History-Based, Bayesian, Closure for Stochastic Parameterization: Application to Lorenz '96
Physical parameterizations are used as representations of unresolved subgrid processes within weather and global climate models or coarse-scale turbulent models, whose resolutions are too coarse to resolve small-scale processes. These parameterizations are typically grounded on physically-based, yet empirical, representations of the underlying small-scale processes. Machine learning-based parameterizations have recently been proposed as an alternative and have shown great promises to reduce uncertainties associated with small-scale processes. Yet, those approaches still show some important mismatches that are often attributed to stochasticity in the considered process. This stochasticity can be due to noisy data, unresolved variables or simply to the inherent chaotic nature of the process. To address these issues, we develop a new type of parameterization (closure) which is based on a Bayesian formalism for neural networks, to account for uncertainty quantification, and includes memory, to account for the non-instantaneous response of the closure. To overcome the curse of dimensionality of Bayesian techniques in high-dimensional spaces, the Bayesian strategy is based on a Hamiltonian Monte Carlo Markov Chain sampling strategy that takes advantage of the likelihood function and kinetic energy's gradients with respect to the parameters to accelerate the sampling process. We apply the proposed Bayesian history-based parameterization to the Lorenz '96 model in the presence of noisy and sparse data, similar to satellite observations, and show its capacity to predict skillful forecasts of the resolved variables while returning trustworthy uncertainty quantifications for different sources of error. This approach paves the way for the use of Bayesian approaches for closure problems.
Code (1)
Tasks
Uncertainty QuantificationSimilar Papers 제목 키워드 기반
Uncertainty Quantification with Bayesian Higher Order ReLU KANs
We introduce the first method of uncertainty quantification in the domain of Kolmogorov-Arnold Networks, specifically focusing on (Higher Order) ReLUKANs to enhance computational efficiency given the computational demand…
Computational EfficiencyKolmogorov-Arnold NetworksUncertainty QuantificationHistory Matching for Geological Carbon Storage using Data-Space Inversion with Spatio-Temporal Data Parameterization
History matching based on monitoring data will enable uncertainty reduction, and thus improved aquifer management, in industrial-scale carbon storage operations. In traditional model-based data assimilation, geomodel par…
Dimensionality ReductionOn the Parameterization of Gaussian Mean Field Posteriors in Bayesian Neural Networks
Variational Bayesian Inference is a popular methodology for approximating posterior distributions in Bayesian neural networks. Recent work developing this class of methods has explored ever richer parameterizations of th…
Bayesian InferenceVariational InferenceThe k-tied Normal Distribution: A Compact Parameterization of Gaussian Mean Field Posteriors in Bayesian Neural Networks
Variational Bayesian Inference is a popular methodology for approximating posterior distributions over Bayesian neural network weights. Recent work developing this class of methods has explored ever richer parameterizati…
Bayesian InferenceVariational InferenceNeural Ideal Large Eddy Simulation: Modeling Turbulence with Neural Stochastic Differential Equations
We introduce a data-driven learning framework that assimilates two powerful ideas: ideal large eddy simulation (LES) from turbulence closure modeling and neural stochastic differential equations (SDE) for stochastic mode…
Decoder