|
|
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.
|
|
|
|
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 (l.grove@lse.ac.uk)
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
|
|
