Alternative link

CATS update

CATS e-News                                    Issue 12,  20th December 2011




Welcome to issue 12 of CATS e-news.

As we draw to the end of another busy year in CATS, we would like to wish you all a very Merry Christmas and a peaceful and happy New Year.

Other news

We're delighted to congratulate Nicola Ranger on the birth of baby Louis Edward James Ranger, born on the 20th November.  

Congratulations also to Nicola who was awarded a prize in the Lloyd's Science of Risk competition. Nicola's Climatic Change paper on flood risk in Mumbai was runner up in the Climate change category.

Congratulations also to Henry Wynn who has been awarded the Exzellenzstipendium des Landes Oberösterrich by the Governor of Upper Austria for a visit to the University of Linz in 2012. 

CATS had an enjoyable day out on the 5th December at the Old Royal Naval College, Greenwich with a tour of the college followed by Christmas lunch. We were delighted that a couple of our visiting Fellows could join us. 

Coming up...

Visiting fellow Jochen Broecker will be teaching Statistics in Weather and Climate in Innsbruck from 9-20 January 2012.

Leonard Smith will be giving a keynote talk at the 'Radical Uncertainty' workshop in Munich from 25-28 January 2012. His talk is titled 'When does Radical Uncertainty call for Regime Change?'. Other members of LSE will also be giving talks including Luc Bovens, Seamus Bradley and Katie Steele.

Leonard Smith will then be going on to Washington to take part in the ASA 'Climate Days' where scientists meet with members of Congress to provide them with the best possible access to scientific information on climate science when making policy decisions.

David Stainforth has been invited to attend the Royal Society's 'Scientists meet the Media Party 2012' on 12th January 2012.

As part of the MunichRe programme we will be holding a symposium on changes in hurricanes on 20th February 2012. More details to follow. 


Proposals submitted:

CATS is a partner on a proposal entitled ‘Combined Efficient Large Scale Integrated Urban Systems (CELSIUS)’ which was submitted to the EU FP7 Smart Cities programme on 1st December. It is a multi-partner project proposal being led by the Urban development Office of Gothenburg City Hall. Henry Wynn leads the proposal at LSE.

Henry is also a partner in a proposal entitled ‘A Categorical and Homological Approach to multi-layered Complex Random Systems (CHACRAS)’ being led by Francesco Vaccarino (Politecnico di Torino & Complex System Lagrange Lab, ISI Foundation) which is to be submitted to the EU ICT FET scheme in January.


Conferences, workshops, presentations, etc... November

The 'Confidence from Uncertainty' exhibition ran again as part of the ESRC Festival of Social Science on 4th November at LSE. An interactive exhibit was held in the Lower Ground Floor of the New Academic Building and Dr. David Stainforth gave a public lecture in the Wolfson Theatre.

Leonard Smith gave a talk entitled 'Real-World Challenges to Data Assimilation and Uncertainty Quantification in Big Nonlinear Models' at the Special Statistics Colloquium, University of Chicago, 22 November 2011.

Visiting fellow Jochen Broecker was an invited speaker at the EPSRC Workshop 'Topics in Control' held at Warwick University, 30 November 2011.



















Photo credit: Montse Watkin


Papers & other outputs

Papers recently finished

Jochen Broecker (December 2011) "Probability Forecasts" in 'Forecast Verification' edited by Ian Joliffe and David Stephenson, John Wiley and Sons, Chichester.

PM Barrieu, N Bellamy and JM Sahut "Assessing of the costs of protection in a context of switching stochastic regimes" has been accepted by Applied Mathematical Finance.

Leonard Smith and Nicholas Stern "Uncertainty in Science and its Role in Climate Policy" has been accepted by the Royal Society Phil Trans A and the online edition will be available from 31st October 2011.

Khare, S., and Smith, LA., (2011), Data assimilation: a fully nonlinear approach to ensemble formation using Indistinguishable States Monthly Weather Review, Vol 139 (7), 2080-2097

Hanson, S., Nicholls, R., Ranger, N., Hallegatte, S., Corfee-Morlot, J., Herweijer, C., Chateau, J. (2011) A Global Ranking of Port Cities with High Exposure to Climate Extremes, Nature Climate Change, 104 (1), 89-111

Halegatte, S., Ranger, N., Mestre, O., Dumas, P., Corfee-Morlot, J., Herweijer, C., Muir Wood, R. (2011) Assessing Climate Change Impacts, Sea Level Rise and Storm Surge Risk in Port Cities: A case study on Copenhagen, Nature Climate Change, 104 (1), 113-137

Ranger, N. Hallegatte, S., Bhattacharya, S., Bachu, M., Priya, S., Dhore, K., Rafique, F., Mathur, P., Naville, N., Henriet, F., Herweijer, C., Pohit, S., Corfee-Morlot, J. (2011) An Assessment of the Potential Impact of Climate Change on Flood Risk in Mumbai, Nature Climate Change, 104 (1), 139-167

Beven, K. J. and Alcock, R., (2011), Modelling everything everywhere: a new approach to decision making for water management under uncertainty, Freshwater Biology, doi: 10.1111/j.1365-2427.2011.02592.x

Beven, KJ., Smith, PJ., and Wood, A. (2011) "On the colour and spin of epistemic error (and what we might do about it)" Hydrology and Earth System Sciences Discussion, 8, 5355-5386, 2011

Papers submitted and/or in revision:

PM Barrieu and N. El Karoui "Monotone stability of quadratic semimartingales with applications to general unbounded quadratic BSDEs" submitted to Annals of Probability.


PM Barrieu and H Louberge "Reinsurance and securitisation in life insurance risk management" submitted to Insurance: Mathematics and Economics.


PM Barrieu and F Giammarino "Indifference pricing with uncertainty averse preferences" submitted to Journal of Mathematical Economics.


PM Barrieu and S Tobelem "Non-linear mixture of asset return models" submitted to Risk.


PM Barrieu and D Cummins "Innovations in insurance markets: hybrid and securitized risk-transfer solutions" submitted as a chapter for The Handbook of Insurance.


Nicola Ranger and Falk Niehoerster "Deep Uncertainty in long-term hurricane risk: scenario generation and implications for future climate experiments" submitted to Global Environmental Change.

Beven, KJ., Pappenburger, F., Cloke, HL., Wetterhall, F. and Dutra, E. "Hyperesolved ignorance: A comment on Wood et al (2011) Hyperresolution global land surfacing modeling: Meeting a grand challenge for monitoring Earth's terrestrial water" submitted to Water Resources Research.


Smith, LA, Tredger, E., Stainforth, D.A. &  Lopez, A. "On the Relevance of Model Averages for Science Based Policy" submitted to GRL


Baker, D. James & Richards, Gary "On the delivery of weather services and parallels for the development of operational forest carbon monitoring, reporting, and verification systems" submitted to Carbon Management. If you would like a draft copy of the paper, please contact Lyn Grove (


Young, RMB, Binter, R & Niehoerster, F "Limits of i-shadowing in a perfect model rotating annulus" submitted to Physica D


Barrieu, PM & Fehr, MW “Integrated EUA and CER price modeling and application for spread option pricing” submitted to Operations Research


Barrieu, PM & Tobelem,S “A new methodology for asset allocation under model risk” submitted to Quantitative Finance


Barrieu, PM & Sinclair Desgagne, B. “Economic Policy when Models Disagree” submitted to Econometrica                               

Maruri-Aguilar, H., Senz-de-Cabezn, E. and Wynn, H. P.  "the Betti numbers of polynomial hierarchical models for experimental designs" submitted to Annals of Mathematics and Artificial Intelligence

Bates, R.A., Maruri-Aguilar, H and Wynn, H.P. "Smooth supersaturated models" submitted to Journal of Statistical Planning and Inference


Smith, LA. & Du, H.L. "Parameter estimation using Ignorance" in revision for Physics Review Letters


Du, HL  & Smith, LA   "Improvement in Full Probability Forecasting at Seasonal Lead-times" in revision for QJRMS                              

Maruri-Aguilar, H and Wynn, H. P. "D-Optimality of Sobol Sequences for Haar Wavelet Models" under revision for Journal of Statistical Theory and Practice

Giovagnoli, A and Wynn, H. P. "(U,V)-ordering and a duality theorem for risk aversion and Lorentz-type ordering. Under revision for Statistical Papers

















Photo credit: Esther Heyhoe













Photo credit: Esther Heyhoe


Where are they now?
This section has now been moved to our website - see Previous staff, students and visiting fellows.


  Past issues of e-news can be found here.