TY - JOUR
T1 - Equifinality of formal (DREAM) and informal (GLUE) Bayesian approaches in hydrologic modeling?
AU - Vrugt, Jasper A.
AU - ter Braak, Cajo J.F.
AU - Gupta, Hoshin V.
AU - Robinson, Bruce A.
N1 - Funding Information:
The first author is supported by a J. Robert Oppenheimer Fellowship from the LANL postdoctoral program. We would like to thank Sander Huisman, Jan Mertens, Benedikt Scharnagl and Jan Vanderborght for stimulating discussions. The authors gratefully acknowledge the many comments and suggestions of Alberto Montanari, Keith Beven and an anonymous reviewer that have greatly enhanced the quality of this manuscript.
PY - 2009
Y1 - 2009
N2 - In recent years, a strong debate has emerged in the hydrologic literature regarding what constitutes an appropriate framework for uncertainty estimation. Particularly, there is strong disagreement whether an uncertainty framework should have its roots within a proper statistical (Bayesian) context, or whether such a framework should be based on a different philosophy and implement informal measures and weaker inference to summarize parameter and predictive distributions. In this paper, we compare a formal Bayesian approach using Markov Chain Monte Carlo (MCMC) with generalized likelihood uncertainty estimation (GLUE) for assessing uncertainty in conceptual watershed modeling. Our formal Bayesian approach is implemented using the recently developed differential evolution adaptive metropolis (DREAM) MCMC scheme with a likelihood function that explicitly considers model structural, input and parameter uncertainty. Our results demonstrate that DREAM and GLUE can generate very similar estimates of total streamflow uncertainty. This suggests that formal and informal Bayesian approaches have more common ground than the hydrologic literature and ongoing debate might suggest. The main advantage of formal approaches is, however, that they attempt to disentangle the effect of forcing, parameter and model structural error on total predictive uncertainty. This is key to improving hydrologic theory and to better understand and predict the flow of water through catchments.
AB - In recent years, a strong debate has emerged in the hydrologic literature regarding what constitutes an appropriate framework for uncertainty estimation. Particularly, there is strong disagreement whether an uncertainty framework should have its roots within a proper statistical (Bayesian) context, or whether such a framework should be based on a different philosophy and implement informal measures and weaker inference to summarize parameter and predictive distributions. In this paper, we compare a formal Bayesian approach using Markov Chain Monte Carlo (MCMC) with generalized likelihood uncertainty estimation (GLUE) for assessing uncertainty in conceptual watershed modeling. Our formal Bayesian approach is implemented using the recently developed differential evolution adaptive metropolis (DREAM) MCMC scheme with a likelihood function that explicitly considers model structural, input and parameter uncertainty. Our results demonstrate that DREAM and GLUE can generate very similar estimates of total streamflow uncertainty. This suggests that formal and informal Bayesian approaches have more common ground than the hydrologic literature and ongoing debate might suggest. The main advantage of formal approaches is, however, that they attempt to disentangle the effect of forcing, parameter and model structural error on total predictive uncertainty. This is key to improving hydrologic theory and to better understand and predict the flow of water through catchments.
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U2 - 10.1007/s00477-008-0274-y
DO - 10.1007/s00477-008-0274-y
M3 - Article
AN - SCOPUS:70349739462
VL - 23
SP - 1011
EP - 1026
JO - Stochastic Environmental Research and Risk Assessment
JF - Stochastic Environmental Research and Risk Assessment
SN - 1436-3240
IS - 7
ER -