arXiv subjects

Christopher J. Paciorek

Publications and source records attributed to Christopher J. Paciorek.

At least 19 recordsLinked to original sources

arXiv2026

Quantifying Very Extreme Precipitation and Temperature Using Huge Ensembles Generated by Machine Learning-based Climate Model Emulators

Weather extremes produce major impacts on society and ecosystems and are likely to change in likelihood and magnitude with climate change. However, very low probability events are hard to characterize statistically using observations or even climate model output because of short records/runs. For precipitation, consideration of such events arises in quantifying Probable Maximum Precipitation (PMP), namely estimating extreme precipitation magnitudes for designing and assessing critical infrastructure. A recent National Academies report on modernizing PMP estimation proposed using very large climate model-based ensembles to estimate extreme quantiles, possibly through machine learning-based ensemble boosting. Here we assess statistical aspects of such an approach for the contiguous United States using a huge ensemble (10560 years) produced by a state-of-the-art emulator (ACE2) trained on ERA5 reanalysis. The results indicate that one can practically estimate very extreme precipitation and temperature quantiles, provided one uses appropriate statistical extreme value techniques. More specifically, the results provide evidence for (1) the use of threshold-exceedance methods with a sufficiently high threshold (necessary for precipitation) for reliable estimation, (2) the robustness of results to variation in extremes by season and storm type, and (3) the sufficiency of the ensemble for well-constrained statistical uncertainty. Our results also show that the emulator produces extremes outside the range of the ERA5 training data. While encouraging for emulators' potential use for quantifying the climatology of extremes, more investigation is needed to assess whether emulators are fit for this purpose. Our focus is on how to use huge ensembles to estimate very extreme statistics; we expect the results to be relevant for future improved emulators.

stat.AP↗

arXiv2026

Overcoming Barriers to Computational Reproducibility

Computational reproducibility, the possibility for independent researchers to exactly reproduce published empirical results, is fundamental to science. Despite its importance, the proportion of research articles aiming for reproducibility remains low and uneven across disciplines. Barriers include a perceived lack of incentives for researchers and journals, practical challenges in preparing reproducible materials, and the absence of harmonised standards of reproducibility processes and requirements by journals. Existing guidance is often highly technical, reaching mainly those already engaged with reproducible research. In this paper, we first synthesize evidence on the benefits of reproducibility for both authors and journals. Drawing on our extensive experience in reproducibility checking at various journals, we then put forward concise, pragmatic guidelines for creating reproducible analyses across disciplines. We further review current reproducibility policies of selected journals, illustrating the substantial heterogeneity in requirements and procedures. Motivated by the latter, we propose conceptual foundations for a harmonised multi-tier system of reproducibility standards that could support transparent, consistent assessment across journals and research communities. Our goal as journal (reproducibility) editors and contributors to the MaRDI initiative is to encourage broader adoption of reproducibility practices, in particular by lowering practical barriers for authors and journals.

cs.DL↗

arXiv2022

Computational strategies and estimation performance with Bayesian semiparametric Item Response Theory models

Item response theory (IRT) models typically rely on a normality assumption for subject-specific latent traits, which is often unrealistic in practice. Semiparametric extensions based on Dirichlet process mixtures offer a more flexible representation of the unknown distribution of the latent trait. However, the use of such models in the IRT literature has been extremely limited, in good part because of the lack of comprehensive studies and accessible software tools. This paper provides guidance for practitioners on semiparametric IRT models and their implementation. In particular, we rely on NIMBLE, a flexible software system for hierarchical models that enables the use of Dirichlet process mixtures. We highlight efficient sampling strategies for model estimation and compare inferential results under parametric and semiparametric models.

stat.ME↗

arXiv2022

Analyzing trends in precipitation patterns using Hidden Markov model stochastic weather generators

We develop a flexible spline-based Bayesian hidden Markov model stochastic weather generator to statistically model daily precipitation over time by season at individual locations. The model naturally accounts for missing data (considered missing at random), avoiding potential sensitivity from systematic missingness patterns or from using arbitrary cutoffs to deal with missingness when computing metrics on daily precipitation data. The fitted model can then be used for inference about trends in arbitrary measures of precipitation behavior, either by multiple imputation of the missing data followed by frequentist analysis or by simulation from the Bayesian posterior predictive distribution. We show that the model fits the data well, including a variety of multi-day characteristics, indicating fidelity to the autocorrelation structure of the data. Using three stations from the western United States, we develop case studies in which we assess trends in various aspects of precipitation (such as dry spell length and precipitation intensity), finding only limited evidence of trends in certain seasons based on the use of Sen's slope as a nonparametric measure of trend. In future work, we plan to apply the method to the complete set of GHCN stations in selected regions to systematically assess the evidence for trends.

stat.AP↗

arXiv2021

A numerically stable online implementation and exploration of WAIC through variations of the predictive density, using NIMBLE

We go through the process of crafting a robust and numerically stable online algorithm for the computation of the Watanabe-Akaike information criteria (WAIC). We implement this algorithm in the NIMBLE software. The implementation is performed in an online manner and does not require the storage in memory of the complete samples from the posterior distribution. This algorithm allows the user to specify a specific form of the predictive density to be used in the computation of WAIC, in order to cater to specific prediction goals. We then comment and explore via simulations the use of different forms of the predictive density in the context of different predictive goals. We find that when using marginalized predictive densities, WAIC is sensitive to the grouping of the observations into a joint density.

stat.CO↗

arXiv2020

Sequential Monte Carlo Methods in the nimble R Package

nimble is an R package for constructing algorithms and conducting inference on hierarchical models. The nimble package provides a unique combination of flexible model specification and the ability to program model-generic algorithms. Specifically, the package allows users to code models in the BUGS language, and it allows users to write algorithms that can be applied to any appropriate model. In this paper, we introduce nimble's capabilities for state-space model analysis using sequential Monte Carlo (SMC) techniques. We first provide an overview of state-space models and commonly-used SMC algorithms. We then describe how to build a state-space model and conduct inference using existing SMC algorithms within nimble. SMC algorithms within nimble currently include the bootstrap filter, auxiliary particle filter, ensemble Kalman filter, IF2 method of iterated filtering, and a particle MCMC sampler. These algorithms can be run in R or compiled into C++ for more efficient execution. Examples of applying SMC algorithms to linear autoregressive models and a stochastic volatility model are provided. Finally, we give an overview of how model-generic algorithms are coded within nimble by providing code for a simple SMC algorithm. This illustrates how users can easily extend nimble's SMC methods in high-level code.

stat.CO↗

arXiv2019

Detected changes in precipitation extremes at their native scales derived from in situ measurements

The gridding of daily accumulated precipitation -- especially extremes -- from ground-based station observations is problematic due to the fractal nature of precipitation, and therefore estimates of long period return values and their changes based on such gridded daily data sets are generally underestimated. In this paper, we characterize high-resolution changes in observed extreme precipitation from 1950 to 2017 for the contiguous United States (CONUS) based on in situ measurements only. Our analysis utilizes spatial statistical methods that allow us to derive gridded estimates that do not smooth extreme daily measurements and are consistent with statistics from the original station data while increasing the resulting signal to noise ratio. Furthermore, we use a robust statistical technique to identify significant pointwise changes in the climatology of extreme precipitation while carefully controlling the rate of false positives. We present and discuss seasonal changes in the statistics of extreme precipitation: the largest and most spatially-coherent pointwise changes are in fall (SON), with approximately 33% of CONUS exhibiting significant changes (in an absolute sense). Other seasons display very few meaningful pointwise changes (in either a relative or absolute sense), illustrating the difficulty in detecting pointwise changes in extreme precipitation based on in situ measurements. While our main result involves seasonal changes, we also present and discuss annual changes in the statistics of extreme precipitation. In this paper we only seek to detect changes over time and leave attribution of the underlying causes of these changes for future work.

stat.AP↗

arXiv2019

A probabilistic gridded product for daily precipitation extremes over the United States

Gridded data products, for example interpolated daily measurements of precipitation from weather stations, are commonly used as a convenient substitute for direct observations because these products provide a spatially and temporally continuous and complete source of data. However, when the goal is to characterize climatological features of extreme precipitation over a spatial domain (e.g., a map of return values) at the native spatial scales of these phenomena, then gridded products may lead to incorrect conclusions because daily precipitation is a fractal field and hence any smoothing technique will dampen local extremes. To address this issue, we create a new "probabilistic" gridded product specifically designed to characterize the climatological properties of extreme precipitation by applying spatial statistical analyses to daily measurements of precipitation from the GHCN over CONUS. The essence of our method is to first estimate the climatology of extreme precipitation based on station data and then use a data-driven statistical approach to interpolate these estimates to a fine grid. We argue that our method yields an improved characterization of the climatology within a grid cell because the probabilistic behavior of extreme precipitation is much better behaved (i.e., smoother) than daily weather. Furthermore, the spatial smoothing innate to our approach significantly increases the signal-to-noise ratio in the estimated extreme statistics relative to an analysis without smoothing. Finally, by deriving a data-driven approach for translating extreme statistics to a spatially complete grid, the methodology outlined in this paper resolves the issue of how to properly compare station data with output from earth system models. We conclude the paper by comparing our probabilistic gridded product with a standard extreme value analysis of the Livneh gridded daily precipitation product.

stat.AP↗

arXiv2018

Quantifying statistical uncertainty in the attribution of human influence on severe weather

Event attribution in the context of climate change seeks to understand the role of anthropogenic greenhouse gas emissions on extreme weather events, either specific events or classes of events. A common approach to event attribution uses climate model output under factual (real-world) and counterfactual (world that might have been without anthropogenic greenhouse gas emissions) scenarios to estimate the probabilities of the event of interest under the two scenarios. Event attribution is then quantified by the ratio of the two probabilities. While this approach has been applied many times in the last 15 years, the statistical techniques used to estimate the risk ratio based on climate model ensembles have not drawn on the full set of methods available in the statistical literature and have in some cases used and interpreted the bootstrap method in non-standard ways. We present a precise frequentist statistical framework for quantifying the effect of sampling uncertainty on estimation of the risk ratio, propose the use of statistical methods that are new to event attribution, and evaluate a variety of methods using statistical simulations. We conclude that existing statistical methods not yet in use for event attribution have several advantages over the widely-used bootstrap, including better statistical performance in repeated samples and robustness to small estimated probabilities. Software for using the methods is available through the climextRemes package available for R or Python. While we focus on frequentist statistical methods, Bayesian methods are likely to be particularly useful when considering sources of uncertainty beyond sampling uncertainty.

stat.ME↗

arXiv2017

Spatially-Dependent Multiple Testing Under Model Misspecification, with Application to Detection of Anthropogenic Influence on Extreme Climate Events

The Weather Risk Attribution Forecast (WRAF) is a forecasting tool that uses output from global climate models to make simultaneous attribution statements about whether and how greenhouse gas emissions have contributed to extreme weather across the globe. However, in conducting a large number of simultaneous hypothesis tests, the WRAF is prone to identifying false "discoveries." A common technique for addressing this multiple testing problem is to adjust the procedure in a way that controls the proportion of true null hypotheses that are incorrectly rejected, or the false discovery rate (FDR). Unfortunately, generic FDR procedures suffer from low power when the hypotheses are dependent, and techniques designed to account for dependence are sensitive to misspecification of the underlying statistical model. In this paper, we develop a Bayesian decision theoretic approach for dependent multiple testing and a nonparametric hierarchical statistical model that flexibly controls false discovery and is robust to model misspecification. We illustrate the robustness of our procedure to model error with a simulation study, using a framework that accounts for generic spatial dependence and allows the practitioner to flexibly specify the decision criteria. Finally, we apply our procedure to several seasonal forecasts and discuss implementation for the WRAF workflow.

stat.AP↗

arXiv2016

Quantifying the effect of interannual ocean variability on the attribution of extreme climate events to human influence

In recent years, the climate change research community has become highly interested in describing the anthropogenic influence on extreme weather events, commonly termed "event attribution." Limitations in the observational record and in computational resources motivate the use of uncoupled, atmosphere/land-only climate models with prescribed ocean conditions run over a short period, leading up to and including an event of interest. In this approach, large ensembles of high-resolution simulations can be generated under factual observed conditions and counterfactual conditions that might have been observed in the absence of human interference; these can be used to estimate the change in probability of the given event due to anthropogenic influence. However, using a prescribed ocean state ignores the possibility that estimates of attributable risk might be a function of the ocean state. Thus, the uncertainty in attributable risk is likely underestimated, implying an over-confidence in anthropogenic influence. In this work, we estimate the year-to-year variability in calculations of the anthropogenic contribution to extreme weather based on large ensembles of atmospheric model simulations. Our results both quantify the magnitude of year-to-year variability and categorize the degree to which conclusions of attributable risk are qualitatively affected. The methodology is illustrated by exploring extreme temperature and precipitation events for the northwest coast of South America and northern-central Siberia; we also provides results for regions around the globe. While it remains preferable to perform a full multi-year analysis, the results presented here can serve as an indication of where and when attribution researchers should be concerned about the use of atmosphere-only simulations.

stat.AP↗

arXiv2016

Programming with models: writing statistical algorithms for general model structures with NIMBLE

We describe NIMBLE, a system for programming statistical algorithms for general model structures within R. NIMBLE is designed to meet three challenges: flexible model specification, a language for programming algorithms that can use different models, and a balance between high-level programmability and execution efficiency. For model specification, NIMBLE extends the BUGS language and creates model objects, which can manipulate variables, calculate log probability values, generate simulations, and query the relationships among variables. For algorithm programming, NIMBLE provides functions that operate with model objects using two stages of evaluation. The first stage allows specialization of a function to a particular model and/or nodes, such as creating a Metropolis-Hastings sampler for a particular block of nodes. The second stage allows repeated execution of computations using the results of the first stage. To achieve efficient second-stage computation, NIMBLE compiles models and functions via C++, using the Eigen library for linear algebra, and provides the user with an interface to compiled objects. The NIMBLE language represents a compilable domain-specific language (DSL) embedded within R. This paper provides an overview of the design and rationale for NIMBLE along with illustrative examples including importance sampling, Markov chain Monte Carlo (MCMC) and Monte Carlo expectation maximization (MCEM).

stat.CO↗

arXiv2016

Statistically-estimated tree composition for the northeastern United States at the time of Euro-American settlement

We present a gridded 8 km-resolution data product of the estimated composition of tree taxa at the time of Euro-American settlement of the northeastern United States and the statistical methodology used to produce the product from trees recorded by land surveyors. Composition is defined as the proportion of stems larger than approximately 20 cm diameter at breast height for 22 tree taxa, generally at the genus level. The data come from settlement-era public survey records that are transcribed and then aggregated spatially, giving count data. The domain is divided into two regions, eastern (Maine to Ohio) and midwestern (Indiana to Minnesota). Public Land Survey point data in the midwestern region (ca. 0.8-km resolution) are aggregated to a regular 8 km grid, while data in the eastern region, from Town Proprietor Surveys, are aggregated at the township level in irregularly-shaped local administrative units. The product is based on a Bayesian statistical model fit to the count data that estimates composition on a regular 8 km grid across the entire domain. The statistical model is designed to handle data from both the regular grid and the irregularly-shaped townships and allows us to estimate composition at locations with no data and to smooth over noise caused by limited counts in locations with data. The model also allows us to quantify uncertainty in our composition estimates, making the product suitable for applications employing data assimilation. We expect this data product to be useful for understanding the state of vegetation in the northeastern United States prior to large-scale Euro-American settlement. In addition to specific regional questions, the data product can also serve as a baseline against which to investigate how forests and ecosystems change after intensive settlement. The data product is available at the NIS data portal as version 1.0.

stat.AP↗

arXiv2016

Quantile-based bias correction and uncertainty quantification of extreme event attribution statements

Extreme event attribution characterizes how anthropogenic climate change may have influenced the probability and magnitude of selected individual extreme weather and climate events. Attribution statements often involve quantification of the fraction of attributable risk (FAR) or the risk ratio (RR) and associated confidence intervals. Many such analyses use climate model output to characterize extreme event behavior with and without anthropogenic influence. However, such climate models may have biases in their representation of extreme events. To account for discrepancies in the probabilities of extreme events between observational datasets and model datasets, we demonstrate an appropriate rescaling of the model output based on the quantiles of the datasets to estimate an adjusted risk ratio. Our methodology accounts for various components of uncertainty in estimation of the risk ratio. In particular, we present an approach to construct a one-sided confidence interval on the lower bound of the risk ratio when the estimated risk ratio is infinity. We demonstrate the methodology using the summer 2011 central US heatwave and output from the Community Earth System Model. In this example, we find that the lower bound of the risk ratio is relatively insensitive to the magnitude and probability of the actual event.

stat.ME↗

arXiv2016

Efficient Markov Chain Monte Carlo Sampling for Hierarchical Hidden Markov Models

Traditional Markov chain Monte Carlo (MCMC) sampling of hidden Markov models (HMMs) involves latent states underlying an imperfect observation process, and generates posterior samples for top-level parameters concurrently with nuisance latent variables. When potentially many HMMs are embedded within a hierarchical model, this can result in prohibitively long MCMC runtimes. We study combinations of existing methods, which are shown to vastly improve computational efficiency for these hierarchical models while maintaining the modeling flexibility provided by embedded HMMs. The methods include discrete filtering of the HMM likelihood to remove latent states, reduced data representations, and a novel procedure for dynamic block sampling of posterior dimensions. The first two methods have been used in isolation in existing application-specific software, but are not generally available for incorporation in arbitrary model structures. Using the NIMBLE package for R, we develop and test combined computational approaches using three examples from ecological capture-recapture, although our methods are generally applicable to any embedded discrete HMMs. These combinations provide several orders of magnitude improvement in MCMC sampling efficiency, defined as the rate of generating effectively independent posterior samples. In addition to being computationally significant for this class of hierarchical models, this result underscores the potential for vast improvements to MCMC sampling efficiency which can result from combinations of known algorithms.

stat.CO↗

arXiv2015

Automated Parameter Blocking for Efficient Markov-Chain Monte Carlo Sampling

Markov chain Monte Carlo (MCMC) sampling is an important and commonly used tool for the analysis of hierarchical models. Nevertheless, practitioners generally have two options for MCMC: utilize existing software that generates a black-box "one size fits all" algorithm, or the challenging (and time consuming) task of implementing a problem-specific MCMC algorithm. Either choice may result in inefficient sampling, and hence researchers have become accustomed to MCMC runtimes on the order of days (or longer) for large models. We propose an automated procedure to determine an efficient MCMC algorithm for a given model and computing platform. Our procedure dynamically determines blocks of parameters for joint sampling that result in efficient sampling of the entire model. We test this procedure using a diverse suite of example models, and observe non-trivial improvements in MCMC efficiency for many models. Our procedure is the first attempt at such, and may be generalized to a broader space of MCMC algorithms. Our results suggest that substantive improvements in MCMC efficiency may be practically realized using our automated blocking procedure, or variants thereof, which warrants additional study and application.

stat.CO↗

arXiv2014

Nonlinear predictive latent process models for integrating spatio-temporal exposure data from multiple sources

Spatio-temporal prediction of levels of an environmental exposure is an important problem in environmental epidemiology. Our work is motivated by multiple studies on the spatio-temporal distribution of mobile source, or traffic related, particles in the greater Boston area. When multiple sources of exposure information are available, a joint model that pools information across sources maximizes data coverage over both space and time, thereby reducing the prediction error. We consider a Bayesian hierarchical framework in which a joint model consists of a set of submodels, one for each data source, and a model for the latent process that serves to relate the submodels to one another. If a submodel depends on the latent process nonlinearly, inference using standard MCMC techniques can be computationally prohibitive. The implications are particularly severe when the data for each submodel are aggregated at different temporal scales. To make such problems tractable, we linearize the nonlinear components with respect to the latent process and induce sparsity in the covariance matrix of the latent process using compactly supported covariance functions. We propose an efficient MCMC scheme that takes advantage of these approximations. We use our model to address a temporal change of support problem whereby interest focuses on pooling daily and multiday black carbon readings in order to maximize the spatial coverage of the study region.

stat.AP↗

arXiv2014

Semiparametric Bayesian Density Estimation with Disparate Data Sources: A Meta-Analysis of Global Childhood Undernutrition

Undernutrition, resulting in restricted growth, and quantified here using height-for-age z-scores, is an important contributor to childhood morbidity and mortality. Since all levels of mild, moderate and severe undernutrition are of clinical and public health importance, it is of interest to estimate the shape of the z-scores' distributions. We present a finite normal mixture model that uses data on 4.3 million children to make annual country-specific estimates of these distributions for under-5-year-old children in the world's 141 low- and middle-income countries between 1985 and 2011. We incorporate both individual-level data when available, as well as aggregated summary statistics from studies whose individual-level data could not be obtained. We place a hierarchical Bayesian probit stick-breaking model on the mixture weights. The model allows for nonlinear changes in time, and it borrows strength in time, in covariates, and within and across regional country clusters to make estimates where data are uncertain, sparse, or missing. This work addresses three important problems that often arise in the fields of public health surveillance and global health monitoring. First, data are always incomplete. Second, different data sources commonly use different reporting metrics. Last, distributions, and especially their tails, are often of substantive interest.

stat.AP↗