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Page 1: Process-based modelling of vegetations and uncertainty quantification Marcel van Oijen (CEH-Edinburgh) Statistics for Environmental Evaluation Glasgow,

Process-based modelling of Process-based modelling of vegetations and uncertainty vegetations and uncertainty

quantificationquantification

Process-based modelling of Process-based modelling of vegetations and uncertainty vegetations and uncertainty

quantificationquantification

Marcel van Oijen (CEH-Edinburgh)

Statistics for Environmental EvaluationGlasgow, 2010-09-01

Page 2: Process-based modelling of vegetations and uncertainty quantification Marcel van Oijen (CEH-Edinburgh) Statistics for Environmental Evaluation Glasgow,

ContentsContentsContentsContents

1. Process-based modelling

2. The Bayesian approach

3. Bayesian Calibration (BC) of process-based models

4. Bayesian Model Comparison (BMC)

5. Examples of BC & BMC in other sciences

6. The future of BC & BMC?

7. References, Summary, Discussion

Page 3: Process-based modelling of vegetations and uncertainty quantification Marcel van Oijen (CEH-Edinburgh) Statistics for Environmental Evaluation Glasgow,

1. Process-based modelling

1. Process-based modelling

Page 4: Process-based modelling of vegetations and uncertainty quantification Marcel van Oijen (CEH-Edinburgh) Statistics for Environmental Evaluation Glasgow,

1.1 Ecosystem PBMs simulate 1.1 Ecosystem PBMs simulate biogeochemistrybiogeochemistry

1.1 Ecosystem PBMs simulate 1.1 Ecosystem PBMs simulate biogeochemistrybiogeochemistry

Atmosphere

Tree

Soil

Subsoil

H2OH2O

H2O

H2OC

C

C

N

N

N

NPhotosynthesis Source

Light CO2 TemperatureLight CO2 Temperature

SinkMIN(S,S)

Shoot growth

Reserves

Root growth

Reserves at maximum

Tillering

(+)

feedback

on sinksSink

limitation

Source-sink balance

Cascade of carbohydrates

Source-sink balance

Cascade of carbohydrates

ProtectedSOM

metabolic cellulose lignin

C, N variable C/N = 150 C/N = 100

Surface litter

metabolic cellulose lignin

C, N variable C/N = 150 C/N = 100

Soil litter

Nitrate N

UnprotectedSOM

C, N variable

C, N variable

Soil biomass

C/N = 8

StabilisedSOM

C, N variable

Soluble C

Ammonium N

CO2CO2

CO2

CO2

CO2 CO2

CO2

CO2

CO2

Root litter

Root exudate

Fertilizer, root exudate,Atmospheric deposition,Nitrogen fixation

Plant uptake

Fertilizer, atmos. deposition

Shoot litter

LeachingVolatilisation

Nitrif ication

Growth

Death

LeachingDenitrification

Mineralization

Immobilization

N

N

ProtectedSOM

metabolic cellulose lignin

C, N variable C/N = 150 C/N = 100

Surface litter

metabolic cellulose lignin

C, N variable C/N = 150 C/N = 100

Surface litter

metabolic cellulose lignin

C, N variable C/N = 150 C/N = 100

Soil litter

metabolic cellulose lignin

C, N variable C/N = 150 C/N = 100

Soil litter

Nitrate N

UnprotectedSOM

C, N variable

UnprotectedSOM

C, N variable

C, N variable

Soil biomass

C/N = 8

Soil biomass

C/N = 8

StabilisedSOM

C, N variable

StabilisedSOM

C, N variable

Soluble C

Ammonium N

CO2CO2

CO2

CO2

CO2 CO2

CO2

CO2

CO2

Root litter

Root exudate

Fertilizer, root exudate,Atmospheric deposition,Nitrogen fixation

Plant uptake

Fertilizer, atmos. deposition

Shoot litter

LeachingVolatilisation

Nitrif ication

Growth

Death

LeachingDenitrification

Mineralization

Immobilization

N

N

Page 5: Process-based modelling of vegetations and uncertainty quantification Marcel van Oijen (CEH-Edinburgh) Statistics for Environmental Evaluation Glasgow,

1.2 I/O of PBMs1.2 I/O of PBMs1.2 I/O of PBMs1.2 I/O of PBMs

Atmosphere

Tree

Soil

Subsoil

H2OH2O

H2O

H2OC

C

C

N

N

N

N

Atmosphere

Tree

Soil

Subsoil

H2OH2O

H2O

H2OC

C

C

N

N

N

N

Wind speed

Humidity

Rain

Temperature

Radiation

CO2

N-deposition

Wind speed

Humidity

Rain

Temperature

Radiation

CO2

N-deposition

Parameters & initial constants vegetation

Parameters & initial constants soil

Atm

os

ph

eri

c

dri

ve

rs

Input Model Output

Management & land use

Simulation of time series of plant and soil variables

Page 6: Process-based modelling of vegetations and uncertainty quantification Marcel van Oijen (CEH-Edinburgh) Statistics for Environmental Evaluation Glasgow,

1.3 I/O of empirical models1.3 I/O of empirical models1.3 I/O of empirical models1.3 I/O of empirical models

Two parameters:P1 = slopeP2 = intercept

Input Model Output

Y = P1 + P2 * t

Page 7: Process-based modelling of vegetations and uncertainty quantification Marcel van Oijen (CEH-Edinburgh) Statistics for Environmental Evaluation Glasgow,

1.4 Environmental evaluation: increasing 1.4 Environmental evaluation: increasing use of PBMsuse of PBMs

1.4 Environmental evaluation: increasing 1.4 Environmental evaluation: increasing use of PBMsuse of PBMs

C-sequestration (model output for

1920-2000)

Uncertainty of C-sequestration

Page 8: Process-based modelling of vegetations and uncertainty quantification Marcel van Oijen (CEH-Edinburgh) Statistics for Environmental Evaluation Glasgow,

1.5 Forest models and uncertainty1.5 Forest models and uncertainty1.5 Forest models and uncertainty1.5 Forest models and uncertainty

Soil

Trees

H2OC

Atmosphere

H2O

H2OC

Nutr.

Subsoil (or run-off)

H2OC

Nutr.

Nutr.

Nutr.

Model

Jmax

-100 0 100 200 300 400 500

Fre

quen

cy

0.00

0.04

0.08

0.12

0.16

Vmax

-50 0 50 100 150 200 250 300

0.00

0.05

0.10

0.15

0.20

0.25

umax,root

-0.05 0.00 0.05 0.10 0.15 0.20 0.25 0.30

0.00

0.05

0.10

0.15

0.20

0.25

0.30

froot

-0.5 0.0 0.5 1.0 1.5

0.00

0.05

0.10

0.15

0.20

0.25

Initial Csoluble

-0.05 0.00 0.05 0.10 0.15 0.20 0.25 0.30 0.35

0.00

0.05

0.10

0.15

0.20

Initial Cstarch

-0.05 0.00 0.05 0.10 0.15 0.20 0.25 0.30 0.35

0.00

0.05

0.10

0.15

0.20

Initial Wtotal

Value

-0.01 0.00 0.01 0.02 0.03 0.04 0.05 0.06

0.0

0.1

0.2

0.3

0.4

0.5

Initial Nsoluble

Value

-0.01 0.00 0.01 0.02 0.03 0.04 0.05 0.06

0.00

0.05

0.10

0.15

0.20

Photosynthesis

Fre

qu

ency

Parameter value

Parameter value

Allocation

C-pools

N-pools

Jmax

-100 0 100 200 300 400 500

Fre

quen

cy

0.00

0.04

0.08

0.12

0.16

Vmax

-50 0 50 100 150 200 250 300

0.00

0.05

0.10

0.15

0.20

0.25

umax,root

-0.05 0.00 0.05 0.10 0.15 0.20 0.25 0.30

0.00

0.05

0.10

0.15

0.20

0.25

0.30

froot

-0.5 0.0 0.5 1.0 1.5

0.00

0.05

0.10

0.15

0.20

0.25

Initial Csoluble

-0.05 0.00 0.05 0.10 0.15 0.20 0.25 0.30 0.35

0.00

0.05

0.10

0.15

0.20

Initial Cstarch

-0.05 0.00 0.05 0.10 0.15 0.20 0.25 0.30 0.35

0.00

0.05

0.10

0.15

0.20

Initial Wtotal

Value

-0.01 0.00 0.01 0.02 0.03 0.04 0.05 0.06

0.0

0.1

0.2

0.3

0.4

0.5

Initial Nsoluble

Value

-0.01 0.00 0.01 0.02 0.03 0.04 0.05 0.06

0.00

0.05

0.10

0.15

0.20

Photosynthesis

Fre

qu

ency

Parameter value

Parameter value

Allocation

C-pools

N-pools

[Levy et al, 2004]

Page 9: Process-based modelling of vegetations and uncertainty quantification Marcel van Oijen (CEH-Edinburgh) Statistics for Environmental Evaluation Glasgow,

1.6 Forest models and uncertainty1.6 Forest models and uncertainty1.6 Forest models and uncertainty1.6 Forest models and uncertainty

Jmax

-100 0 100 200 300 400 500

Fre

quen

cy

0.00

0.04

0.08

0.12

0.16

Vmax

-50 0 50 100 150 200 250 300

0.00

0.05

0.10

0.15

0.20

0.25

umax,root

-0.05 0.00 0.05 0.10 0.15 0.20 0.25 0.30

0.00

0.05

0.10

0.15

0.20

0.25

0.30

froot

-0.5 0.0 0.5 1.0 1.5

0.00

0.05

0.10

0.15

0.20

0.25

Initial Csoluble

-0.05 0.00 0.05 0.10 0.15 0.20 0.25 0.30 0.35

0.00

0.05

0.10

0.15

0.20

Initial Cstarch

-0.05 0.00 0.05 0.10 0.15 0.20 0.25 0.30 0.35

0.00

0.05

0.10

0.15

0.20

Initial Wtotal

Value

-0.01 0.00 0.01 0.02 0.03 0.04 0.05 0.06

0.0

0.1

0.2

0.3

0.4

0.5

Initial Nsoluble

Value

-0.01 0.00 0.01 0.02 0.03 0.04 0.05 0.06

0.00

0.05

0.10

0.15

0.20

Photosynthesis

Fre

qu

ency

Parameter value

Parameter value

Allocation

C-pools

N-pools

Jmax

-100 0 100 200 300 400 500

Fre

quen

cy

0.00

0.04

0.08

0.12

0.16

Vmax

-50 0 50 100 150 200 250 300

0.00

0.05

0.10

0.15

0.20

0.25

umax,root

-0.05 0.00 0.05 0.10 0.15 0.20 0.25 0.30

0.00

0.05

0.10

0.15

0.20

0.25

0.30

froot

-0.5 0.0 0.5 1.0 1.5

0.00

0.05

0.10

0.15

0.20

0.25

Initial Csoluble

-0.05 0.00 0.05 0.10 0.15 0.20 0.25 0.30 0.35

0.00

0.05

0.10

0.15

0.20

Initial Cstarch

-0.05 0.00 0.05 0.10 0.15 0.20 0.25 0.30 0.35

0.00

0.05

0.10

0.15

0.20

Initial Wtotal

Value

-0.01 0.00 0.01 0.02 0.03 0.04 0.05 0.06

0.0

0.1

0.2

0.3

0.4

0.5

Initial Nsoluble

Value

-0.01 0.00 0.01 0.02 0.03 0.04 0.05 0.06

0.00

0.05

0.10

0.15

0.20

Photosynthesis

Fre

qu

ency

Parameter value

Parameter value

Allocation

C-pools

N-pools

bgc

century

hybrid

bgc

0.0

0.1

0.2

0.3

0.4

century

Freq

uenc

y

0.0

0.1

0.2

0.3

0.4

hybrid

-40 -20 0 20 40 60 80

0.0

0.1

0.2

0.3

0.4

Ctotal / Ndepositedkg C (kg N)-1NdepUE (kg C kg-1 N)

[Levy et al, 2004]

Page 10: Process-based modelling of vegetations and uncertainty quantification Marcel van Oijen (CEH-Edinburgh) Statistics for Environmental Evaluation Glasgow,

1.7 Many models!1.7 Many models!1.7 Many models!1.7 Many models!

Status: 680 models (21.05.10)

Search models (by free-text-search)Result of query :List of words : soil, carbon 96 models found logical operator: and type of search: word

ANIMO: Agricultural NItrogen MOdel BETHY: Biosphere Energy-Transfer Hydrology scheme BIOMASS: Forest canopy carbon and water balance model BIOME-BGC: Biome model - BioGeochemical Cycles BIOME3: Biome model BLUEGRAMA: BLUE GRAMA CANDY: Carbon and Nitrogen Dynamics in soils CARBON: Wageningen Carbon Cycle Model CARBON_IN_SOILS: TURNOVER OF CARBON IN SOIL CARDYN: CARbon DYNamics CASA: Carnegie-Ames-Stanford Approach (CASA) Biosphere model CENTURY: grassland and agroecosystem dynamics model CERES_CANOLA : CERES-Canola 3.0 CHEMRANK: Interactive Model for Ranking the Potential of Organic Chemicals to Contaminte Groundwater COUPMODEL: Coupled heat and mass transfer model for soil-plant-atmosphere system

(…)

http://ecobas.org/www-server/index.html

Page 11: Process-based modelling of vegetations and uncertainty quantification Marcel van Oijen (CEH-Edinburgh) Statistics for Environmental Evaluation Glasgow,

1.8 Reality check !1.8 Reality check !1.8 Reality check !1.8 Reality check !

How reliable are these model studies:• Sufficient data for model parameterization?• Sufficient data for model input?• Would other models have given different

results?

In every study using systems analysis and simulation:Model parameters, inputs and structure are uncertain

How to deal with uncertainties optimally?

Page 12: Process-based modelling of vegetations and uncertainty quantification Marcel van Oijen (CEH-Edinburgh) Statistics for Environmental Evaluation Glasgow,

2. The Bayesian approach2. The Bayesian approach2. The Bayesian approach2. The Bayesian approach

Page 13: Process-based modelling of vegetations and uncertainty quantification Marcel van Oijen (CEH-Edinburgh) Statistics for Environmental Evaluation Glasgow,

Probability TheoryProbability TheoryProbability TheoryProbability Theory

Uncertainties are everywhere: Models (environmental inputs, parameters, structure), Data

Uncertainties can be expressed as probability distributions (pdf’s)

We need methods that:• Quantify all uncertainties• Show how to reduce them• Efficiently transfer information: data

models model application

Calculating with uncertainties (pdf’s) = Probability Theory

Page 14: Process-based modelling of vegetations and uncertainty quantification Marcel van Oijen (CEH-Edinburgh) Statistics for Environmental Evaluation Glasgow,

The Bayesian approach: reasoning using The Bayesian approach: reasoning using probability theoryprobability theory

The Bayesian approach: reasoning using The Bayesian approach: reasoning using probability theoryprobability theory

Page 15: Process-based modelling of vegetations and uncertainty quantification Marcel van Oijen (CEH-Edinburgh) Statistics for Environmental Evaluation Glasgow,

2.1 Dealing with uncertainty: Medical diagnostics2.1 Dealing with uncertainty: Medical diagnostics2.1 Dealing with uncertainty: Medical diagnostics2.1 Dealing with uncertainty: Medical diagnostics

A flu epidemic occurs: one percent of people is ill

Diagnostic test, 99% reliable

Test result is positive (bad news!)What is P(diseased|test positive)?

(a) 0.50(b) 0.98(c) 0.99

P(dis) = 0.01

P(pos|hlth) = 0.01

P(pos|dis) = 0.99

P(dis|pos) = P(pos|dis) P(dis) / P(pos)

Bayes’ Theorem

Page 16: Process-based modelling of vegetations and uncertainty quantification Marcel van Oijen (CEH-Edinburgh) Statistics for Environmental Evaluation Glasgow,

2.1 Dealing with uncertainty: Medical diagnostics2.1 Dealing with uncertainty: Medical diagnostics2.1 Dealing with uncertainty: Medical diagnostics2.1 Dealing with uncertainty: Medical diagnostics

A flu epidemic occurs: one percent of people is ill

Diagnostic test, 99% reliable

Test result is positive (bad news!)What is P(diseased|test positive)?

(a) 0.50(b) 0.98(c) 0.99

P(dis) = 0.01

P(pos|hlth) = 0.01

P(pos|dis) = 0.99

P(dis|pos) = P(pos|dis) P(dis) / P(pos)

= P(pos|dis) P(dis)P(pos|dis) P(dis) + P(pos|hlth) P(hlth)

Bayes’ Theorem

Page 17: Process-based modelling of vegetations and uncertainty quantification Marcel van Oijen (CEH-Edinburgh) Statistics for Environmental Evaluation Glasgow,

2.1 Dealing with uncertainty: Medical diagnostics2.1 Dealing with uncertainty: Medical diagnostics2.1 Dealing with uncertainty: Medical diagnostics2.1 Dealing with uncertainty: Medical diagnostics

A flu epidemic occurs: one percent of people is ill

Diagnostic test, 99% reliable

Test result is positive (bad news!)What is P(diseased|test positive)?

(a) 0.50(b) 0.98(c) 0.99

P(dis) = 0.01

P(pos|hlth) = 0.01

P(pos|dis) = 0.99

P(dis|pos) = P(pos|dis) P(dis) / P(pos)

= P(pos|dis) P(dis)P(pos|dis) P(dis) + P(pos|hlth) P(hlth)

= 0.99 0.01 0.99 0.01 + 0.01 0.99

= 0.50

Bayes’ Theorem

Page 18: Process-based modelling of vegetations and uncertainty quantification Marcel van Oijen (CEH-Edinburgh) Statistics for Environmental Evaluation Glasgow,

2.2 Bayesian updating of probabilities2.2 Bayesian updating of probabilities2.2 Bayesian updating of probabilities2.2 Bayesian updating of probabilities

Model parameterization: P(params) → P(params|data)Model selection: P(models) → P(model|data)

SPAM-killer: P(SPAM) → P(SPAM|E-mail header)

Weather forecasting: …Climate change prediction: …Oil field discovery: …GHG-emission estimation: …Jurisprudence:… …

Bayes’ Theorem: Prior probability → Posterior prob.

Medical diagnostics: P(disease) → P(disease|test result)

Page 19: Process-based modelling of vegetations and uncertainty quantification Marcel van Oijen (CEH-Edinburgh) Statistics for Environmental Evaluation Glasgow,
Page 20: Process-based modelling of vegetations and uncertainty quantification Marcel van Oijen (CEH-Edinburgh) Statistics for Environmental Evaluation Glasgow,
Page 21: Process-based modelling of vegetations and uncertainty quantification Marcel van Oijen (CEH-Edinburgh) Statistics for Environmental Evaluation Glasgow,

2.3 What and why?2.3 What and why?2.3 What and why?2.3 What and why?

• We want to use data and models to explain and predict ecosystem behaviour

• Data as well as model inputs, parameters and outputs are uncertain

• No prediction is complete without quantifying the uncertainty. No explanation is complete without analysing the uncertainty

• Uncertainties can be expressed as probability density functions (pdf’s)

• Probability theory tells us how to work with pdf’s: Bayes Theorem (BT) tells us how a pdf changes when new information arrives

• BT: Prior pdf Posterior pdf

• BT: Posterior = Prior x Likelihood / Evidence

• BT: P(θ|D) = P(θ) P(D|θ) / P(D)

• BT: P(θ|D) P(θ) P(D|θ)

Page 22: Process-based modelling of vegetations and uncertainty quantification Marcel van Oijen (CEH-Edinburgh) Statistics for Environmental Evaluation Glasgow,

3. Bayesian Calibration (BC)3. Bayesian Calibration (BC)of process-based modelsof process-based models

3. Bayesian Calibration (BC)3. Bayesian Calibration (BC)of process-based modelsof process-based models

Page 23: Process-based modelling of vegetations and uncertainty quantification Marcel van Oijen (CEH-Edinburgh) Statistics for Environmental Evaluation Glasgow,

Bayesian updating of probabilities for process-Bayesian updating of probabilities for process-based modelsbased models

Bayesian updating of probabilities for process-Bayesian updating of probabilities for process-based modelsbased models

Model parameterization: P(params) → P(params|data)Model selection: P(models) → P(model|data)

Bayes’ Theorem: Prior probability → Posterior prob.

Page 24: Process-based modelling of vegetations and uncertainty quantification Marcel van Oijen (CEH-Edinburgh) Statistics for Environmental Evaluation Glasgow,

3.1 Process-based forest models3.1 Process-based forest models3.1 Process-based forest models3.1 Process-based forest models

Soil

Trees

H2OC

Atmosphere

H2O

H2OC

Nutr.

Subsoil (or run-off)

H2OC

Nutr.

Nutr.

Nutr.

Soil C

NPP

HeightEnvironmental scenarios

Initial values

Parameters

Model

Page 25: Process-based modelling of vegetations and uncertainty quantification Marcel van Oijen (CEH-Edinburgh) Statistics for Environmental Evaluation Glasgow,

3.2 Process-based forest model BASFOR3.2 Process-based forest model BASFOR3.2 Process-based forest model BASFOR3.2 Process-based forest model BASFOR

Soil

Trees

H2OC

Atmosphere

H2O

H2OC

Nutr.

Subsoil (or run-off)

H2OC

Nutr.

Nutr.

Nutr.

BASFOR

40+ parameters 12+ output variables

Page 26: Process-based modelling of vegetations and uncertainty quantification Marcel van Oijen (CEH-Edinburgh) Statistics for Environmental Evaluation Glasgow,

3.3 BASFOR: outputs3.3 BASFOR: outputs3.3 BASFOR: outputs3.3 BASFOR: outputs

0 0.5 1 1.5 2 2.5 3

x 104

0

200

400

600

Vo

lTo

t

0 0.5 1 1.5 2 2.5 3

x 104

0

100

200

300

Vo

l

Model "basforc9"

0 0.5 1 1.5 2 2.5 3

x 104

0

5

10

15

Ctr

ee

To

t

0 0.5 1 1.5 2 2.5 3

x 104

0

2

4

6

8

Ctr

ee

0 0.5 1 1.5 2 2.5 3

x 104

0

2

4

6

Cs

tem

0 0.5 1 1.5 2 2.5 3

x 104

0

0.5

1

1.5

2

Cb

ran

ch

0 0.5 1 1.5 2 2.5 3

x 104

0

0.05

0.1

0.15

0.2

Cle

af

0 0.5 1 1.5 2 2.5 3

x 104

0

0.5

1

1.5

Cro

ot

0 0.5 1 1.5 2 2.5 3

x 104

0

5

10

15

20

h

0 0.5 1 1.5 2 2.5 3

x 104

0

0.5

1

1.5

2

LA

I

Time0 0.5 1 1.5 2 2.5 3

x 104

8

10

12

14

Cs

oil

Time0 0.5 1 1.5 2 2.5 3

x 104

0.35

0.4

0.45

Ns

oil

Time

Volume(standing)

Carbon in trees(standing + thinned)

Carbon in soil

Page 27: Process-based modelling of vegetations and uncertainty quantification Marcel van Oijen (CEH-Edinburgh) Statistics for Environmental Evaluation Glasgow,

3.4 BASFOR: parameter uncertainty3.4 BASFOR: parameter uncertainty3.4 BASFOR: parameter uncertainty3.4 BASFOR: parameter uncertainty

0 5

x 10-3

0

2000

4000

CB0T0 0.005 0.01

0

2000

4000

CL0T0 0.005 0.01

0

2000

4000

CR0T

Prior parameter marginal probability distributions (beta)

0 5

x 10-3

0

2000

4000

CS0T0.4 0.6 0.80

1000

2000

BETA300 350 4000

1000

2000

CO20

0.25 0.3 0.350

1000

2000

FB0.25 0.3 0.350

1000

2000

FLMAX0.25 0.3 0.350

1000

2000

FS0.4 0.6 0.80

1000

2000

GAMMA5 10 15

0

1000

2000

KCA0.35 0.4 0.45

0

1000

2000

KCAEXP

0 2 4

x 10-4

0

1000

2000

KDBT0 0.5 1

x 10-3

0

1000

2000

KDRT0 10 20

0

2000

4000

KH0.2 0.3 0.40

1000

2000

KHEXP0 1 2

x 10-3

0

1000

2000

KNMINT0 1 2

x 10-3

0

1000

2000

KNUPTT

0.02 0.03 0.040

1000

2000

KTA10 20 30

0

1000

2000

KTB0 0.5 1

0

1000

2000

KEXTT4 6 8

0

2000

4000

LAIMAXT1 2 3

x 10-3

0

1000

2000

LUET0.01 0.02 0.030

1000

2000

NCLMINT

0.02 0.04 0.060

1000

2000

NCLMAXT0.02 0.03 0.040

1000

2000

NCRT0 1 2

x 10-3

0

1000

2000

NCWT0 20 40

0

2000

4000

SLAT4 6 8

0

1000

2000

TRANCOT150 200 2500

1000

2000

WOODDENS

0 0.5 10

1000

2000

CLITT06 8 10

0

1000

2000

CSOMF01 2 3

0

1000

2000

CSOMS00 0.01 0.02

0

1000

2000

NLITT00.2 0.3 0.40

1000

2000

NSOMF00 0.1 0.2

0

1000

2000

NSOMS0

0 1 2

x 10-3

0

1000

2000

NMIN00.4 0.6 0.80

1000

2000

FLITTSOMF0 0.05 0.1

0

2000

4000

FSOMFSOMS0 2 4

x 10-3

0

1000

2000

KDLITT0 1 2

x 10-4

0

1000

2000

KDSOMF0 1 2

x 10-5

0

1000

2000

KDSOMS

Page 28: Process-based modelling of vegetations and uncertainty quantification Marcel van Oijen (CEH-Edinburgh) Statistics for Environmental Evaluation Glasgow,

3.5 BASFOR: prior output uncertainty3.5 BASFOR: prior output uncertainty3.5 BASFOR: prior output uncertainty3.5 BASFOR: prior output uncertainty

0 1 2 3

x 104

0

500

1000V

olT

ot

(m3

ha

-1)

0 1 2 3

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oil

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Carbon in trees(standing + thinned)

Carbon in soil

Page 29: Process-based modelling of vegetations and uncertainty quantification Marcel van Oijen (CEH-Edinburgh) Statistics for Environmental Evaluation Glasgow,

3.6 Data Dodd Wood (R. Matthews, Forest 3.6 Data Dodd Wood (R. Matthews, Forest Research)Research)

3.6 Data Dodd Wood (R. Matthews, Forest 3.6 Data Dodd Wood (R. Matthews, Forest Research)Research)

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oil

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Carbon in trees(standing + thinned)

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Dodd WoodDodd Wood

Page 30: Process-based modelling of vegetations and uncertainty quantification Marcel van Oijen (CEH-Edinburgh) Statistics for Environmental Evaluation Glasgow,

3.7 Using data in Bayesian calibration of BASFOR3.7 Using data in Bayesian calibration of BASFOR3.7 Using data in Bayesian calibration of BASFOR3.7 Using data in Bayesian calibration of BASFOR

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CR0T

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CS0T0.4 0.6 0.80

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BETA300 350 4000

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CO20

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FB0.25 0.3 0.350

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FLMAX0.25 0.3 0.350

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FB0.25 0.3 0.350

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FLMAX0.25 0.3 0.350

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FS0.4 0.6 0.80

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KTA10 20 30

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KTB0 0.5 1

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KEXTT4 6 8

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LAIMAXT1 2 3

x 10-3

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LUET0.01 0.02 0.030

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NCLMINT

0.02 0.04 0.060

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NCLMAXT0.02 0.03 0.040

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NCRT0 1 2

x 10-3

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NCWT0 20 40

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SLAT4 6 8

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TRANCOT150 200 2500

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WOODDENS

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CSOMF01 2 3

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KDSOMS

Prior pdf

Posterior pdf

DataBayesiancalibration

Dodd WoodDodd Wood

Page 31: Process-based modelling of vegetations and uncertainty quantification Marcel van Oijen (CEH-Edinburgh) Statistics for Environmental Evaluation Glasgow,

3.8 Bayesian calibration: posterior 3.8 Bayesian calibration: posterior uncertaintyuncertainty

3.8 Bayesian calibration: posterior 3.8 Bayesian calibration: posterior uncertaintyuncertainty

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Carbon in trees(standing + thinned)

Carbon in soil

Page 32: Process-based modelling of vegetations and uncertainty quantification Marcel van Oijen (CEH-Edinburgh) Statistics for Environmental Evaluation Glasgow,

3.9 Calculating the posterior using MCMC3.9 Calculating the posterior using MCMC3.9 Calculating the posterior using MCMC3.9 Calculating the posterior using MCMC

Sample of 104 -105 parameter vectors from the posterior distribution P(|D) for the parameters

P(|D) P() P(D|f())

1. Start anywhere in parameter-space: p1..39(i=0)

2. Randomly choose p(i+1) = p(i) + δ

3. IF: [ P(p(i+1)) P(D|f(p(i+1))) ] / [ P(p(i)) P(D|f(p(i))) ] > Random[0,1]THEN: accept p(i+1)ELSE: reject p(i+1)i=i+1

4. IF i < 104 GOTO 2 Metropolis et al (1953)

0 5000 10000

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4x 10

-3

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4

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-3

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2468

x 10-3Parameter trace plots

CW0

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0.55 BETA

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330340350360370 CO20

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0.320.34 FLMAX

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0.6 FW

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0.55 GAMMA

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101214

KCA

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0.45 KCAEXP

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11.21.41.61.8

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KDL

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KDR

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68

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0.32KHEXP

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x 10-3

KLAIMAX

0 5000 100000.60.8

11.21.41.61.8

x 10-3

KNMIN

0 5000 100000.60.8

11.21.41.61.8

x 10-3

KNUPT

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0.0250.03

0.035 KTA

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20

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0.4

0.5

0.6 KTREE

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0.015

0.02

0.025NLCONMIN

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0.045 NLCONMAX

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0.0250.03

0.035 NRCON

0 5000 100000.60.8

11.21.41.61.8

x 10-3

NWCON

0 5000 1000068

101214 SLA

0 5000 100000.2

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8CSOMF0

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0.0120.0140.0160.018 NLITT0

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0.120.140.160.18 NSOMS0

0 5000 10000

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1.5

x 10-3

Iteration

NMIN0

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0.50.60.7

Iteration

FLITTSOMF

0 5000 100000.020.040.060.08

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FSOMFSOMS

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x 10-3

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10x 10

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KDSOMS

MCMC trace plots

Page 33: Process-based modelling of vegetations and uncertainty quantification Marcel van Oijen (CEH-Edinburgh) Statistics for Environmental Evaluation Glasgow,

3.10 BC using MCMC: an example in EXCEL3.10 BC using MCMC: an example in EXCEL3.10 BC using MCMC: an example in EXCEL3.10 BC using MCMC: an example in EXCEL

Click here for BC_MCMC1.xls

Page 34: Process-based modelling of vegetations and uncertainty quantification Marcel van Oijen (CEH-Edinburgh) Statistics for Environmental Evaluation Glasgow,

install.packages("mvtnorm")require(mvtnorm)chainLength = 10000 data <- matrix(c(10,6.09,1.83, 20,8.81,2.64, 30,10.66,3.27), nrow=3, ncol=3, byrow=T) param <- matrix(c(0,5,10, 0,0.5,1) , nrow=2, ncol=3, byrow=T)pMinima <- c(param[1,1], param[2,1])pMaxima <- c(param[1,3], param[2,3])logli <- matrix(, nrow=3, ncol=1)vcovProposal = diag( (0.05*(pMaxima-pMinima)) ^2 )pValues <- c(param[1,2], param[2,2])pChain <- matrix(0, nrow=chainLength, ncol = length(pValues)+1)logPrior0 <- sum(log(dunif(pValues, min=pMinima, max=pMaxima)))model <- function (times,intercept,slope) {y <- intercept+slope*times return(y)}for (i in 1:3) {logli[i] <- -0.5*((model(data[i,1],pValues[1],pValues[2])- data[i,2])/data[i,3])^2 - log(data[i,3])}logL0 <- sum(logli)pChain[1,] <- c(pValues, logL0) # Keep first valuesfor (c in (2 : chainLength)){ candidatepValues <- rmvnorm(n=1, mean=pValues, sigma=vcovProposal)if (all(candidatepValues>pMinima) && all(candidatepValues<pMaxima)) {Prior1 <- prod(dunif(candidatepValues, pMinima, pMaxima))}else {Prior1 <- 0}if (Prior1 > 0) { for (i in 1:3){logli[i] <- -0.5*((model(data[i,1],candidatepValues[1],candidatepValues[2])- data[i,2])/data[i,3])^2 - log(data[i,3])} logL1 <- sum(logli)logalpha <- (log(Prior1)+logL1) - (logPrior0+logL0)if ( log(runif(1, min = 0, max =1)) < logalpha ) { pValues <- candidatepValues logPrior0 <- log(Prior1) logL0 <- logL1}} pChain[c,1:2] <- pValues pChain[c,3] <- logL0 }nAccepted = length(unique(pChain[,1])) acceptance = (paste(nAccepted, "out of ", chainLength, "candidates accepted ( = ", round(100*nAccepted/chainLength), "%)"))print(acceptance)mp <- apply(pChain, 2, mean)print(mp)pCovMatrix <- cov(pChain)print(pCovMatrix)

MC

MC

in R

Page 35: Process-based modelling of vegetations and uncertainty quantification Marcel van Oijen (CEH-Edinburgh) Statistics for Environmental Evaluation Glasgow,

3.12 Using data in Bayesian calibration of BASFOR3.12 Using data in Bayesian calibration of BASFOR3.12 Using data in Bayesian calibration of BASFOR3.12 Using data in Bayesian calibration of BASFOR

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m)

0 1 2 3

x 104

0

2

4

LA

I (m

2 m

-2)

Time0 1 2 3

x 104

0

5

10

15

Cs

oil

(kg

m-2

)

Time0 1 2 3

x 104

0

0.2

0.4

0.6

Ns

oil

(kg

m-2

)

Time

0 5

x 10-3

0

2000

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CB0T0 0.005 0.01

0

2000

4000

CL0T0 0.005 0.01

0

2000

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CR0T

Prior parameter marginal probability distributions (beta)

0 5

x 10-3

0

2000

4000

CS0T0.4 0.6 0.80

1000

2000

BETA300 350 4000

1000

2000

CO20

0.25 0.3 0.350

1000

2000

FB0.25 0.3 0.350

1000

2000

FLMAX0.25 0.3 0.350

1000

2000

FS0.4 0.6 0.80

1000

2000

GAMMA5 10 15

0

1000

2000

KCA0.35 0.4 0.45

0

1000

2000

KCAEXP

0 2 4

x 10-4

0

1000

2000

KDBT0 0.5 1

x 10-3

0

1000

2000

KDRT0 10 20

0

2000

4000

KH0.2 0.3 0.40

1000

2000

KHEXP0 1 2

x 10-3

0

1000

2000

KNMINT0 1 2

x 10-3

0

1000

2000

KNUPTT

0.02 0.03 0.040

1000

2000

KTA10 20 30

0

1000

2000

KTB0 0.5 1

0

1000

2000

KEXTT4 6 8

0

2000

4000

LAIMAXT1 2 3

x 10-3

0

1000

2000

LUET0.01 0.02 0.030

1000

2000

NCLMINT

0.02 0.04 0.060

1000

2000

NCLMAXT0.02 0.03 0.040

1000

2000

NCRT0 1 2

x 10-3

0

1000

2000

NCWT0 20 40

0

2000

4000

SLAT4 6 8

0

1000

2000

TRANCOT150 200 2500

1000

2000

WOODDENS

0 0.5 10

1000

2000

CLITT06 8 10

0

1000

2000

CSOMF01 2 3

0

1000

2000

CSOMS00 0.01 0.02

0

1000

2000

NLITT00.2 0.3 0.40

1000

2000

NSOMF00 0.1 0.2

0

1000

2000

NSOMS0

0 1 2

x 10-3

0

1000

2000

NMIN00.4 0.6 0.80

1000

2000

FLITTSOMF0 0.05 0.1

0

2000

4000

FSOMFSOMS0 2 4

x 10-3

0

1000

2000

KDLITT0 1 2

x 10-4

0

1000

2000

KDSOMF0 1 2

x 10-5

0

1000

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KDSOMS

Prior pdf

DataBayesiancalibration

Posterior pdf

Dodd WoodDodd Wood

Page 36: Process-based modelling of vegetations and uncertainty quantification Marcel van Oijen (CEH-Edinburgh) Statistics for Environmental Evaluation Glasgow,

3.13 Parameter correlations3.13 Parameter correlations3.13 Parameter correlations3.13 Parameter correlations

CL

0

CR

0

CW

0

BE

TA

CO

20

FL

MA

X

FW

GA

MM

A

KC

A

KC

AE

XP

KD

L

KD

R

KD

W

KH

KH

EX

P

KL

AIM

AX

KN

MIN

KN

UP

T

KTA

KT

B

KT

RE

E

LU

E0

NL

CO

NM

IN

NL

CO

NM

AX

NR

CO

N

NW

CO

N

SL

A

CL

ITT

0

CS

OM

F0

CS

OM

S0

NL

ITT

0

NS

OM

F0

NS

OM

S0

CL0 1.00 0.60 -0.67 -0.58 0.25 -0.16 0.51 0.46 0.26 0.12 0.64 0.59 0.38 -0.42 -0.07 0.71 -0.28 0.17 -0.64 -0.32 -0.58 0.23 0.55 0.52 0.12 0.50 -0.58 0.10 0.50 -0.66 -0.57 0.55 0.62

CR0 0.60 1.00 -0.49 -0.54 0.17 0.40 0.01 0.24 0.51 0.56 0.49 0.96 -0.19 -0.09 0.06 0.55 0.07 0.83 -0.60 -0.81 -0.21 -0.17 0.61 0.67 0.20 0.65 -0.54 -0.05 0.33 -0.29 0.05 0.46 0.61

CW0 -0.67 -0.49 1.00 0.91 0.24 0.45 -0.70 -0.82 -0.23 0.03 -0.74 -0.57 -0.74 0.77 -0.31 -0.98 0.76 -0.10 0.85 0.14 0.78 -0.61 -0.84 -0.91 0.51 -0.81 0.77 -0.30 -0.38 0.84 0.33 -0.88 -0.90

BETA -0.58 -0.54 0.91 1.00 0.30 0.42 -0.78 -0.79 -0.46 -0.08 -0.79 -0.61 -0.66 0.81 0.04 -0.95 0.60 -0.32 0.94 0.17 0.61 -0.59 -0.98 -0.95 0.29 -0.94 0.84 0.01 -0.46 0.83 -0.01 -0.94 -0.96

CO20 0.25 0.17 0.24 0.30 1.00 0.05 -0.26 -0.41 -0.33 -0.28 0.11 0.09 -0.35 0.67 -0.02 -0.21 0.62 0.00 0.37 0.06 -0.22 -0.76 -0.33 -0.37 0.15 -0.19 0.57 -0.33 -0.34 -0.02 -0.28 -0.54 -0.36

FLMAX -0.16 0.40 0.45 0.42 0.05 1.00 -0.69 -0.62 0.43 0.82 -0.56 0.25 -0.87 0.54 -0.05 -0.40 0.59 0.64 0.19 -0.81 0.74 -0.49 -0.31 -0.18 0.61 -0.33 0.06 -0.14 0.21 0.75 0.36 -0.35 -0.21

FW 0.51 0.01 -0.70 -0.78 -0.26 -0.69 1.00 0.61 0.32 -0.18 0.56 0.05 0.86 -0.83 -0.28 0.77 -0.60 -0.16 -0.75 0.26 -0.55 0.76 0.68 0.58 -0.25 0.58 -0.63 -0.17 0.54 -0.77 -0.13 0.72 0.72

GAMMA 0.46 0.24 -0.82 -0.79 -0.41 -0.62 0.61 1.00 -0.05 -0.28 0.82 0.45 0.78 -0.82 0.19 0.75 -0.81 -0.06 -0.64 0.14 -0.72 0.63 0.80 0.73 -0.46 0.78 -0.65 0.49 0.06 -0.85 -0.31 0.87 0.67

KCA 0.26 0.51 -0.23 -0.46 -0.33 0.43 0.32 -0.05 1.00 0.84 -0.01 0.38 -0.10 -0.34 -0.49 0.39 0.07 0.72 -0.68 -0.69 0.35 0.30 0.49 0.51 0.47 0.37 -0.69 -0.49 0.86 0.05 0.54 0.45 0.62

KCAEXP 0.12 0.56 0.03 -0.08 -0.28 0.82 -0.18 -0.28 0.84 1.00 -0.30 0.41 -0.48 0.00 -0.24 0.07 0.24 0.76 -0.36 -0.91 0.59 0.01 0.16 0.27 0.59 0.06 -0.48 -0.22 0.68 0.42 0.44 0.16 0.32

KDL 0.64 0.49 -0.74 -0.79 0.11 -0.56 0.56 0.82 -0.01 -0.30 1.00 0.64 0.56 -0.53 -0.03 0.73 -0.39 0.17 -0.61 0.07 -0.81 0.21 0.81 0.67 -0.25 0.88 -0.48 0.10 -0.02 -0.93 -0.25 0.70 0.63

KDR 0.59 0.96 -0.57 -0.61 0.09 0.25 0.05 0.45 0.38 0.41 0.64 1.00 -0.06 -0.20 0.12 0.59 -0.07 0.75 -0.61 -0.69 -0.34 -0.10 0.70 0.72 0.09 0.75 -0.57 0.10 0.19 -0.42 -0.01 0.57 0.63

KDW 0.38 -0.19 -0.74 -0.66 -0.35 -0.87 0.86 0.78 -0.10 -0.48 0.56 -0.06 1.00 -0.84 0.12 0.70 -0.86 -0.49 -0.54 0.49 -0.73 0.81 0.54 0.50 -0.60 0.47 -0.48 0.29 0.21 -0.81 -0.41 0.67 0.56

KH -0.42 -0.09 0.77 0.81 0.67 0.54 -0.83 -0.82 -0.34 0.00 -0.53 -0.20 -0.84 1.00 0.07 -0.78 0.85 0.08 0.80 -0.07 0.44 -0.93 -0.77 -0.73 0.30 -0.64 0.84 -0.25 -0.52 0.68 0.12 -0.92 -0.79

KHEXP -0.07 0.06 -0.31 0.04 -0.02 -0.05 -0.28 0.19 -0.49 -0.24 -0.03 0.12 0.12 0.07 1.00 0.14 -0.43 -0.26 0.14 0.00 -0.40 -0.01 -0.12 0.15 -0.76 -0.05 0.12 0.72 -0.37 -0.05 -0.47 -0.02 0.00

KLAIMAX 0.71 0.55 -0.98 -0.95 -0.21 -0.40 0.77 0.75 0.39 0.07 0.73 0.59 0.70 -0.78 0.14 1.00 -0.67 0.21 -0.93 -0.21 -0.70 0.60 0.88 0.93 -0.38 0.83 -0.82 0.11 0.51 -0.83 -0.22 0.89 0.96

KNMIN -0.28 0.07 0.76 0.60 0.62 0.59 -0.60 -0.81 0.07 0.24 -0.39 -0.07 -0.86 0.85 -0.43 -0.67 1.00 0.38 0.53 -0.22 0.58 -0.86 -0.52 -0.59 0.66 -0.42 0.60 -0.63 -0.22 0.61 0.42 -0.73 -0.58

KNUPT 0.17 0.83 -0.10 -0.32 0.00 0.64 -0.16 -0.06 0.72 0.76 0.17 0.75 -0.49 0.08 -0.26 0.21 0.38 1.00 -0.43 -0.83 0.28 -0.27 0.45 0.46 0.47 0.48 -0.41 -0.38 0.33 0.10 0.58 0.26 0.41

KTA -0.64 -0.60 0.85 0.94 0.37 0.19 -0.75 -0.64 -0.68 -0.36 -0.61 -0.61 -0.54 0.80 0.14 -0.93 0.53 -0.43 1.00 0.39 0.40 -0.64 -0.92 -0.93 0.08 -0.83 0.94 0.07 -0.71 0.66 -0.05 -0.92 -0.99

KTB -0.32 -0.81 0.14 0.17 0.06 -0.81 0.26 0.14 -0.69 -0.91 0.07 -0.69 0.49 -0.07 0.00 -0.21 -0.22 -0.83 0.39 1.00 -0.33 0.16 -0.25 -0.39 -0.46 -0.21 0.47 0.05 -0.52 -0.25 -0.22 -0.21 -0.38

KTREE -0.58 -0.21 0.78 0.61 -0.22 0.74 -0.55 -0.72 0.35 0.59 -0.81 -0.34 -0.73 0.44 -0.40 -0.70 0.58 0.28 0.40 -0.33 1.00 -0.26 -0.52 -0.51 0.66 -0.58 0.24 -0.32 0.15 0.91 0.60 -0.50 -0.48

LUE0 0.23 -0.17 -0.61 -0.59 -0.76 -0.49 0.76 0.63 0.30 0.01 0.21 -0.10 0.81 -0.93 -0.01 0.60 -0.86 -0.27 -0.64 0.16 -0.26 1.00 0.52 0.53 -0.33 0.35 -0.72 0.28 0.56 -0.45 -0.13 0.73 0.62

NLCONMIN 0.55 0.61 -0.84 -0.98 -0.33 -0.31 0.68 0.80 0.49 0.16 0.81 0.70 0.54 -0.77 -0.12 0.88 -0.52 0.45 -0.92 -0.25 -0.52 0.52 1.00 0.94 -0.16 0.97 -0.85 0.00 0.41 -0.77 0.10 0.95 0.92

NLCONMAX 0.52 0.67 -0.91 -0.95 -0.37 -0.18 0.58 0.73 0.51 0.27 0.67 0.72 0.50 -0.73 0.15 0.93 -0.59 0.46 -0.93 -0.39 -0.51 0.53 0.94 1.00 -0.32 0.91 -0.87 0.11 0.46 -0.67 0.05 0.92 0.96

NRCON 0.12 0.20 0.51 0.29 0.15 0.61 -0.25 -0.46 0.47 0.59 -0.25 0.09 -0.60 0.30 -0.76 -0.38 0.66 0.47 0.08 -0.46 0.66 -0.33 -0.16 -0.32 1.00 -0.22 -0.01 -0.46 0.34 0.44 0.31 -0.23 -0.21

NWCON 0.50 0.65 -0.81 -0.94 -0.19 -0.33 0.58 0.78 0.37 0.06 0.88 0.75 0.47 -0.64 -0.05 0.83 -0.42 0.48 -0.83 -0.21 -0.58 0.35 0.97 0.91 -0.22 1.00 -0.72 -0.03 0.23 -0.79 0.12 0.86 0.85

SLA -0.58 -0.54 0.77 0.84 0.57 0.06 -0.63 -0.65 -0.69 -0.48 -0.48 -0.57 -0.48 0.84 0.12 -0.82 0.60 -0.41 0.94 0.47 0.24 -0.72 -0.85 -0.87 -0.01 -0.72 1.00 -0.13 -0.75 0.51 -0.03 -0.93 -0.92

CLITT0 0.10 -0.05 -0.30 0.01 -0.33 -0.14 -0.17 0.49 -0.49 -0.22 0.10 0.10 0.29 -0.25 0.72 0.11 -0.63 -0.38 0.07 0.05 -0.32 0.28 0.00 0.11 -0.46 -0.03 -0.13 1.00 -0.25 -0.15 -0.64 0.22 0.00

CSOMF0 0.50 0.33 -0.38 -0.46 -0.34 0.21 0.54 0.06 0.86 0.68 -0.02 0.19 0.21 -0.52 -0.37 0.51 -0.22 0.33 -0.71 -0.52 0.15 0.56 0.41 0.46 0.34 0.23 -0.75 -0.25 1.00 -0.10 0.09 0.50 0.65

CSOMS0 -0.66 -0.29 0.84 0.83 -0.02 0.75 -0.77 -0.85 0.05 0.42 -0.93 -0.42 -0.81 0.68 -0.05 -0.83 0.61 0.10 0.66 -0.25 0.91 -0.45 -0.77 -0.67 0.44 -0.79 0.51 -0.15 -0.10 1.00 0.39 -0.74 -0.68

NLITT0 -0.57 0.05 0.33 -0.01 -0.28 0.36 -0.13 -0.31 0.54 0.44 -0.25 -0.01 -0.41 0.12 -0.47 -0.22 0.42 0.58 -0.05 -0.22 0.60 -0.13 0.10 0.05 0.31 0.12 -0.03 -0.64 0.09 0.39 1.00 -0.05 0.01

NSOMF0 0.55 0.46 -0.88 -0.94 -0.54 -0.35 0.72 0.87 0.45 0.16 0.70 0.57 0.67 -0.92 -0.02 0.89 -0.73 0.26 -0.92 -0.21 -0.50 0.73 0.95 0.92 -0.23 0.86 -0.93 0.22 0.50 -0.74 -0.05 1.00 0.92

NSOMS0 0.62 0.61 -0.90 -0.96 -0.36 -0.21 0.72 0.67 0.62 0.32 0.63 0.63 0.56 -0.79 0.00 0.96 -0.58 0.41 -0.99 -0.38 -0.48 0.62 0.92 0.96 -0.21 0.85 -0.92 0.00 0.65 -0.68 0.01 0.92 1.00

NMIN0 -0.16 -0.31 -0.47 -0.41 -0.64 -0.43 0.56 0.33 0.16 -0.09 -0.06 -0.30 0.66 -0.63 0.29 0.45 -0.72 -0.33 -0.40 0.25 -0.21 0.79 0.27 0.41 -0.66 0.16 -0.39 0.14 0.33 -0.23 0.06 0.42 0.45

FLITTSOMF 0.48 0.60 -0.01 0.08 0.61 0.31 -0.43 0.03 -0.22 0.05 0.36 0.63 -0.39 0.40 0.15 -0.02 0.34 0.33 0.12 -0.39 -0.22 -0.62 0.01 -0.02 0.29 0.13 0.12 0.23 -0.28 -0.11 -0.40 -0.10 -0.10

FSOMFSOMS -0.66 -0.28 0.86 0.83 0.08 0.55 -0.89 -0.56 -0.33 0.08 -0.58 -0.27 -0.78 0.72 -0.04 -0.91 0.61 0.04 0.81 -0.03 0.69 -0.63 -0.69 -0.72 0.41 -0.62 0.65 0.07 -0.55 0.78 0.27 -0.70 -0.83

KDLITT 0.42 0.28 -0.93 -0.89 -0.55 -0.51 0.73 0.87 0.25 -0.04 0.62 0.39 0.81 -0.91 0.26 0.90 -0.88 0.02 -0.83 -0.01 -0.63 0.80 0.84 0.88 -0.56 0.77 -0.80 0.34 0.37 -0.75 -0.16 0.92 0.87

KDSOMF 0.15 -0.43 -0.39 -0.31 -0.08 -0.70 0.75 0.19 -0.03 -0.42 0.09 -0.46 0.75 -0.46 0.03 0.41 -0.49 -0.59 -0.27 0.55 -0.45 0.60 0.12 0.14 -0.51 0.04 -0.13 -0.14 0.29 -0.43 -0.25 0.20 0.29

KDSOMS -0.55 -0.18 0.83 0.81 0.13 0.80 -0.75 -0.92 0.12 0.47 -0.89 -0.35 -0.86 0.75 -0.12 -0.79 0.72 0.18 0.62 -0.32 0.89 -0.54 -0.76 -0.66 0.52 -0.77 0.51 -0.28 -0.03 0.98 0.39 -0.77 -0.65

39 parameters3

9 p

ara

me

ters

Page 37: Process-based modelling of vegetations and uncertainty quantification Marcel van Oijen (CEH-Edinburgh) Statistics for Environmental Evaluation Glasgow,

3.14 Continued calibration when new data become 3.14 Continued calibration when new data become availableavailable

3.14 Continued calibration when new data become 3.14 Continued calibration when new data become availableavailable

DataBayesiancalibration

DataBayesiancalibration

0 5

x 10-3

0

2000

4000

CB0T0 0.005 0.01

0

2000

4000

CL0T0 0.005 0.01

0

2000

4000

CR0T

Prior param e te r m arginal probability distributions (be ta)

0 5

x 10-3

0

2000

4000

CS0T0.4 0.6 0.80

1000

2000

B ETA300 350 4000

1000

2000

CO20

0.25 0.3 0.350

1000

2000

FB0.25 0.3 0.350

1000

2000

FLM AX0.25 0.3 0.350

1000

2000

FS0.4 0.6 0.80

1000

2000

GAM M A5 10 15

0

1000

2000

KCA0.35 0.4 0.45

0

1000

2000

K CA EXP

0 2 4

x 10-4

0

1000

2000

K DB T0 0.5 1

x 10-3

0

1000

2000

K DRT0 10 20

0

2000

4000

K H0.2 0.3 0.40

1000

2000

K HE XP0 1 2

x 10-3

0

1000

2000

K NM INT0 1 2

x 10-3

0

1000

2000

K NUPTT

0.02 0.03 0.040

1000

2000

K TA10 20 30

0

1000

2000

K TB0 0.5 1

0

1000

2000

K EXTT4 6 8

0

2000

4000

LA IM AXT1 2 3

x 10-3

0

1000

2000

LUET0.01 0.02 0.030

1000

2000

NCLM INT

0.02 0.04 0.060

1000

2000

NCLM AXT0.02 0.03 0.040

1000

2000

NCRT0 1 2

x 10-3

0

1000

2000

NCW T0 20 40

0

2000

4000

S LA T4 6 8

0

1000

2000

TRA NCOT150 200 2500

1000

2000

W OODDENS

0 0.5 10

1000

2000

CLITT06 8 10

0

1000

2000

CSOM F01 2 3

0

1000

2000

CS OMS 00 0.01 0.02

0

1000

2000

NLITT00.2 0.3 0.40

1000

2000

NSOM F00 0.1 0.2

0

1000

2000

NSOM S 0

0 1 2

x 10-3

0

1000

2000

NMIN00.4 0.6 0.80

1000

2000

FLITTS OM F0 0.05 0.1

0

2000

4000

FS OMFS OM S0 2 4

x 10-3

0

1000

2000

K DLITT0 1 2

x 10-4

0

1000

2000

KDS OM F0 1 2

x 10-5

0

1000

2000

KDS OM S

0 1 2 3

x 104

0

500

1000

Vo

lT

ot (m

3 h

a-1

)

0 1 2 3

x 104

0

500

1000

Vo

l (m

3 h

a-1

)

0 1 2 3

x 104

0

10

20

30

Ctre

eT

ot (k

g m

-2

)

0 1 2 3

x 104

0

10

20

30

Ctre

e (k

g m

-2

)

0 1 2 3

x 104

0

5

10

Cs

te

m (k

g m

-2

)

0 1 2 3

x 104

0

1

2

Cb

ra

nc

h (k

g m

-2

)

0 1 2 3

x 104

0

0.5

1

Cle

af (k

g m

-2

)

0 1 2 3

x 104

0

2

4

Cro

ot (k

g m

-2

)

0 1 2 3

x 104

0

10

20

30

h (m

)

0 1 2 3

x 104

0

2

4

LA

I (m

2 m

-2

)

Time0 1 2 3

x 104

0

5

10

15

Cs

oil

(k

g m

-2

)

Time0 1 2 3

x 104

0

0.2

0.4

0.6

Ns

oil (k

g m

-2

)

Time

0 0.5 1

x 10-3

0

1000

2000

CB 0T0 1 2

x 10-3

0

1000

2000

CL0T0 2 4

x 10-3

0

1000

2000

CR0T

Param e ter m arginal probability distributions

0 1 2

x 10-3

0

500

1000

CS 0T0.4 0.6 0.80

500

1000

BE TA300 350 4000

500

1000

CO20

0.25 0.3 0.350

500

1000

FB0.25 0.3 0.350

1000

2000

FLMAX0.25 0.3 0.350

1000

2000

FS0.4 0.6 0.80

500

1000

GAM MA5 10 15

0

500

1000

KCA0.35 0.4 0.45

0

500

1000

K CAE XP

0 2 4

x 10-4

0

500

1000

KDBT0 5

x 10-4

0

1000

2000

KDRT0 5 10

0

500

1000

KH0.2 0.3 0.40

500

1000

KHEXP0 1 2

x 10-3

0

500

1000

KNM INT0 1 2

x 10-3

0

500

1000

K NUPTT

0.02 0.03 0.040

500

1000

K TA10 20 30

0

500

1000

K TB0 0.5 1

0

1000

2000

K EXTT4 6 8

0

1000

2000

LAIMA XT1 2 3

x 10-3

0

500

1000

LUET0.01 0.02 0.030

1000

2000

NCLM INT

0.02 0.04 0.060

500

1000

NCLMA XT0.02 0.03 0.040

1000

2000

NCRT0.5 1 1.5

x 10-3

0

500

1000

NCW T6 8 10

0

1000

2000

S LAT4 6 8

0

500

1000

TRANCOT150 200 2500

1000

2000

W OODDENS

0 0.5 10

500

1000

CLITT06 8 10

0

500

1000

CSOM F01 2 3

0

500

1000

CSOMS00 0.01 0.02

0

500

1000

NLITT00.2 0.3 0.40

1000

2000

NS OM F00 0.1 0.2

0

500

1000

NS OM S0

0 1 2

x 10-3

0

1000

2000

NMIN00.4 0.6 0.80

500

1000

FLITTSOMF0 0.05 0.1

0

500

1000

FS OM FSOMS0 2 4

x 10-3

0

1000

2000

KDLITT0 1 2

x 10-4

0

500

1000

KDSOM F0 1 2

x 10-5

0

500

1000

KDSOM S

0 1 2 3

x 104

0

500

1000

Vo

lTo

t (m

3 h

a-1

)

0 1 2 3

x 104

0

500

1000

Vo

l (m

3 h

a-1

)

0 1 2 3

x 104

0

10

20

30

Ctre

eT

ot (k

g m

-2

)

0 1 2 3

x 104

0

10

20

30

Ctre

e (k

g m

-2

)

0 1 2 3

x 104

0

5

10

Cs

te

m (k

g m

-2

)

0 1 2 3

x 104

0

1

2

Cb

ra

nc

h (k

g m

-2

)

0 1 2 3

x 104

0

0.5

1

Cle

af (k

g m

-2

)

0 1 2 3

x 104

0

2

4

Cro

ot (k

g m

-2

)

0 1 2 3

x 104

0

10

20

30

h (m

)

0 1 2 3

x 104

0

2

4

LA

I (m

2 m

-2

)

Time0 1 2 3

x 104

0

5

10

15

Cs

oil (k

g m

-2

)

Time0 1 2 3

x 104

0

0.2

0.4

0.6

Ns

oil

(k

g m

-2

)

Time

Prior pdf

Posterior pdf

Bayesiancalibration

Prior pdf

Dodd WoodDodd Wood

Newdata

RheolaRheola

Page 38: Process-based modelling of vegetations and uncertainty quantification Marcel van Oijen (CEH-Edinburgh) Statistics for Environmental Evaluation Glasgow,

3.14 Continued calibration when new data become 3.14 Continued calibration when new data become availableavailable

3.14 Continued calibration when new data become 3.14 Continued calibration when new data become availableavailable

DataBayesiancalibration

DataBayesiancalibration

0 5

x 10-3

0

2000

4000

CB0T0 0.005 0.01

0

2000

4000

CL0T0 0.005 0.01

0

2000

4000

CR0T

Prior param eter m arginal probability distributions (beta)

0 5

x 10-3

0

2000

4000

CS0T0.4 0.6 0.80

1000

2000

BETA300 350 4000

1000

2000

CO20

0.25 0.3 0.350

1000

2000

FB0.25 0.3 0.350

1000

2000

FLMAX0.25 0.3 0.350

1000

2000

FS0.4 0.6 0.80

1000

2000

GAMMA5 10 15

0

1000

2000

KCA0.35 0.4 0.45

0

1000

2000

KCAEXP

0 2 4

x 10-4

0

1000

2000

KDBT0 0.5 1

x 10-3

0

1000

2000

KDRT0 10 20

0

2000

4000

KH0.2 0.3 0.40

1000

2000

KHEXP0 1 2

x 10-3

0

1000

2000

KNMINT0 1 2

x 10-3

0

1000

2000

KNUPTT

0.02 0.03 0.040

1000

2000

KTA10 20 30

0

1000

2000

KTB0 0.5 1

0

1000

2000

KEXTT4 6 8

0

2000

4000

LAIMAXT1 2 3

x 10-3

0

1000

2000

LUET0.01 0.02 0.030

1000

2000

NCLMINT

0.02 0.04 0.060

1000

2000

NCLMAXT0.02 0.03 0.040

1000

2000

NCRT0 1 2

x 10-3

0

1000

2000

NCW T0 20 40

0

2000

4000

SLAT4 6 8

0

1000

2000

TRANCOT150 200 2500

1000

2000

W OODDENS

0 0.5 10

1000

2000

CLITT06 8 10

0

1000

2000

CSOMF01 2 3

0

1000

2000

CSOMS00 0.01 0.02

0

1000

2000

NLITT00.2 0.3 0.40

1000

2000

NSOMF00 0.1 0.2

0

1000

2000

NSOMS0

0 1 2

x 10-3

0

1000

2000

NMIN00.4 0.6 0.80

1000

2000

FLITTSOMF0 0.05 0.1

0

2000

4000

FSOMFSOMS0 2 4

x 10-3

0

1000

2000

KDLITT0 1 2

x 10-4

0

1000

2000

KDSOMF0 1 2

x 10-5

0

1000

2000

KDSOMS

0 1 2 3

x 104

0

500

1000

Vo

lT

ot (m

3 h

a-1

)

0 1 2 3

x 104

0

500

1000

Vo

l (m

3 h

a-1

)

0 1 2 3

x 104

0

10

20

30

Ctre

eT

ot (k

g m

-2

)

0 1 2 3

x 104

0

10

20

30

Ctre

e (k

g m

-2

)

0 1 2 3

x 104

0

5

10

Cs

te

m (k

g m

-2

)

0 1 2 3

x 104

0

1

2

Cb

ra

nc

h (k

g m

-2

)

0 1 2 3

x 104

0

0.5

1

Cle

af (k

g m

-2

)

0 1 2 3

x 104

0

2

4

Cro

ot (k

g m

-2

)

0 1 2 3

x 104

0

10

20

30

h (m

)

0 1 2 3

x 104

0

2

4

LA

I (m

2 m

-2

)

Time0 1 2 3

x 104

0

5

10

15

Cs

oil (k

g m

-2

)

Time0 1 2 3

x 104

0

0.2

0.4

0.6

Ns

oil (k

g m

-2

)

Time

0 0.5 1

x 10-3

0

1000

2000

CB0T0 1 2

x 10-3

0

1000

2000

CL0T0 2 4

x 10-3

0

1000

2000

CR0T

Parameter marginal probability distributions

0 1 2

x 10-3

0

500

1000

CS0T0.4 0.6 0.80

500

1000

BETA300 350 4000

500

1000

CO20

0.25 0.3 0.350

500

1000

FB0.25 0.3 0.350

1000

2000

FLMAX0.25 0.3 0.350

1000

2000

FS0.4 0.6 0.80

500

1000

GAMMA5 10 15

0

500

1000

KCA0.35 0.4 0.45

0

500

1000

KCAEXP

0 2 4

x 10-4

0

500

1000

KDBT0 5

x 10-4

0

1000

2000

KDRT0 5 10

0

500

1000

KH0.2 0.3 0.40

500

1000

KHEXP0 1 2

x 10-3

0

500

1000

KNMINT0 1 2

x 10-3

0

500

1000

KNUPTT

0.02 0.03 0.040

500

1000

KTA10 20 30

0

500

1000

KTB0 0.5 1

0

1000

2000

KEXTT4 6 8

0

1000

2000

LAIMAXT1 2 3

x 10-3

0

500

1000

LUET0.01 0.02 0.030

1000

2000

NCLMINT

0.02 0.04 0.060

500

1000

NCLMAXT0.02 0.03 0.040

1000

2000

NCRT0.5 1 1.5

x 10-3

0

500

1000

NCW T6 8 10

0

1000

2000

SLAT4 6 8

0

500

1000

TRANCOT150 200 2500

1000

2000

W OODDENS

0 0.5 10

500

1000

CLITT06 8 10

0

500

1000

CSOMF01 2 3

0

500

1000

CSOMS00 0.01 0.02

0

500

1000

NLITT00.2 0.3 0.40

1000

2000

NSOMF00 0.1 0.2

0

500

1000

NSOMS0

0 1 2

x 10-3

0

1000

2000

NMIN00.4 0.6 0.80

500

1000

FLITTSOMF0 0.05 0.1

0

500

1000

FSOMFSOMS0 2 4

x 10-3

0

1000

2000

KDLITT0 1 2

x 10-4

0

500

1000

KDSOMF0 1 2

x 10-5

0

500

1000

KDSOMS

0 1 2 3

x 104

0

500

1000

Vo

lT

ot (m

3 h

a-1

)

0 1 2 3

x 104

0

500

1000

Vo

l (m

3 h

a-1

)

0 1 2 3

x 104

0

10

20

30

Ctre

eT

ot (k

g m

-2

)

0 1 2 3

x 104

0

10

20

30

Ctre

e (k

g m

-2

)

0 1 2 3

x 104

0

5

10

Cs

te

m (k

g m

-2

)

0 1 2 3

x 104

0

1

2

Cb

ra

nc

h (k

g m

-2

)

0 1 2 3

x 104

0

0.5

1

Cle

af (k

g m

-2

)

0 1 2 3

x 104

0

2

4

Cro

ot (k

g m

-2

)

0 1 2 3

x 104

0

10

20

30

h (m

)

0 1 2 3

x 104

0

2

4

LA

I (m

2 m

-2

)

Time0 1 2 3

x 104

0

5

10

15

Cs

oil (k

g m

-2

)

Time0 1 2 3

x 104

0

0.2

0.4

0.6

Ns

oil (k

g m

-2

)

Time

Newdata

Bayesiancalibration

Prior pdf

Posterior pdf

Prior pdf

Dodd WoodDodd Wood

0 0.5 1

x 10-3

0

500

CB0T0 1 2

x 10-3

0

500

CL0T0 5

x 10-3

0500

1000

CR0T

Parameter marginal probability distributions (truncated normal)

0 1 2

x 10-3

0

500

CS0T0.4 0.6 0.80

500

BETA300 350 4000

5001000

CO20

0.25 0.3 0.350

500

FB0.25 0.3 0.350

5001000

FLMAX0.25 0.3 0.350

500

FS0.4 0.6 0.80

500

GAMMA5 10 15

0

500

KCA0.350.4 0.45

0500

1000

KCAEXP

0 2 4

x 10-4

0

500

KDBT0 2 4

x 10-4

0

500

KDRT0 5 10

0

500

KH0.2 0.3 0.40

200400

KHEXP0 1 2

x 10-3

0

500

KNMINT0 1 2

x 10-3

0500

1000

KNUPTT

0.02 0.03 0.040

500

KTA10 20 30

0

500

KTB0 0.5 1

0

500

KEXTT4 6 8

0

500

LAIMAXT1 2 3

x 10-3

0500

1000

LUET0.01 0.02 0.030

5001000

NCLMINT

0.02 0.04 0.060

500

NCLMAXT0.02 0.025 0.030

200400

NCRT0.5 1 1.5

x 10-3

0

500

NCWT6 8 10

0

500

SLAT4 6 8

0

500

TRANCOT150 200 2500

500

WOODDENS

0 0.5 10

500

CLITT06 8 10

0200400

CSOMF01 2 3

0200400

CSOMS00 0.01 0.02

0

500

NLITT00.2 0.3 0.40

500

NSOMF00 0.1 0.2

0

500

NSOMS0

0 1 2

x 10-3

0500

1000

NMIN00.4 0.6 0.80

500

FLITTSOMF0 0.05 0.1

0500

1000

FSOMFSOMS0 2 4

x 10-3

0500

1000

KDLITT0 1 2

x 10-4

0

500

KDSOMF0 1 2

x 10-5

0500

1000

KDSOMS

RheolaRheola

0 0.5 1 1.5 2 2.5

x 104

0200

400

600800

VolT

ot

0 0.5 1 1.5 2 2.5

x 104

0

200

400

Vol

Model "basforc9": Expectation +- s.d. and MAP-output

0 0.5 1 1.5 2 2.5

x 104

0

10

20

30

Ctr

eeT

ot

0 0.5 1 1.5 2 2.5

x 104

0

5

10

15

Ctr

ee

0 0.5 1 1.5 2 2.5

x 104

0

2

4

6

8

Cste

m

0 0.5 1 1.5 2 2.5

x 104

0

0.5

1

1.5

Cbra

nch

0 0.5 1 1.5 2 2.5

x 104

0

0.2

0.4

0.6

Cle

af

0 0.5 1 1.5 2 2.5

x 104

0

2

4

Cro

ot

0 0.5 1 1.5 2 2.5

x 104

5

10

15

20

h

0 0.5 1 1.5 2 2.5

x 104

0

1

2

LA

I

Time0 0.5 1 1.5 2 2.5

x 104

8

10

12

14

Csoil

Time0 0.5 1 1.5 2 2.5

x 104

0.3

0.4

0.5

Nsoil

Time

Page 39: Process-based modelling of vegetations and uncertainty quantification Marcel van Oijen (CEH-Edinburgh) Statistics for Environmental Evaluation Glasgow,

3.15 Bayesian projects at CEH-Edinburgh3.15 Bayesian projects at CEH-Edinburgh3.15 Bayesian projects at CEH-Edinburgh3.15 Bayesian projects at CEH-Edinburgh

• Selection of forest models(NitroEurope team)

• Data Assimilation forest EC data (David Cameron, Mat Williams)

• Risk of frost damage in grassland (Stig Morten Thorsen, Anne-Grete Roer, MvO)

• Uncertainty in agricultural soil models (Lehuger, Reinds, MvO)

• Uncertainty in UK C-sequestration(MvO, Jonty Rougier, Ron Smith, Tommy Brown, Amanda Thomson)

Parameterization and uncertainty

quantification of 3-PG model of forest

growth & C-stock(Genevieve Patenaude,

Ronnie Milne, M. v.Oijen)Uncertainty in

earth system resilience

(Clare Britton & David Cameron)

[CO2]

Time

Page 40: Process-based modelling of vegetations and uncertainty quantification Marcel van Oijen (CEH-Edinburgh) Statistics for Environmental Evaluation Glasgow,

3.16 BASFOR: forest C-sequestration 1920-3.16 BASFOR: forest C-sequestration 1920-20002000

3.16 BASFOR: forest C-sequestration 1920-3.16 BASFOR: forest C-sequestration 1920-20002000

0.797-1.39

1.39-1.97

1.97-2.56

2.56-3.15

3.15-3.74

3.74-4.33

4.33-4.92

4.92-5.51

5.51-6.09

6.09-6.68

N(soil) (kg/m2)

- Uncertainty due to model parameters only, NOT uncertainty in inputs / upscaling

Soil N-content C-sequestration Uncertainty of C-sequestration

Page 41: Process-based modelling of vegetations and uncertainty quantification Marcel van Oijen (CEH-Edinburgh) Statistics for Environmental Evaluation Glasgow,

3.18 What kind of measurements 3.18 What kind of measurements would have reduced uncertainty would have reduced uncertainty

the most ?the most ?

3.18 What kind of measurements 3.18 What kind of measurements would have reduced uncertainty would have reduced uncertainty

the most ?the most ?

Page 42: Process-based modelling of vegetations and uncertainty quantification Marcel van Oijen (CEH-Edinburgh) Statistics for Environmental Evaluation Glasgow,

3.19 Prior predictive uncertainty & height-data3.19 Prior predictive uncertainty & height-data3.19 Prior predictive uncertainty & height-data3.19 Prior predictive uncertainty & height-data

0 5000 10000 150000

5

10

15

20

h

0 5000 10000 150000

5

10

Cw

BASFOR: Predictive uncertainty

0 5000 10000 150000

0.5

1

1.5

Cl

0 5000 10000 150000

1

2

3

Cr

0 5000 10000 15000-0.5

0

0.5

1

1.5

NP

Py

0 5000 10000 150000

5

10

LAI

0 5000 10000 150000

0.05

0.1

0.15

Ntr

ee

0 5000 10000 150000

0.02

0.04

0.06

NC

l

0 5000 10000 150000

5

10

Cso

il

0 5000 10000 150000

0.2

0.4

0.6

Nso

il

Time0 5000 10000 15000

0

0.05

0.1

0.15

0.2

Nm

in

Time0 5000 10000 15000

0

50

100

150

Min

y

Time

Height BiomassPrior pred. uncertainty

Height data Skogaby

Page 43: Process-based modelling of vegetations and uncertainty quantification Marcel van Oijen (CEH-Edinburgh) Statistics for Environmental Evaluation Glasgow,

3.20 Prior & posterior uncertainty: use of height 3.20 Prior & posterior uncertainty: use of height datadata

3.20 Prior & posterior uncertainty: use of height 3.20 Prior & posterior uncertainty: use of height datadata

0 5000 10000 150000

5

10

15

20

h

0 5000 10000 150000

5

10

Cw

BASFOR: Predictive uncertainty

0 5000 10000 150000

0.5

1

1.5

Cl

0 5000 10000 150000

1

2

3

Cr

0 5000 10000 15000-0.5

0

0.5

1

1.5

NP

Py

0 5000 10000 150000

5

10

LAI

0 5000 10000 150000

0.05

0.1

0.15

Ntr

ee

0 5000 10000 150000

0.02

0.04

0.06

NC

l

0 5000 10000 150000

5

10

Cso

il

0 5000 10000 150000

0.2

0.4

0.6

Nso

il

Time0 5000 10000 15000

0

0.05

0.1

0.15

0.2

Nm

in

Time0 5000 10000 15000

0

50

100

150

Min

y

Time

Height BiomassPrior pred. uncertainty

Posterior uncertainty (using height data)

Height data Skogaby

Page 44: Process-based modelling of vegetations and uncertainty quantification Marcel van Oijen (CEH-Edinburgh) Statistics for Environmental Evaluation Glasgow,

3.20 Prior & posterior uncertainty: use of height 3.20 Prior & posterior uncertainty: use of height datadata

3.20 Prior & posterior uncertainty: use of height 3.20 Prior & posterior uncertainty: use of height datadata

0 5000 10000 150000

5

10

15

20

h

0 5000 10000 150000

5

10

Cw

BASFOR: Predictive uncertainty

0 5000 10000 150000

0.5

1

1.5

Cl

0 5000 10000 150000

1

2

3

Cr

0 5000 10000 15000-0.5

0

0.5

1

1.5

NP

Py

0 5000 10000 150000

5

10

LAI

0 5000 10000 150000

0.05

0.1

0.15

Ntr

ee

0 5000 10000 150000

0.02

0.04

0.06

NC

l

0 5000 10000 150000

5

10

Cso

il

0 5000 10000 150000

0.2

0.4

0.6

Nso

il

Time0 5000 10000 15000

0

0.05

0.1

0.15

0.2

Nm

in

Time0 5000 10000 15000

0

50

100

150

Min

y

Time

Height BiomassPrior pred. uncertainty

Posterior uncertainty (using height data)

Height data (hypothet.)

Page 45: Process-based modelling of vegetations and uncertainty quantification Marcel van Oijen (CEH-Edinburgh) Statistics for Environmental Evaluation Glasgow,

3.20 Prior & posterior uncertainty: use of height 3.20 Prior & posterior uncertainty: use of height datadata

3.20 Prior & posterior uncertainty: use of height 3.20 Prior & posterior uncertainty: use of height datadata

0 5000 10000 150000

5

10

15

20

h

0 5000 10000 150000

5

10

Cw

BASFOR: Predictive uncertainty

0 5000 10000 150000

0.5

1

1.5

Cl

0 5000 10000 150000

1

2

3

Cr

0 5000 10000 15000-0.5

0

0.5

1

1.5N

PP

y

0 5000 10000 150000

5

10

LAI

0 5000 10000 150000

0.05

0.1

0.15

Ntr

ee

0 5000 10000 150000

0.02

0.04

0.06

NC

l

0 5000 10000 150000

5

10

Cso

il

0 5000 10000 150000

0.2

0.4

0.6

Nso

il

Time0 5000 10000 15000

0

0.05

0.1

0.15

0.2

Nm

in

Time0 5000 10000 15000

0

50

100

150

Min

y

Time

Height BiomassPrior pred. uncertainty

Posterior uncertainty (using height data)

Posterior uncertainty (using precision height data)

Page 46: Process-based modelling of vegetations and uncertainty quantification Marcel van Oijen (CEH-Edinburgh) Statistics for Environmental Evaluation Glasgow,

3.22 Summary for BC vs tuning3.22 Summary for BC vs tuning3.22 Summary for BC vs tuning3.22 Summary for BC vs tuning

Model tuning1. Define parameter ranges

(permitted values)2. Select parameter values

that give model output closest (r2, RMSE, …) to data

3. Do the model study with the tuned parameters (i.e. no model output uncertainty)

Bayesian calibration1. Define parameter pdf’s2. Define data pdf’s

(probable measurement errors)

3. Use Bayes’ Theorem to calculate posterior parameter pdf

4. Do all future model runs with samples from the parameter pdf (i.e. quantify uncertainty of model results)

BC can use data to reduce parameter

uncertainty for any process-based model

Page 47: Process-based modelling of vegetations and uncertainty quantification Marcel van Oijen (CEH-Edinburgh) Statistics for Environmental Evaluation Glasgow,

4. Bayesian Model Comparison (BMC)4. Bayesian Model Comparison (BMC)4. Bayesian Model Comparison (BMC)4. Bayesian Model Comparison (BMC)

Page 48: Process-based modelling of vegetations and uncertainty quantification Marcel van Oijen (CEH-Edinburgh) Statistics for Environmental Evaluation Glasgow,

4.1 Multiple models -> structural 4.1 Multiple models -> structural uncertaintyuncertainty

4.1 Multiple models -> structural 4.1 Multiple models -> structural uncertaintyuncertainty

bgc

century

hybrid

bgc

0.0

0.1

0.2

0.3

0.4

century

Freq

uenc

y

0.0

0.1

0.2

0.3

0.4

hybrid

-40 -20 0 20 40 60 80

0.0

0.1

0.2

0.3

0.4

Ctotal / Ndepositedkg C (kg N)-1NdepUE (kg C kg-1 N)

[Levy et al, 2004]

Page 49: Process-based modelling of vegetations and uncertainty quantification Marcel van Oijen (CEH-Edinburgh) Statistics for Environmental Evaluation Glasgow,

4.2 Bayesian comparison of two models4.2 Bayesian comparison of two models4.2 Bayesian comparison of two models4.2 Bayesian comparison of two models

Bayes Theorem for model probab.:P(M|D) = P(M) P(D|M) / P(D)

The “Integrated likelihood” P(D|Mi) can be approximated from the MCMC sample of

outputs for model Mi (*)

Soil

Trees

H2OC

Atmosphere

H2O

H2OC

Nutr.

Subsoil (or run-off)

H2OC

Nutr.

Nutr.

Nutr.

Model 1

Soil

Trees

H2OC

Atmosphere

H2O

H2OC

Nutr.

Subsoil (or run-off)

H2OC

Nutr.

Nutr.

Nutr.

Model 2

P(M2|D) / P(M1|D) = P(D|M2) / P(D|M1)

The “Bayes Factor” P(D|M2) / P(D|M1) quantifies how the data D change the

odds of M2 over M1

P(M1) = P(M2) = ½

(*)

MCMCMCMC

MCMC

MCMCi

MCMCi

M

DP

n

DPPP

DPDPP

P

w

DPwdDPPMDP

)|(1

)|()()(

)|()|()(

)()|(

)|()()|()(

harmonic mean of likelihoods in MCMC-sample (Kass & Raftery, 1995)

Page 50: Process-based modelling of vegetations and uncertainty quantification Marcel van Oijen (CEH-Edinburgh) Statistics for Environmental Evaluation Glasgow,

4.3 BMC: Tuomi et al. 20074.3 BMC: Tuomi et al. 20074.3 BMC: Tuomi et al. 20074.3 BMC: Tuomi et al. 2007

Page 51: Process-based modelling of vegetations and uncertainty quantification Marcel van Oijen (CEH-Edinburgh) Statistics for Environmental Evaluation Glasgow,

4.4 Bayes Factor for two big forest models4.4 Bayes Factor for two big forest models4.4 Bayes Factor for two big forest models4.4 Bayes Factor for two big forest models

MCMC 5000 steps

MCMC 5000 steps

0 2 4

x 10-3

0200400

CL02 4 6

x 10-3

0100200

CR00 0.005 0.01

0200400

CW0

Parameter marginal probability distributions (truncated normal)

0.4 0.6 0.80

100200

BETA300 350 4000

100200

CO200.25 0.3 0.350

100200

FLMAX

0.5 0.6 0.70

100200

FW0.4 0.6 0.80

100200

GAMMA0 2 4

0100200

KCA0 0.5 1

0100200

KCAEXP0 0.5 1

x 10-3

0100200

KDL0 0.5 1

x 10-3

0100200

KDR

2 4 6

x 10-5

0100200

KDW3 4 5

0100200

KH0.2 0.3 0.40

100200

KHEXP4 6 8

x 10-3

0100200

KLAIMAX0 1 2

x 10-3

0100200

KNMIN0 1 2

x 10-3

0100200

KNUPT

0.02 0.03 0.040

100200

KTA10 20 30

0100200

KTB0.4 0.6 0.80

100200

KTREE2 2.5 3

x 10-3

0100200

LUE00.01 0.015 0.020

100200

NLCONMIN0.04 0.05 0.060

100200

NLCONMAX

0.02 0.03 0.040

100200

NRCON0 1 2

x 10-3

0100200

NWCON0 20 40

0100200

SLA0 0.5 1

0100200

CLITT06 8 10

0100200

CSOMF01 2 3

0100200

CSOMS0

0 0.01 0.020

100200

NLITT00.2 0.3 0.40

100200

NSOMF00 0.1 0.2

0100200

NSOMS00 1 2

x 10-3

0200400

NMIN00.4 0.6 0.80

100200

FLITTSOMF0 0.05 0.1

0200400

FSOMFSOMS

0 2 4

x 10-3

0200400

KDLITT0 0.5 1

x 10-4

0100200

KDSOMF0 1 2

x 10-5

0100200

KDSOMS

0 1 2

x 10-3

0100200

CB0T0 5

x 10-3

0100200

CL0T0 2 4

x 10-3

0100200

CR0T

Parameter marginal probability distributions (truncated normal)

0 1 2

x 10-3

0100200

CS0T0.4 0.6 0.80

100200

BETA300 350 4000

100200

CO20

0.25 0.3 0.350

100200

FB0.25 0.3 0.350

100200

FLMAX0.25 0.3 0.350

100200

FS0.4 0.6 0.80

100200

GAMMA0 2 4

0100200

KCA0.4 0.6 0.80

100200

KCAEXP

0.5 1 1.5

x 10-4

0100200

KDBT0 5

x 10-4

0100200

KDRT2 4 6

0100200

KH0.2 0.3 0.40

50100

KHEXP0 1 2

x 10-3

0100200

KNMINT0 1 2

x 10-3

0100200

KNUPTT

0.02 0.03 0.040

100200

KTA10 20 30

0100200

KTB0.4 0.6 0.80

100200

KEXTT4 6 8

0100200

LAIMAXT2 2.5 3

x 10-3

0100200

LUET0.01 0.015 0.020

100200

NCLMINT

0.04 0.05 0.060

50100

NCLMAXT0.02 0.03 0.040

100200

NCRT0 1 2

x 10-3

050

100

NCWT10 20 30

050

100

SLAT4 6 8

0100200

TRANCOT0 0.5 1

0100200

CLITT0

6 8 100

100200

CSOMF01 2 3

050

100

CSOMS00 0.01 0.02

0100200

NLITT00.2 0.3 0.40

100200

NSOMF00 0.1 0.2

0100200

NSOMS00 1 2

x 10-3

0100200

NMIN0

0.4 0.6 0.80

50100

FLITTSOMF0 0.05 0.1

0100200

FSOMFSOMS0 2 4

x 10-3

0100200

KDLITT0 1 2

x 10-4

0100200

KDSOMF0 0.5 1

x 10-5

0100200

KDSOMS

Calculation of P(D|BASFOR)

Skogaby

Rajec

Skogaby

Rajec

Calculation of P(D|BASFOR+)

Data Rajec: Emil Klimo

Page 52: Process-based modelling of vegetations and uncertainty quantification Marcel van Oijen (CEH-Edinburgh) Statistics for Environmental Evaluation Glasgow,

4.5 Bayes Factor for two big forest models4.5 Bayes Factor for two big forest models4.5 Bayes Factor for two big forest models4.5 Bayes Factor for two big forest models

MCMC 5000 steps

MCMC 5000 steps

0 2 4

x 10-3

0200400

CL02 4 6

x 10-3

0100200

CR00 0.005 0.01

0200400

CW0

Parameter marginal probability distributions (truncated normal)

0.4 0.6 0.80

100200

BETA300 350 4000

100200

CO200.25 0.3 0.350

100200

FLMAX

0.5 0.6 0.70

100200

FW0.4 0.6 0.80

100200

GAMMA0 2 4

0100200

KCA0 0.5 1

0100200

KCAEXP0 0.5 1

x 10-3

0100200

KDL0 0.5 1

x 10-3

0100200

KDR

2 4 6

x 10-5

0100200

KDW3 4 5

0100200

KH0.2 0.3 0.40

100200

KHEXP4 6 8

x 10-3

0100200

KLAIMAX0 1 2

x 10-3

0100200

KNMIN0 1 2

x 10-3

0100200

KNUPT

0.02 0.03 0.040

100200

KTA10 20 30

0100200

KTB0.4 0.6 0.80

100200

KTREE2 2.5 3

x 10-3

0100200

LUE00.01 0.015 0.020

100200

NLCONMIN0.04 0.05 0.060

100200

NLCONMAX

0.02 0.03 0.040

100200

NRCON0 1 2

x 10-3

0100200

NWCON0 20 40

0100200

SLA0 0.5 1

0100200

CLITT06 8 10

0100200

CSOMF01 2 3

0100200

CSOMS0

0 0.01 0.020

100200

NLITT00.2 0.3 0.40

100200

NSOMF00 0.1 0.2

0100200

NSOMS00 1 2

x 10-3

0200400

NMIN00.4 0.6 0.80

100200

FLITTSOMF0 0.05 0.1

0200400

FSOMFSOMS

0 2 4

x 10-3

0200400

KDLITT0 0.5 1

x 10-4

0100200

KDSOMF0 1 2

x 10-5

0100200

KDSOMS

0 1 2

x 10-3

0100200

CB0T0 5

x 10-3

0100200

CL0T0 2 4

x 10-3

0100200

CR0T

Parameter marginal probability distributions (truncated normal)

0 1 2

x 10-3

0100200

CS0T0.4 0.6 0.80

100200

BETA300 350 4000

100200

CO20

0.25 0.3 0.350

100200

FB0.25 0.3 0.350

100200

FLMAX0.25 0.3 0.350

100200

FS0.4 0.6 0.80

100200

GAMMA0 2 4

0100200

KCA0.4 0.6 0.80

100200

KCAEXP

0.5 1 1.5

x 10-4

0100200

KDBT0 5

x 10-4

0100200

KDRT2 4 6

0100200

KH0.2 0.3 0.40

50100

KHEXP0 1 2

x 10-3

0100200

KNMINT0 1 2

x 10-3

0100200

KNUPTT

0.02 0.03 0.040

100200

KTA10 20 30

0100200

KTB0.4 0.6 0.80

100200

KEXTT4 6 8

0100200

LAIMAXT2 2.5 3

x 10-3

0100200

LUET0.01 0.015 0.020

100200

NCLMINT

0.04 0.05 0.060

50100

NCLMAXT0.02 0.03 0.040

100200

NCRT0 1 2

x 10-3

050

100

NCWT10 20 30

050

100

SLAT4 6 8

0100200

TRANCOT0 0.5 1

0100200

CLITT0

6 8 100

100200

CSOMF01 2 3

050

100

CSOMS00 0.01 0.02

0100200

NLITT00.2 0.3 0.40

100200

NSOMF00 0.1 0.2

0100200

NSOMS00 1 2

x 10-3

0100200

NMIN0

0.4 0.6 0.80

50100

FLITTSOMF0 0.05 0.1

0100200

FSOMFSOMS0 2 4

x 10-3

0100200

KDLITT0 1 2

x 10-4

0100200

KDSOMF0 0.5 1

x 10-5

0100200

KDSOMS

Calculation of P(D|BASFOR)

Calculation of P(D|BASFOR+)

Data Rajec: Emil Klimo

P(D|M1) = 7.2e-016

P(D|M2) = 5.8e-15

Bayes Factor = 7.8, so BASFOR+ supported by

the data

0 1 2 3 4

x 104

0

20

40

h

0 1 2 3 4

x 104

0

10

20

Cw

Model "BASFORC6e": Expectation +- s.d. and MAP-output

0 1 2 3 4

x 104

0

0.5

1

1.5

Cl

0 1 2 3 4

x 104

0

1

2

3C

r

0 1 2 3 4

x 104

0

0.5

1

1.5

NP

Py

0 1 2 3 4

x 104

0

10

20

30

LAI

0 1 2 3 4

x 104

0

0.05

0.1

Ntre

e

0 1 2 3 4

x 104

0

0.02

0.04

0.06

NC

l

0 1 2 3 4

x 104

0

10

20

30

Cso

il

0 1 2 3 4

x 104

0.2

0.4

0.6

0.8

Nso

il

Time0 1 2 3 4

x 104

-0.01

0

0.01

0.02

Nm

in

Time0 1 2 3 4

x 104

0

50

100

150

Min

y

Time

Page 53: Process-based modelling of vegetations and uncertainty quantification Marcel van Oijen (CEH-Edinburgh) Statistics for Environmental Evaluation Glasgow,

4.6 Summary of BMC: what do we need , what do 4.6 Summary of BMC: what do we need , what do we do?we do?

4.6 Summary of BMC: what do we need , what do 4.6 Summary of BMC: what do we need , what do we do?we do?

What do we need to carry out a BMC?

1. Multiple models: M1, … , Mn

2. For each model, a list of its parameters: θ1, … , θn

3. Data: D

What do we do with the models, parameters and data?

1. We express our uncertainty about the correctness of models, parameter values and data by means of probability distributions.

2. We apply the rules of probability theory to transfer the information from the data to the probability distributions for models and parameters

3. The result tells us which model is the most plausible, and what its parameter values are likely to be

Page 54: Process-based modelling of vegetations and uncertainty quantification Marcel van Oijen (CEH-Edinburgh) Statistics for Environmental Evaluation Glasgow,

5. Examples of BC & BMC in other 5. Examples of BC & BMC in other sciencessciences

5. Examples of BC & BMC in other 5. Examples of BC & BMC in other sciencessciences

Page 55: Process-based modelling of vegetations and uncertainty quantification Marcel van Oijen (CEH-Edinburgh) Statistics for Environmental Evaluation Glasgow,

Linear regression using least

squares

• Model: straight line• Prior: uniform

• Likelihood: Gaussian (iid)

BC, e.g. for spatiotemporal stochastic modelling with spatial correlations

included in the prior

=

Note:

• Realising that LS-regression is a special case of BC opens up possibilities to improve on it, e.g. by having more information in the prior or likelihood (Sivia 2005)

• All Maximum Likelihood estimation methods can be seen as limited forms of BC where the prior is ignored (uniform) and only the maximum value of the likelihood is identified (ignoring uncertainty)

Hierarchical modelling =

BC,except that uncertainty is ignored

5.1 Bayes in other disguises5.1 Bayes in other disguises5.1 Bayes in other disguises5.1 Bayes in other disguises

Page 56: Process-based modelling of vegetations and uncertainty quantification Marcel van Oijen (CEH-Edinburgh) Statistics for Environmental Evaluation Glasgow,

- Inverse modelling (e.g. to estimate emission rates from concentrations)

- Geostatistics, e.g. Bayesian kriging

- Data Assimilation (KF, EnKF etc.)

5.2 Bayes in other disguises (cont.)5.2 Bayes in other disguises (cont.)5.2 Bayes in other disguises (cont.)5.2 Bayes in other disguises (cont.)

Page 57: Process-based modelling of vegetations and uncertainty quantification Marcel van Oijen (CEH-Edinburgh) Statistics for Environmental Evaluation Glasgow,

5.3 Regional application of plot-scale models5.3 Regional application of plot-scale models5.3 Regional application of plot-scale models5.3 Regional application of plot-scale models

Upscaling method Model structure

Modelling uncertainty

1.

Stratify into homogeneous subregions & Apply

Unchanged P(θ) unchangedUpscaling unc.

2.

Apply to selected points (plots) & Interpolate

Unchanged (but extend w. geostatistical model)

P(θ) unchanged (Bayesian kriging only), Interpolation uncertainty

3.

Reinterpret the model as a regional one & Apply

Unchanged New BC using regional I-O data

4.

Summarise model behav. & Apply exhaustively (deterministic metamodel)

E.g. multivariate regression model or simple mechanistic

New BC needed of metamodel using plot-data

5.

As 4. (stochastic emulator)

E.g. Gaussian process emulator

Code uncertainty (Kennedy & O’H.)

6.

Summarise model behaviour & Embed in regional model

Unrelated new model

New BC using regional I-O data

Page 58: Process-based modelling of vegetations and uncertainty quantification Marcel van Oijen (CEH-Edinburgh) Statistics for Environmental Evaluation Glasgow,

6. The future of BC & 6. The future of BC & BMC?BMC?

6. The future of BC & 6. The future of BC & BMC?BMC?

Page 59: Process-based modelling of vegetations and uncertainty quantification Marcel van Oijen (CEH-Edinburgh) Statistics for Environmental Evaluation Glasgow,

6.1 Trends6.1 Trends6.1 Trends6.1 Trends

• More use of Bayesian approaches in all areas of environmental science

• Improvements in computational techniques for BC & BMC of slow process-based models

• Increasing use of hierarchical models (to represent complex prior pdf’s, or to represent spatial relationships)

• Replacement of informal methods (or methods that only approximate the full probability approach) by BMC

Page 60: Process-based modelling of vegetations and uncertainty quantification Marcel van Oijen (CEH-Edinburgh) Statistics for Environmental Evaluation Glasgow,

Bayes in climate scienceBayes in climate scienceBayes in climate scienceBayes in climate science

Page 61: Process-based modelling of vegetations and uncertainty quantification Marcel van Oijen (CEH-Edinburgh) Statistics for Environmental Evaluation Glasgow,

Improvements in Markov Chain Monte Carlo Improvements in Markov Chain Monte Carlo algorithmsalgorithms

Improvements in Markov Chain Monte Carlo Improvements in Markov Chain Monte Carlo algorithmsalgorithms

Page 62: Process-based modelling of vegetations and uncertainty quantification Marcel van Oijen (CEH-Edinburgh) Statistics for Environmental Evaluation Glasgow,

Hierarchical Bayesian modelling in ecologyHierarchical Bayesian modelling in ecologyHierarchical Bayesian modelling in ecologyHierarchical Bayesian modelling in ecology

See also:

Ogle, K. and J.J. Barber (2008) "Bayesian data-model integration in plant physiological and ecosystem ecology." Progress in Botany 69:281-311

Page 63: Process-based modelling of vegetations and uncertainty quantification Marcel van Oijen (CEH-Edinburgh) Statistics for Environmental Evaluation Glasgow,

Using BC to make model spin-up Using BC to make model spin-up unnecessaryunnecessary

Using BC to make model spin-up Using BC to make model spin-up unnecessaryunnecessary

(subm.)

Page 64: Process-based modelling of vegetations and uncertainty quantification Marcel van Oijen (CEH-Edinburgh) Statistics for Environmental Evaluation Glasgow,

Bayes & spaceBayes & spaceBayes & spaceBayes & space

Van Oijen, Thomson & Ewert (2009)

Page 65: Process-based modelling of vegetations and uncertainty quantification Marcel van Oijen (CEH-Edinburgh) Statistics for Environmental Evaluation Glasgow,

7. Summary, References, 7. Summary, References, DiscussionDiscussion

7. Summary, References, 7. Summary, References, DiscussionDiscussion

Page 66: Process-based modelling of vegetations and uncertainty quantification Marcel van Oijen (CEH-Edinburgh) Statistics for Environmental Evaluation Glasgow,

7.1 Summary of BC&BMC: What is the Bayesian 7.1 Summary of BC&BMC: What is the Bayesian approach?approach?

7.1 Summary of BC&BMC: What is the Bayesian 7.1 Summary of BC&BMC: What is the Bayesian approach?approach?

1. Express all uncertainties probabilistically Assign probability distributions to (1) data, (2) the collection of models, (3) the parameter-set of each individual model

2. Use the rules of probability theory to transfer the information from the data to the probability distributions for models and parameters

Main tool from probability theory to do this: Bayes’ Theorem

P(α|D) P(α) P(D|α)

Posterior is proportional to prior times likelihood

α = parameter set parameterisation (“Bayesian Calibration”, BC)

α = model set model evaluation (“Bayesian Model Comparison”, BMC)

Page 67: Process-based modelling of vegetations and uncertainty quantification Marcel van Oijen (CEH-Edinburgh) Statistics for Environmental Evaluation Glasgow,

7.2 Bayesian methods: References7.2 Bayesian methods: References7.2 Bayesian methods: References7.2 Bayesian methods: References

Bayes, T. (1763)

Metropolis, N. (1953)

Kass & Raftery (1995)

Green, E.J. / MacFarlane, D.W. / Valentine, H.T. , Strawderman, W.E. (1996, 1998, 1999, 2000)

Jansen, M. (1997)

Jaynes, E.T. (2003)

Van Oijen et al. (2005)

Bayes’ Theorem

MCMC

BMC

Forest models

Crop models

Probability theory

Complex process-based models, MCMC

Page 68: Process-based modelling of vegetations and uncertainty quantification Marcel van Oijen (CEH-Edinburgh) Statistics for Environmental Evaluation Glasgow,

Bayesian Calibration (BC) and Bayesian Model Comparison (BMC) of process-based models: Theory, implementation and guidelines

Freely downloadable from http://nora.nerc.ac.uk/6087

/

Page 69: Process-based modelling of vegetations and uncertainty quantification Marcel van Oijen (CEH-Edinburgh) Statistics for Environmental Evaluation Glasgow,

7.4 Discussion statements / Conclusions7.4 Discussion statements / Conclusions7.4 Discussion statements / Conclusions7.4 Discussion statements / ConclusionsUncertainty (= incomplete information) is described by pdf’s

1. Plausible reasoning implies probability theory (PT) (Cox, Jaynes)2. Main tool from PT for updating pdf’s: Bayes Theorem3. Parameter estimation = quantifying joint parameter pdf BC4. Model evaluation = quantifying pdf in model space requires at

least two models BMC

Page 70: Process-based modelling of vegetations and uncertainty quantification Marcel van Oijen (CEH-Edinburgh) Statistics for Environmental Evaluation Glasgow,

7.4 Discussion statements / Conclusions7.4 Discussion statements / Conclusions7.4 Discussion statements / Conclusions7.4 Discussion statements / ConclusionsUncertainty (= incomplete information) is described by pdf’s

1. Plausible reasoning implies probability theory (PT) (Cox, Jaynes)2. Main tool from PT for updating pdf’s: Bayes Theorem3. Parameter estimation = quantifying joint parameter pdf BC4. Model evaluation = quantifying pdf in model space requires at

least two models BMC

Practicalities:1. When new data arrive: MCMC provides a universal method for

calculating posterior pdf’s2. Quantifying the prior:

• Not a key issue in env. sci.: (1) many data, (2) prior is posterior from previous calibration

3. Defining the likelihood:• Normal pdf for measurement error usually describes our prior

state of knowledge adequately (Jaynes)4. Bayes Factor shows how new data change the odds of models, and

is a by-product from Bayesian calibration (Kass & Raftery)

Overall: Uncertainty quantification often shows that our models are not very reliable

Page 71: Process-based modelling of vegetations and uncertainty quantification Marcel van Oijen (CEH-Edinburgh) Statistics for Environmental Evaluation Glasgow,
Page 72: Process-based modelling of vegetations and uncertainty quantification Marcel van Oijen (CEH-Edinburgh) Statistics for Environmental Evaluation Glasgow,

Appendix A: How to do BCAppendix A: How to do BCAppendix A: How to do BCAppendix A: How to do BC

The problem: You have: (1) a prior pdf P(θ) for your model’s parameters, (2) new data. You also know how to calculate the likelihood P(D|θ). How do you now go about using BT to calculate the posterior P(θ|D)?

Methods of using BT to calculate P(θ|D):

1. Analytical. Only works when the prior and likelihood are conjugate (family-related). For example if prior and likelihood are normal pdf’s, then the posterior is normal too.

2. Numerical. Uses sampling. Three main methods:

1. MCMC (e.g. Metropolis, Gibbs)

• Sample directly from the posterior. Best for high-dimensional problems

2. Accept-Reject

• Sample from the prior, then reject some using the likelihood. Best for low-dimensional problems

3. Model emulation followed by MCMC or A-R

Page 73: Process-based modelling of vegetations and uncertainty quantification Marcel van Oijen (CEH-Edinburgh) Statistics for Environmental Evaluation Glasgow,

Should we measure the “sensitive Should we measure the “sensitive parameters”?parameters”?

Should we measure the “sensitive Should we measure the “sensitive parameters”?parameters”?

Yes, because the sensitive parameters:• are obviously important for prediction ?

No, because model parameters:• are correlated with each other, which we do not measure• cannot really be measured at all

So, it may be better to measure output variables, because they:• are what we are interested in• are better defined, in models and measurements• help determine parameter correlations if used in Bayesian

calibration

Key question: what data are most informative?

Page 74: Process-based modelling of vegetations and uncertainty quantification Marcel van Oijen (CEH-Edinburgh) Statistics for Environmental Evaluation Glasgow,

Data have information content, which is additiveData have information content, which is additiveData have information content, which is additiveData have information content, which is additive

0

1

2

3

CB0TCL0

TCR0T

CS0T FB

FLM

AXFS

GGAM

MA

KCA

KCAEXPKH

KHEXP

KNMIN

T

KNUPTT

KEXTT

KRNINTCT

LUET

NCLMAXT

FNCLM

INT

NCRT

NCWT

SLAT

TCCLM

AXT

FTCCLM

INT

TCCBT

TCCRT

TOPTT

TTOLT

TRANCO

T

WO

ODDENS

CLITT

0

CSOM0

FCSOM

F0

CNLITT0

CNSOM

F0

CNSOM

S0

NMIN

0

FLIT

TSOM

F

FSO

MFS

OMS

TCLI

TT

TCSOM

F

TCSOM

S

KNEMIT

TMAXF

TSIG

MAF

RFN2O

WFPS50

N2O

Data1&2: One stepData1&2: Two steps

0 1000 2000 3000 4000 5000 6000 7000 8000 900020

30

40

50

Hei

ght

0 1000 2000 3000 4000 5000 6000 7000 8000 90000.02

0.03

0.04

0.05

NC

LT

0 1000 2000 3000 4000 5000 6000 7000 8000 9000100

150

200

250

Cw

ood

0 1000 2000 3000 4000 5000 6000 7000 8000 900020

40

60

80C

root

0 1000 2000 3000 4000 5000 6000 7000 8000 90005

10

15

20

Cle

af

0 1000 2000 3000 4000 5000 6000 7000 8000 90000

5

10

LAI

0 1000 2000 3000 4000 5000 6000 7000 8000 9000-50

0

50

N2O

d10

0 1000 2000 3000 4000 5000 6000 7000 8000 9000-50

0

50

100

NO

d10

0 1000 2000 3000 4000 5000 6000 7000 8000 900020

30

40

50

Hei

ght

0 1000 2000 3000 4000 5000 6000 7000 8000 90000.02

0.03

0.04

0.05

NC

LT

0 1000 2000 3000 4000 5000 6000 7000 8000 9000100

150

200

250

Cw

ood

0 1000 2000 3000 4000 5000 6000 7000 8000 900020

40

60

80

Cro

ot

0 1000 2000 3000 4000 5000 6000 7000 8000 90005

10

15

20

Cle

af

0 1000 2000 3000 4000 5000 6000 7000 8000 90000

5

10

LAI

0 1000 2000 3000 4000 5000 6000 7000 8000 9000-50

0

50

N2O

d10

0 1000 2000 3000 4000 5000 6000 7000 8000 9000-50

0

50

100

NO

d10

0 1000 2000 3000 4000 5000 6000 7000 8000 900020

30

40

50

Hei

ght

0 1000 2000 3000 4000 5000 6000 7000 8000 90000.02

0.03

0.04

0.05

NC

LT

0 1000 2000 3000 4000 5000 6000 7000 8000 9000100

150

200

250

Cw

ood

0 1000 2000 3000 4000 5000 6000 7000 8000 900020

40

60

80

Cro

ot

0 1000 2000 3000 4000 5000 6000 7000 8000 90005

10

15

20C

leaf

0 1000 2000 3000 4000 5000 6000 7000 8000 90000

5

10

LAI

0 1000 2000 3000 4000 5000 6000 7000 8000 9000-50

0

50

N2O

d10

0 1000 2000 3000 4000 5000 6000 7000 8000 9000-50

0

50

100

NO

d10

= +