Search

AMS subject classifications. 62K99, 62L05, 60G15; Making good predictions of a physical system using a computer code requires the inputs to be carefully specified. Some of these inputs, called control variables, reproduce physical conditions, whereas other inputs, called parameters, are specific to the computer code and most often uncertain. The goal of statistical calibration consists in reducing their uncertainty with the help of a statistical model which links the code outputs with the field measurements. In a Bayesian setting, the posterior distribution of these parameters is typically sampled using Markov Chain Monte Carlo methods. However, they are impractical when the code runs are highly time-consuming. A way to circumvent this issue consists of replacing the computer code with a Gaussian process emulator, then sampling a surrogate posterior distribution based on it. Doing so, calibration is subject to an error which strongly depends on the numerical design of experiments used to fit the emulator. Under the assumption that there is no code discrepancy, we aim to reduce this error by constructing a sequential design by means of the expected improvement criterion. Numerical illustrations in several dimensions assess the efficiency of such sequential strategies.

Probabilistic forecasting aims at producing a predictive distribution of the quantity of interest instead of a single best guess point-wise estimate. With regard to water flow forecasts, the two main sources of uncertainty stem from unknown future rainfall and temperature (input error, i.e., meteorological uncertainty) and from the inadequacy of the deterministic simulator mimicking the rainfall-runoff (RR) transformation (hydrological uncertainty or RR error). These two sources of uncertainty can be dealt with separately and only the latter will be considered here. Only hydrological uncertainty is at stake when recorded meteorological data (instead of meteorological forecasts) are used as inputs to feed the RR simulator (RRS) for probabilistic predictions. The predictive performance of the RRS may strongly depend on the hydrological regimes: rapid flood variations induce large errors of anticipation but a series of dry events will translate into a much more smoother sequence of river levels due to the easily predictable behavior of the soil reservoir emptying. Consequently, a model with several regimes adapted to different error structures appears as a solution to cope with the issue of unstationary predictive variance. The river regime is modeled as a latent variable, the distribution of which is based on additional outputs of the RRS to be selected. Inference is performed by the EM algorithm with both steps leading to explicit analytic expressions. Asymptotic confidence regions for the estimates are provided within the same EM framework. Model selection is also performed, including the length of the model memory as well as the choice of explanatory variables for the latent regimes. The model is applied to a series of water flow forecasts routinely issued by two hydroelectricity producers in France and in Qu,bec and compared with their present operational forecasting methods.

[Departement_IRSTEA]Eaux [TR1_IRSTEA]RIVAGE; In this paper, we propose a novel approach for generating avalanche hazard maps based on the spatial dependence of avalanche runout altitudes. The right-truncated data are described with a Bayesian hierarchical model in which the spatio-temporal process is assumed to be the sum of independent spatial and temporal terms. Topography is roughly taken into account according to valley altitude and path exposition, and the spatial dependence is modelled with a Matérn covariance function. An application is performed to the Haute-Savoie region, French Alps. A spatial dependence in runout altitudes is identified, and an effective range of about 10 km is inferred. The temporal trend extracted highlights the increase of avalanche runout altitudes from 1955, attributed to both anthropogenic factors and climate warming. In a cross validation scheme, spatial predictions are provided on undocumented paths using kriging equations. All in all, although our model is unable to take into account small topographic features, it is a first-ever approach that produces very encouraging results. It could be enhanced in future work by incorporating a numerical physically-based code into the modelling.

Complex physical systems are increasingly modeled by computer codes which aim at predicting the reality as accurately as possible. During the last decade, code validation has benefited from a large interest within the scientific community because of the requirement to assess the uncertainty affecting the code outputs. Inspiring frompast contributions to this task, a testing procedure is proposed in this paper to decide either a pure code prediction or a discrepancy-corrected one should be used to provide the best approximation of the physical system. In a particular case where the computer code depends on uncertain parameters, this problem of model selection can be carried out in a Bayesian setting. It requires the specification of proper prior distributions that are well known as having a strong impact on the results. Another way consists in specifying non-informative priors. However, they are sometimes improper, which is a major barrier for computing the Bayes factor. A way to overcome this issue is to use the so-called intrinsic Bayes factor (IBF) in order to replace the ill-defined Bayes factor when improper priors are used. For computer codes which depend linearly on their parameters, the computation of the IBF is made easier, thanks to some explicit marginalization. In the paper, we present a special case where the IBF is equal to the standard Bayes factor when the right-Haar prior is specified on the code parameters and the scale of the code discrepancy. On simulated data, the IBF has been computed for several prior distributions. A confounding effect between the code discrepancy and the linear code is pointed out. Finally, the IBF is computed for an industrial computer code used for monitoring power plant production.

In the context of risk analysis under uncertainty, we focus here on the problem of estimating a so-called quantity of interest of an uncertainty analysis problem, i.e. a given feature of the probability distribution function (pdf) of the output of a deterministic model with uncertain inputs. We will stay here in a fully probabilistic setting. A common problem is how to account for epistemic uncertainty tainting the parameter of the probability distribution of the inputs. In the standard practice, this uncertainty is often neglected (plug-in approach). When a specific uncertainty assessment is made, under the basis of the available information (expertise and/or data), a common solution consists in marginalizing the joint distribution of both observable inputs and parameters of the probabilistic model (i.e. computing the predictive pdf of the inputs), then propagating it through the deterministic model. We will reinterpret this approach in the light of Bayesian decision theory, and will put into evidence that this practice leads the analyst to adopt implicitly a specific loss function which may be inappropriate for the problem under investigation, and suboptimal from a decisional perspective. These concepts are illustrated on a simple numerical example, concerning a case of flood risk assessment.

Hierarchical Bayesian Modelling is powerful however under-used to model and evaluate the risks associated with the development of pathogens in food industry, to predict exotic invasions, species extinctions and development of emerging diseases, or to assess chemical risks. Modelling population dynamics of Saccharomyces cerevisiae considering its biodiversity and other sources of variability is crucial for selecting strains meeting industrial needs. Using this approach, we studied the population dynamics of S. cerevisiae, the domesticated yeast. widely encountered in food industry, notably in brewery, vinery, bakery and distillery. We relied on a logistic equation to estimate the key variables of population growth, but we took also into account factors able to affect them, namely environmental effects, genetic diversity and measurement errors. Our probabilistic approach allowed us: (i) to model the dynamical behaviour of strains in a given condition under some uncertainty, (ii) to measure environmental effects and (iii) to evaluate genetic variability of the growth key variables.

A parsimonious model is presented as an alternative to delta approaches to modelling zero-inflated continuous data. The data model relies on an exponentially compound Poisson process, also called the law of leaks (LOL). It represents the process of sampling resources that are spatially distributed as Poisson distributed patches, each containing a certain quantity of biomass drawn from an exponential distribution. In an application of the LOL, two latent structures are proposed to account for spatial dependencies between zero values at different scales within a hierarchical Bayesian framework. The LOL is compared to the delta-gamma (Delta I") distribution using bottom-trawl survey data. Results of this case study emphasize that the LOL provides slightly better fits to learning samples with a very high proportion of zero values and small strictly positive abundance data. Additionally, it offers better predictions of validation samples.

Based on a previous township-scale model, a spatio-temporal framework is proposed to study the fluctuations of avalanche occurrence possibly resulting from climate change. The regional annual component is isolated from the total variability using a two-factor nonlinear analysis of variance. Moreover, relying on a Conditional AutoRegressive sub-model for the spatial effects, the structured time trend is distinguished from the random noise with different time series sub-models including autocorrelative, periodic and change-point models. The hierarchical structure obtained takes into account the uncertainty related to the estimation of the annual component for the quantification of the time trend. Bayesian inference is performed using Monte Carlo simulations. This allows a comparison of the different time series models and the prediction of future activity in an explicit unsteady context. Application to the northern French Alps illustrates the information provided by the model's different components, mainly the spatial and temporal terms as well as the spatio-temporal fluctuation of the relative risk. For instance, it shows no strong modifications in mean avalanche activity or in the number of winters of low or high activity over the last 60 years. This suggests that climate change has recently had little impact on the avalanching rhythm in this region. However, significant temporal patterns are highlighted: a complex combination of abrupt changes and pseudo-periodic cycles of approximately 15 years. For anticipating the future response of snow avalanches to climate change, correlating them with fluctuations of the constraining climatic factors is now necessary.

For snow avalanches, passive defense structures are generally designed by considering high return period events. However, defining a return period turns out to be tricky as soon as different variables are simultaneously considered. This problem can be overcome by maximizing the expected economic benefit of the defense structure, but purely stochastic approaches are not possible for paths with a complex geometry in the runout zone. Therefore, in this paper, we include a multivariate numerical avalanche propagation model within a Bayesian decisional framework. The influence of a vertical dam on an avalanche flow is quantified in terms of local energy dissipation with a simple semi-empirical relation. Costs corresponding to dam construction and the damage to a building situated in the runout zone are roughly evaluated for each dam height-hazard value pair, with damage intensity depending on avalanche velocity. Special attention is given to the poor local information to be taken into account for the decision. Using a case study from the French avalanche database, the Bayesian optimal dam height is shown to be more pessimistic than the classical optimal height because of the increasing effect of parameter uncertainty. It also appears that the lack of local information is especially critical for a building exposed to the most extreme events only. The residual hazard after dam construction is analyzed and the sensitivity to the different modelling assumptions is evaluated. Finally, possible further developments of the approach are discussed.

International audience; For snow avalanches, passive defense structures are generally designed by considering high return period events. However, defining a return period turns out to be tricky as soon as different variables are simultaneously considered. This problem can be overcome by maximizing the expected economic benefit of the defense structure, but purely stochastic approaches are not possible for paths with a complex geometry in the runout zone. Therefore, in this paper, we include a multivariate numerical avalanche propagation model within a Bayesian decisional framework. The influence of a vertical dam on an avalanche flow is quantified in terms of local energy dissipation with a simple semi-empirical relation. Costs corresponding to dam construction and the damage to a building situated in the runout zone are roughly evaluated for each dam heighthazard value pair, with damage intensity depending on avalanche velocity. Special attention is given to the poor local information to be taken into account for the decision. Using a case study from the French avalanche database, the Bayesian optimal dam height is shown to be more pessimistic than the classical optimal height because of the increasing effect of parameter uncertainty. It also appears that the lack of local information is especially critical for a building exposed to the most extreme events only. The residual hazard after dam construction is analyzed and the sensitivity to the different modelling assumptions is evaluated. Finally, possible further developments of the approach are discussed.