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Selecting a conceptual hydrological model using Bayes' factors computed with Replica Exchange Hamiltonian Monte Carlo and Thermodynamic Integration
MINGO NDIWAGO, Damian; Nijzink, Remko; LEY, Christophe et al.
2024
 

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Abstract :
[en] We develop a method for computing Bayes’ factors of conceptual rainfall-runoff models based on thermodynamic integration, gradient-based replica-exchange Markov Chain Monte Carlo algorithms and modern differentiable programming languages. We apply our approach to the problem of choosing from a set of conceptual bucket-type models with increasing dynamical complexity calibrated against both synthetically generated and real runoff data from Magela Creek, Australia. We show that using the proposed methodology the Bayes factor can be used to select a parsimonious model and can be computed robustly in a few hours on modern computing hardware. We introduce formal posterior predictive checks for the selected model. The prior calibrated posterior predictive p-value, which also tests for prior data conflict, is used for the posterior predictive checks. Prior data conflict is when the prior favours parameter values that are less likely given the data.
Research center :
ULHPC - University of Luxembourg: High Performance Computing
Disciplines :
Engineering, computing & technology: Multidisciplinary, general & others
Environmental sciences & ecology
Author, co-author :
MINGO NDIWAGO, Damian  ;  University of Luxembourg > Faculty of Science, Technology and Medicine (FSTM) > Department of Engineering (DoE)
Nijzink, Remko 
LEY, Christophe  ;  University of Luxembourg > Faculty of Science, Technology and Medicine (FSTM) > Department of Mathematics (DMATH)
HALE, Jack  ;  University of Luxembourg
Language :
English
Title :
Selecting a conceptual hydrological model using Bayes' factors computed with Replica Exchange Hamiltonian Monte Carlo and Thermodynamic Integration
Publication date :
08 January 2024
Edition :
Preprint
Source :
Focus Area :
Computational Sciences
Development Goals :
15. Life on land
FnR Project :
FNR12252781 - Data-driven Computational Modelling And Applications, 2017 (01/09/2018-28/02/2025) - Andreas Zilian
FNR11254288 - Water And Vegetation In A Changing Environment, 2016 (01/08/2017-31/07/2023) - Stanislaus J. Schymanski
Funders :
Fonds National de la Recherche Luxembourg
Funding text :
We would like to thank Stanislaus Schymanski for his valuable insights which inspired us to undertake this study, for his critical feedback on a draft of this manuscript. This work was funded under the Luxembourg National Research Fund under the PRIDE programme (PRIDE17/12252781) and ATTRACT programme (A16/SR/11254288). The experiments presented in this paper were carried out using the HPC (Varrette et al., 2022) facilities of the University of Luxembourg – see https://hpc.uni.lu.
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