Parameters in climate models are usually calibrated manually, exploiting only small subsets of the available data. This precludes both optimal calibration and quantification of uncertainties. Traditional Bayesian calibration methods that allow uncertainty quantification are too expensive for climate models; they are also not robust in the presence of internal climate variability. For example, Markov chain Monte Carlo (MCMC) methods typically require
Until recently, mass-mapping techniques for weak gravitational lensing convergence reconstruction have lacked a principled statistical framework upon which to quantify reconstruction uncertainties, without making strong assumptions of Gaussianity. In previous work, we presented a sparse hierarchical Bayesian formalism for convergence reconstruction that addresses this shortcoming. Here, we draw on the concept of local credible intervals (cf. Bayesian error bars) as an extension of the uncertainty quantification techniques previously detailed. These uncertainty quantification techniques are benchmarked against those recovered via Px-MALA – a state-of-the-art proximal Markov chain Monte Carlo (MCMC) algorithm. We find that, typically, our recovered uncertainties are everywhere conservative (never underestimate the uncertainty, yet the approximation error is bounded above), of similar magnitude and highly correlated with those recovered via Px-MALA. Moreover, we demonstrate an increase in computational efficiency of $\mathcal {O}(10^6)$ when using our sparse Bayesian approach over MCMC techniques. This computational saving is critical for the application of Bayesian uncertainty quantification to large-scale stage IV surveys such as LSST and Euclid.
more » « less- NSF-PAR ID:
- 10129388
- Publisher / Repository:
- Oxford University Press
- Date Published:
- Journal Name:
- Monthly Notices of the Royal Astronomical Society
- Volume:
- 492
- Issue:
- 1
- ISSN:
- 0035-8711
- Page Range / eLocation ID:
- p. 394-404
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
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