Literature DB >> 21646534

Improving model fidelity and sensitivity for complex systems through empirical information theory.

Andrew J Majda1, Boris Gershgorin.   

Abstract

In many situations in contemporary science and engineering, the analysis and prediction of crucial phenomena occur often through complex dynamical equations that have significant model errors compared with the true signal in nature. Here, a systematic information theoretic framework is developed to improve model fidelity and sensitivity for complex systems including perturbation formulas and multimodel ensembles that can be utilized to improve both aspects of model error simultaneously. A suite of unambiguous test models is utilized to demonstrate facets of the proposed framework. These results include simple examples of imperfect models with perfect equilibrium statistical fidelity where there are intrinsic natural barriers to improving imperfect model sensitivity. Linear stochastic models with multiple spatiotemporal scales are utilized to demonstrate this information theoretic approach to equilibrium sensitivity, the role of increasing spatial resolution in the information metric for model error, and the ability of imperfect models to capture the true sensitivity. Finally, an instructive statistically nonlinear model with many degrees of freedom, mimicking the observed non-Gaussian statistical behavior of tracers in the atmosphere, with corresponding imperfect eddy-diffusivity parameterization models are utilized here. They demonstrate the important role of additional stochastic forcing of imperfect models in order to systematically improve the information theoretic measures of fidelity and sensitivity developed here.

Year:  2011        PMID: 21646534      PMCID: PMC3121845          DOI: 10.1073/pnas.1105174108

Source DB:  PubMed          Journal:  Proc Natl Acad Sci U S A        ISSN: 0027-8424            Impact factor:   11.205


  4 in total

1.  Coarse-grained stochastic processes for microscopic lattice systems.

Authors:  Markos A Katsoulakis; Andrew J Majda; Dionisios G Vlachos
Journal:  Proc Natl Acad Sci U S A       Date:  2003-01-27       Impact factor: 11.205

2.  Quantifying uncertainty in climate change science through empirical information theory.

Authors:  Andrew J Majda; Boris Gershgorin
Journal:  Proc Natl Acad Sci U S A       Date:  2010-08-09       Impact factor: 11.205

3.  Multiscale modeling of the primary visual cortex.

Authors:  Aaditya V Rangan; Louis Tao; Gregor Kovacic; David Cai
Journal:  IEEE Eng Med Biol Mag       Date:  2009 May-Jun

4.  Elementary models for turbulent diffusion with complex physical features: eddy diffusivity, spectrum and intermittency.

Authors:  Andrew J Majda; Boris Gershgorin
Journal:  Philos Trans A Math Phys Eng Sci       Date:  2013-01-13       Impact factor: 4.226

  4 in total
  7 in total

1.  Statistical energy conservation principle for inhomogeneous turbulent dynamical systems.

Authors:  Andrew J Majda
Journal:  Proc Natl Acad Sci U S A       Date:  2015-07-06       Impact factor: 11.205

2.  Conditional Gaussian Systems for Multiscale Nonlinear Stochastic Systems: Prediction, State Estimation and Uncertainty Quantification.

Authors:  Nan Chen; Andrew J Majda
Journal:  Entropy (Basel)       Date:  2018-07-04       Impact factor: 2.524

3.  Model Error, Information Barriers, State Estimation and Prediction in Complex Multiscale Systems.

Authors:  Andrew J Majda; Nan Chen
Journal:  Entropy (Basel)       Date:  2018-08-28       Impact factor: 2.524

4.  Link between statistical equilibrium fidelity and forecasting skill for complex systems with model error.

Authors:  Andrew J Majda; Boris Gershgorin
Journal:  Proc Natl Acad Sci U S A       Date:  2011-07-18       Impact factor: 11.205

5.  Linear theory for filtering nonlinear multiscale systems with model error.

Authors:  Tyrus Berry; John Harlim
Journal:  Proc Math Phys Eng Sci       Date:  2014-07-08       Impact factor: 2.704

6.  Observation-based correction of dynamical models using thermostats.

Authors:  Keith W Myerscough; Jason Frank; Benedict Leimkuhler
Journal:  Proc Math Phys Eng Sci       Date:  2017-01       Impact factor: 2.704

7.  Parametric sensitivity analysis for biochemical reaction networks based on pathwise information theory.

Authors:  Yannis Pantazis; Markos A Katsoulakis; Dionisios G Vlachos
Journal:  BMC Bioinformatics       Date:  2013-10-22       Impact factor: 3.169

  7 in total

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