AUT LibraryAUT
View Item 
  •   Open Research
  • AUT Faculties
  • Faculty of Design and Creative Technologies (Te Ara Auaha)
  • School of Engineering, Computer and Mathematical Sciences - Te Kura Mātai Pūhanga, Rorohiko, Pāngarau
  • View Item
  •   Open Research
  • AUT Faculties
  • Faculty of Design and Creative Technologies (Te Ara Auaha)
  • School of Engineering, Computer and Mathematical Sciences - Te Kura Mātai Pūhanga, Rorohiko, Pāngarau
  • View Item
JavaScript is disabled for your browser. Some features of this site may not work without it.

Bayesian fitting procedures for hydrological point processes.

Parry, K
Thumbnail
View/Open
AUTSymp14.pdf (2.072Mb)
2014AUTMathSciSympProc.pdf (1.007Mb)
Permanent link
http://hdl.handle.net/10292/8357
Metadata
Show full metadata
Abstract
Model fitting and selection typically requires the use of likelihoods. Applying standard methods to hydrological point processes, however, is problematic as their likelihoods are often analytically intractable and the data sets used for analysis are very large. We consider the use of Approximate Bayesian Computation (ABC) to fit these models without the need to calculate the likelihood, in conjunction with the Deviance Information Criterion (DIC) for model selection. ABC works by simulating artificial data for different parameter values, and comparing the summary statistics of the simulated data to the summary statistics of the observed data. A critical problem is that ABC only works well in lower dimensions, that is, no more than three or four summary statistics should be used. In addition, the choice of the set of statistics is relevant for the accuracy of the parameter estimation. In this presentation, we discuss the process of finding a suitable subset of summary statistics. This work has important applications for the use of ABC in hydrological modelling.
Date
November 27, 2014
Source
2014 AUT MATHEMATICAL SCIENCES SYMPOSIUM held at AUT, Auckland, New Zealand, 2014-11-27to 2014-11-28
Item Type
Conference Contribution

Contact Us
  • Admin

Hosted by Tuwhera, an initiative of the Auckland University of Technology Library

 

 

Browse

Open ResearchTitlesAuthorsDateSchool of Engineering, Computer and Mathematical Sciences - Te Kura Mātai Pūhanga, Rorohiko, PāngarauTitlesAuthorsDate

Alternative metrics

 

Statistics

For this itemFor all Open Research

Share

 
Follow @AUT_SC

Contact Us
  • Admin

Hosted by Tuwhera, an initiative of the Auckland University of Technology Library