Blackwellization of Metropolis--Hastings algorithms

Casella and Robert [Biometrika 83 (1996) 81--94] presented a general Rao--Blackwellization principle for accept-reject and Metropolis--Hastings schemes that leads to significant decreases in the variance of the resulting estimators, but at a high cost in computation and storage. Adopting a completely different perspective, we introduce instead a universal scheme that guarantees variance reductions in all Metropolis--Hastings-based estimators while keeping the computation cost under control. We establish a central limit theorem for the improved estimators and illustrate their performances on toy examples and on a probit model estimation.Comment: Published in at http://dx.doi.org/10.1214/10-AOS838 the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org

INTEREST MARGIN AND AGRICULTURAL BANK PERFORMANCE: A PRELIMINARY ANALYSIS

Agricultural Finance,

AGCM Biases in Evaporation Regime: Impacts on Soil Moisture Memory and Land-Atmosphere Feedback

Because precipitation and net radiation in an atmospheric general circulation model (AGCM) are typically biased relative to observations, the simulated evaporative regime of a region may be biased, with consequent negative effects on the AGCM s ability to translate an initialized soil moisture anomaly into an improved seasonal prediction. These potential problems are investigated through extensive offline analyses with the Mosaic land surface model (LSM). We first forced the LSM globally with a 15-year observations-based dataset. We then repeated the simulation after imposing a representative set of GCM climate biases onto the forcings - the observational forcings were scaled so that their mean seasonal cycles matched those simulated by the NSIPP-1 (NASA Global Modeling and Assimilation Office) AGCM over the same period-The AGCM s climate biases do indeed lead to significant biases in evaporative regime in certain regions, with the expected impacts on soil moisture memory timescales. Furthermore, the offline simulations suggest that the biased forcing in the AGCM should contribute to overestimated feedback in certain parts of North America - parts already identified in previous studies as having excessive feedback. The present study thus supports the notion that the reduction of climate biases in the AGCM will lead to more appropriate translations of soil moisture initialization into seasonal prediction skill

Using Historical Precipitation, Temperature, and Runoff Observations to Evaluate Evaporation Formulations in Land Surface Models

Key to translating soil moisture memory into subseasonal precipitation and air temperature forecast skill is a realistic treatment of evaporation in the forecast system used - in particular, a realistic treatment of how evaporation responds to variations in soil moisture. The inherent soil moisture-evaporation relationships used in today's land surface models (LSMs), however, arguably reflect little more than guesswork given the lack of evaporation and soil moisture data at the spatial scales represented by regional and global models. Here we present a new approach for evaluating this critical aspect of LSMs. Seasonally averaged precipitation is used as a proxy for seasonally-averaged soil moisture, and seasonally-averaged air temperature is used as a proxy for seasonally-averaged evaporation (e.g., more evaporative cooling leads to cooler temperatures)~ the relationship between historical precipitation and temperature measurements accordingly mimics in certain important ways nature's relationship between soil moisture and evaporation. Additional information on the relationship is gleaned from joint analysis of precipitation and streamflow measurements. An experimental framework that utilizes these ideas to guide the development of an improved soil moisture-evaporation relationship is described and demonstrated

The New Zealand Strong Motion Earthquake Recorder Network

The network of strong-motion earthquake recorders, maintained throughout New Zealand by the Engineering Seismology Section of the Department of Scientific and Industrial Research, is described. The instruments are either deployed as ground instruments to measure potential earthquake attack on structures, or in structures, e.g. buildings, dams and industrial installations, to record structural response. Details are given of installation of instruments , maintenance, laboratory work, record retrieval and digitisation, costs and staffing for the network. Future developments mooted include an improved digitising system, the introduction of an improved version of the existing mechanical-optical instrument in 1979, and, in the long term, the introduction of an entirely new digital recorder, having an electrical output from its accelerometers, which will make possible the transmission of data by telephone or radio link

Land-Focused Changes in the Updated GEOS FP System (Version 5.25)

Many of the changes imposed in the January 2020 upgrade from Version 5.22 to 5.25 of the Goddard Earth Observing System (GEOS) Forward Processing (FP) analysis system were designed to increase the realism of simulated land variables. The changes, which consist of both land model parameter updates and improvements to the physical treatments employed for various land processes, have generally positive or neutral impacts on the character of the FP product, as documented here

International Space Station USOS Potable Water Dispenser On-Orbit Functionality vs Design

The International Space Station (ISS) currently provides potable water dispensing for rehydrating crewmembers food and drinking packages with one system located in the United States On-orbit Segment (USOS) and one system in the Russian Segment. The USOS Potable Water Dispenser (PWD) was delivered to ISS on ULF2, Shuttle Mission STS-126, and was subsequently activated in November 2008. The PWD activation on ISS is capable of supporting an ISS crew of six but nominally supplies only half the crew. The PWD is designed to provide incremental quantities of hot and ambient temperature potable water to US style food packages. PWD receives iodinated water from the US Laboratory Fuel Cell Water Bus, which is fed from the Water Processing Assembly (WPA). The PWD removes the biocidal iodine to make the water potable prior to dispensing. A heater assembly contained within the unit supplies up to 2.0 liters of hot water (65 to 93oC) every thirty minutes. This quantity supports three to four crewmembers to rehydrate their food and beverages from this location during a single meal. The unit is designed to remain functional for up to ten years with replacement of limited life items such as filters. To date, the PWD on-orbit performance has been acceptable. Since activation of the PWD, there have been several differences between on-orbit functionality and expected performance of hardware design. The comparison of on-orbit functionality to performance of hardware design is outlined for the following key areas: microbiology, PWD to food package water leakage, no-dispense scenarios, under-dispense scenarios, and crewmember feedback on actual on-orbit use

International Space Station USOS Potable Water Dispenser On-Orbit Functionality Versus Design

The International Space Station (ISS) currently provides potable water dispensing for rehydrating crewmember food and drinking packages. There is one system located in the United States On-orbit Segment (USOS) and one system in the Russian Segment. Shuttle mission STS-126 delivered the USOS Potable Water Dispenser (PWD) to ISS on ULF2; subsequent activation occurred on November 2008. The PWD is capable of supporting an ISS crew of six, but nominally supplies only half this crew size. The PWD design provides incremental quantities of hot and ambient temperature potable water to US food and beverage packages. PWD receives iodinated water from the US Water Recovery System (WRS) Fuel Cell Water Bus, which feeds from the Water Processing Assembly (WPA). The PWD removes the biocidal iodine to make the water potable prior to dispensing. A heater assembly contained within the unit supplies up to 2.0 L of hot water (65 to 93 ?C) every 30 min. During a single meal, this quantity of water supports three to four crewmembers? food rehydration and beverages. The unit design has a functional life expectancy of 10 years, with replacement of limited life items, such as filters. To date, the PWD on-orbit performance is acceptable. Since activation of the PWD, there were several differences between on-orbit functionality and expected performance of hardware design. The comparison of on-orbit functionality to performance of hardware design is discussed for the following key areas: 1) microbial contamination, 2) no-dispense and water leakage scenarios, and 3) under-dispense scenarios

Identifying and Evaluating the Relationships that Control a Land Surface Model's Hydrological Behavior

The inherent soil moisture-evaporation relationships used in today 's land surface models (LSMs) arguably reflect a lot of guesswork given the lack of contemporaneous evaporation and soil moisture observations at the spatial scales represented by regional and global models. The inherent soil moisture-runoff relationships used in the LSMs are also of uncertain accuracy. Evaluating these relationships is difficult but crucial given that they have a major impact on how the land component contributes to hydrological and meteorological variability within the climate system. The relationships, it turns out, can be examined efficiently and effectively with a simple water balance model framework. The simple water balance model, driven with multi-decadal observations covering the conterminous United States, shows how different prescribed relationships lead to different manifestations of hydrological variability, some of which can be compared directly to observations. Through the testing of a wide suite of relationships, the simple model provides estimates for the underlying relationships that operate in nature and that should be operating in LSMs. We examine the relationships currently used in a number of different LSMs in the context of the simple water balance model results and make recommendations for potential first-order improvements to these LSMs