Improving the efficiency of Monte Carlo Bayesian calibration of hydrologic models via model pre-emption

Abstract

Final published version available at: Shafii, M., Tolson, B., & Shawn Matott, L. (2015). Improving the efficiency of Monte Carlo Bayesian calibration of hydrologic models via model pre-emption. Journal of Hydroinformatics, 17(5), 763–770. https://doi.org/10.2166/hydro.2015.043Bayesian inference via Markov Chain Monte Carlo (MCMC) sampling and sequential Monte Carlo (SMC) sampling are popular methods for uncertainty analysis in hydrological modelling. However, application of these methodologies can incur significant computational costs. This study investigated using model pre-emption for improving the computational efficiency of MCMC and SMC samplers in the context of hydrological modelling. The proposed pre-emption strategy facilitates early termination of low-likelihood simulations and results in reduction of unnecessary simulation time steps. The proposed approach is incorporated into two samplers and applied to the calibration of three rainfall-runoff models. Results show that overall pre-emption savings range from 5 to 21%. Furthermore, results indicate that pre-emption savings are greatest during the pre-convergence 'burn-in' period (i.e., between 8 and 39%) and decrease as the algorithms converge towards high likelihood regions of parameter space. The observed savings are achieved with absolutely no change in the posterior set of parameters.Bryan Tolson's NSERC Discovery Gran

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