English

Parameter estimation for computationally intensive nonlinear regression with an application to climate modeling

Applications 2009-01-26 v1

Abstract

Nonlinear regression is a useful statistical tool, relating observed data and a nonlinear function of unknown parameters. When the parameter-dependent nonlinear function is computationally intensive, a straightforward regression analysis by maximum likelihood is not feasible. The method presented in this paper proposes to construct a faster running surrogate for such a computationally intensive nonlinear function, and to use it in a related nonlinear statistical model that accounts for the uncertainty associated with this surrogate. A pivotal quantity in the Earth's climate system is the climate sensitivity: the change in global temperature due to doubling of atmospheric CO2\mathrm{CO}_2 concentrations. This, along with other climate parameters, are estimated by applying the statistical method developed in this paper, where the computationally intensive nonlinear function is the MIT 2D climate model.

Keywords

Cite

@article{arxiv.0901.3665,
  title  = {Parameter estimation for computationally intensive nonlinear regression with an application to climate modeling},
  author = {Dorin Drignei and Chris E. Forest and Doug Nychka},
  journal= {arXiv preprint arXiv:0901.3665},
  year   = {2009}
}

Comments

Published in at http://dx.doi.org/10.1214/08-AOAS210 the Annals of Applied Statistics (http://www.imstat.org/aoas/) by the Institute of Mathematical Statistics (http://www.imstat.org)

R2 v1 2026-06-21T12:03:58.289Z