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2018
DOI: 10.1016/j.coastaleng.2018.08.007
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Estimating extreme sea levels in Yangtze Estuary by quadrature Joint Probability Optimal Sampling Method

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Cited by 17 publications
(8 citation statements)
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“…The optimization procedure involves an iterative loop where n storms are chosen each time, their weights and associated estimation variance are calculated, and then an adjusted set of storms is chosen for the next iteration. We utilize the NEWUOA numerical optimization algorithm developed by Powell (2004) as in previous JPM‐OS‐BQ studies (Niedoroda et al., 2008; Toro, Resio, et al., 2010; Yin et al., 2018).…”
Section: Methodsmentioning
confidence: 99%
See 1 more Smart Citation
“…The optimization procedure involves an iterative loop where n storms are chosen each time, their weights and associated estimation variance are calculated, and then an adjusted set of storms is chosen for the next iteration. We utilize the NEWUOA numerical optimization algorithm developed by Powell (2004) as in previous JPM‐OS‐BQ studies (Niedoroda et al., 2008; Toro, Resio, et al., 2010; Yin et al., 2018).…”
Section: Methodsmentioning
confidence: 99%
“…Since the joint density is normal for some variables, non‐normal for others, and because some of the variables are correlated, it would be computationally costly to numerically compute the integral in the physical parameter space. To overcome this challenge, previous studies (Nadal‐Caraballo et al., 2015; Niedoroda et al., 2008; Sheng et al., 2022; Toro, Niedoroda, et al., 2010; Toro, Resio, et al., 2010; Yin et al., 2018) have used the Rosenblatt transformation (Rosenblatt, 1952) to convert the joint density from the physical parameter space to an equivalent uncorrelated, normal space (which we call the optimization space). Conversion of the joint density to an uncorrelated joint normal distribution allows analytical computation of Equation 5, thereby ensuring computational efficiency of the optimization algorithm.…”
Section: Methodsmentioning
confidence: 99%
“…It has been shown that the JPM is more suitable for consistency of estimates for different designs and is more complicated than the univariate extreme models [26]. The JPM thus has been widely used in estimating extreme water levels and waves [27][28][29][30].…”
Section: Introductionmentioning
confidence: 99%
“…Chen et al [32] applied the JPM to nine selected stations along the coast of China and found that the traditional empirical method overestimates the joint extreme surge levels and waves as compared to the JPM, and suggested the use of the JPM to achieve realistic estimations. Based on coupled model results and the Quadrature Probability Method, Yin et al [29] estimated the 100-year and 200-year annual maximum water levels at three selected stations in the CRE. However, the generation of synthetic typhoon tracks were relatively limited.…”
Section: Introductionmentioning
confidence: 99%
“…Dong et al (2017) studied the joint return probability of the wind speed and rainfall intensity in a typhoon-affected sea area close to Shanghai using the Weibull distribution and GH copula. More recently, Yin et al (2018) estimated the extreme sea levels in the Yangtze estuary using the quadrature joint probability optimal sampling method (JPM-OS) with consideration of the typhoon field, wave height, and sea level in the studied region. Yang and Qian (2019) analysed the joint probability of typhoon-induced surges and rainstorms at Shenzhen and derived trivariate joint distributions and conditional distributions of these variables based on the copula method.…”
Section: Introductionmentioning
confidence: 99%