Efficient estimation and ensemble generation in climate modelling

Abstract

In this paper, we review progress towards efficiently estimating parameters in climate models. Since the general problem is inherently intractable, a range of approximations and heuristic methods have been proposed. Simple Monte Carlo sampling methods, although easy to implement and very flexible, are rather inefficient, making implementation possible only in the very simplest models. More sophisticated methods based on random walks and gradient-descent methods can provide more efficient solutions, but it is often unclear how to extract probabilistic information from such methods and the computational costs are still generally too high for their application to state-of-the-art general circulation models (GCMs). The ensemble Kalman filter is an efficient Monte Carlo approximation which is optimal for linear problems, but we show here how its accuracy can degrade in nonlinear applications. Methods based on particle filtering may provide a solution to this problem but have yet to be studied in any detail in the realm of climate models. Statistical emulators show great promise for future research and their computational speed would eliminate much of the need for efficient sampling techniques. However, emulation of a full GCM has yet to be achieved and the construction of such represents a substantial computational task in itself.