Improved interval estimation of long run response from a dynamic linear model: A highest density region approach

Kim, Jaehwan; Fraser, Iain; Hyndman, Rob J.

doi:10.1016/j.csda.2011.03.003

Cited by 9 publications

(4 citation statements)

References 34 publications

(61 reference statements)

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“…We estimated the conditional density of daily precipitation given total daily change of specific humidity (∆Q in Eq. 2) of TMEs entering the NE-US using the local polynomial density estimation with the R package 'hdrcde' (Kim et al, 2011). Figure 9 shows that as the daily moisture release (∆Q) by the TMEs increases, the daily precipitation increases with a shift in the conditional distribution that is marked beyond a threshold of ∆Q of about 3500 g kg-1.…”

Section: Tmes and Extreme Precipitationmentioning

confidence: 99%

Tropical Moisture Exports, Extreme Precipitation and Floods in Northeastern US

Lu¹,

Lall²

2017

ESR

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A statistically and physically based framework is put forward to investigate the relationship between Tropical Moisture Exports (TMEs), extreme precipitation and floods in the Northeastern United States (NE-US). We found that the NE-US floods in the four seasons are closely related to TMEs and four major moisture sources of TMEs in the tropics account for approximately 85% of all the TMEs that enter the NE-US. The seasonality and interannual variation of the birth processes in the four source regions determine their contribution to the NE-US. Moisture born in Gulf of Mexico (GP) and Gulf stream (GS) are the year-around sources, with some winter contribution from Pineapple Express (PE) region, and West Pacific (WP) region contributes the least. The overall order of their contribution to NE-US is GP>GS>PE>WP. Seasonal association between TMEs birth and ENSO are also found. The seasonal and interannual variations in atmospheric circulation patterns also play an important role in determining the TMEs’ entrance to NE-US. Strong influence of active TMEs periods on the occurrence of extreme rainfall is also identified. We show that the extreme daily precipitation events are dominated by extreme TMEs’ entering the NE-US in every season.

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Section: Tmes and Extreme Precipitationmentioning

confidence: 99%

Tropical Moisture Exports, Extreme Precipitation and Floods in Northeastern US

Lu¹,

Lall²

2017

ESR

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“…Highest density regions are of interest in Bayesian analysis in the formulation of "credibility regions" and "highest posterior density regions" (see e.g., Wei and Tanner 1990;Turkkan and Pham-Gia 1993;Chen and Shao 1999) and also for broader classical inference problems using "highest confidence density regions" (see e.g., Tian et al 2011). These regions are also used in forecasting problems to obtain a "prediction region" for an observable variable (see e.g., Hyndman 1995;Kim, Fraser and Hyndman 2011). In many statistical problems, interest will focus on a continuous observable value or unknown parameter, but there are certainly problems where a discrete random variable or parameter may be of interest, and in such cases the discrete version of the HDR is of interest.…”

Section: Introductionmentioning

confidence: 99%

Smallest covering regions and highest density regions for discrete distributions

O'Neill

2022

Comput Stat

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This paper examines the problem of computing a canonical smallest covering region for an arbitrary discrete probability distribution. This optimisation problem is similar to the classical 0–1 knapsack problem, but it involves optimisation over a set that may be countably infinite, raising a computational challenge that makes the problem non-trivial. To solve the problem we present theorems giving useful conditions for an optimising region and we develop an iterative one-at-a-time computational method to compute a canonical smallest covering region. We show how this can be programmed in pseudo-code and we examine the performance of our method. We compare this algorithm with other algorithms available in statistical computation packages to compute HDRs. We find that our method is the only one that accurately computes HDRs for arbitrary discrete distributions.

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“…(2)) of TME entering the N.E. USA using the local polynomial density estimation with the R package 'hdrcde' (Kim et al, 2011). Figure 9 shows that as the daily moisture release (∆Q) by the TME increases, the daily precipitation increases with a shift in the 15 conditional distribution that is marked beyond a threshold of ∆Q of about 3500 g/Kg.…”

Section: Tme and Extreme Precipitationmentioning

confidence: 99%

Tropical Moisture Exports, Extreme Precipitation and Floods in Northeast US

Lall

2016

Preprint

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Abstract.A statistically and physically based framework is put forward that investigates the 10 relationship between Tropical Moisture Exports (TME), and extreme Precipitation and floods in the Northeast United States (N.E. USA). TME correspond to the meridional transport of moist air masses, primarily born in tropical oceanic areas, to higher latitudes; contribute to the global climatology precipitation and its extremes; and are closely related to flood events, especially in the mid-latitudes.The birth process and the steering of TME have seasonal and interannual variability. In this study, we 15 explore how the TME are related to extreme precipitation and floods in the N.E. USA with a focus on seasonal variability and the potential impact of the El Niño Southern Oscillation. Links of TME to large floods events in N.E. USA in different seasons are first identified. The major moisture sources of the TME that contribute to precipitation extremes and floods in N.E. USA are then identified, together with the seasonally and interannually varying characteristics in terms of both TME birth and entrance to the 20 N.E. USA, and their subsequent contribution to extreme precipitation. We show that the extreme daily precipitation events are dominated by extreme TME entering the N.E. USA events in every season.

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Improved interval estimation of long run response from a dynamic linear model: A highest density region approach

Cited by 9 publications

References 34 publications

Tropical Moisture Exports, Extreme Precipitation and Floods in Northeastern US

Tropical Moisture Exports, Extreme Precipitation and Floods in Northeastern US

Smallest covering regions and highest density regions for discrete distributions

Tropical Moisture Exports, Extreme Precipitation and Floods in Northeast US

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