Second-Order Exchangeability Analysis for Multimodel Ensembles

• 成果类型: Article
• 署名作者: Rougier, Jonathan; Goldstein, Michael; House, Leanna
• 署名单位: University of Bristol; Durham University; Virginia Polytechnic Institute & State University
• 刊物名称: JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION
• ISSN/ISSBN: 0162-1459
• DOI: 10.1080/01621459.2013.802963
• 发表日期: 2013
• 页码: 852-863
• 关键词: climate; uncertainty; projections; inference; models

摘要

The challenge of understanding complex systems often gives rise to a multiplicity of models. It is natural to consider whether the outputs of these models can be combined to produce a system prediction that is more informative than the output of any one of the models taken in isolation. And, in particular, to consider the relationship between the spread of model outputs and system uncertainty. We describe a statistical framework for such a combination, based on the exchangeability of the models, and their coexchangeability with the system. We demonstrate the simplest implementation of our framework in the context of climate prediction. Throughout we work entirely in means and variances to avoid the necessity of specifying higher-order quantities for which we often lack well-founded judgments.