From Many to One: Consensus Inference in a MIP

GEOPHYSICAL RESEARCH LETTERS(2022)

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摘要
A Model Intercomparison Project (MIP) consists of teams who estimate the same underlying quantity (e.g., temperature projections to the year 2070). A simple average of the ensemble of the teams' outputs gives a consensus estimate, but it does not recognize that some outputs are more variable than others. Statistical analysis of variance (ANOVA) models offer a way to obtain a weighted frequentist consensus estimate of outputs with a variance that is the smallest possible. Modulo dependence between MIP outputs, the ANOVA approach weights a team's output inversely proportional to its variance, from which optimally weighted estimates follow. ANOVA weights can also provide a prior distribution for Bayesian Model Averaging of the MIP outputs when external evaluation data are available. We use a MIP of carbon-dioxide-flux inversions to illustrate the ANOVA-based weighting and subsequent frequentist consensus inferences.
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关键词
analysis of variance (ANOVA), Model Intercomparison Project (MIP), multi model ensemble, statistically optimal weights, SUPE-ANOVA framework, uncertainty quantification
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