Issue 2, April 2010
Welcome to the latest issue of CATS e-News!
This month's edition sees even more news,
with contributions from Visiting Professors and ex-LSE CATS members. In
fact, we have added a new section, "Where are they now?" at
the end so as to keep up with where everyone is and what they're doing.
Special thanks to Eva for all her work on this, and especially for
finding such great pictures!
workshops, presentations etc...April and May
Leonard Smith gave/will be
the following presentations
"Getting beyond the statistics: Towards Quantifying the Geometry of
Model Error", which was presented at
on model error, MO, Exeter, 8 April 2010.
Bayesian's Burden: Or Why Physicists Shrug and Statisticians Scoff" at
the NCAS/NERC Earth System Science Spring Summer School,
Uncertainties In Climate Models: Forecasting The Impact Of Best And
Worst Case Climate Scenarios On The Future Of The ILS Market"
Le Meridien Picadilly, London, 26-28 April 2010.
"Can we expect to
climate when we cannot shadow the weather?" to be presented at
EGU 2010, Vienna, 2-7th May.
Du and Joe will also be attending EGU.
"The Bayesian's Burden:
Non-linear Models, Probability and Insight", a plenary talk to
be presented by Leonard Smith at
Simulations IV conference, Toronto, 7-9 May.
attended the following meeting:
Martin Ambaum et al
meeting in Reading on the thermodynamics of the climate system, 21-22 April.
Falk Niehoerster and Hailiang Du went to Munich Re on 1st April
for a workshop on programme 5d (US hurricane/long term risk scenarios)
with Eberhard Faust, Jan Eichner, Peter Hoeppe and Philipp Hasenmueller.
(staying at LSE as Munich Re Visiting Professor from April 26-May 21)
will be giving a lecture on "Improving the IPCC’s uncertainty
management in assessing climate change, impacts and responses" here
at LSE on 13th May (12.30-14.00, NAB LG09)
Insight from Predictions of the Irrelevant: Can the Diversity in Our
Models Inform Our Uncertainty of the Future?" to be
presented by Leonard Smith at
Conference on Mathematical Geophysics Modelling Earth Dynamics:
Complexity, Uncertainty and Validation, Pisa, June.
two weeks after his visit to LSE, will be attending an Exploratory Workshop funded by the
European Science Foundation on "Epistemic Shifts in
Computer-Based Environmental Sciences", University of Aarhus, June 10-12.
Max Fehr and Pauline Barrieu
have been asked to organise two sessions for the "Energy and
Emission Markets" stream of the
EURO XXIV (24th European
on Operational Research), in Lisbon, July 11-14.
Lenny, Dave, Nicola, Falk, Ana
and Milena will be going to
Meeting on Statistical Climatology (IMSC) in
Edinburgh, 12-16 July.
Ralph Rayner will be presenting the keynote
lecture at a conference being hosted by
Engineers Australia and the
Planning Institute of Australia, 29 September to 1 October.
Leonard Smith talking at the NCAS/NERC
spring summer school
Papers & other
Papers recently finished:
Ralph Rayner has published a chapter in a new book which is
entitled "Asset management – Whole-life management of physical assets".
The title of the chapter is "Incorporating climate change within
Leonard Smith, Milena Cuellar, Hailiang Du, and Kevin Judd,
"Exploiting Dynamical Coherence: A Geometric Approach to
Parameter Estimation in Nonlinear Models" accepted by Physics Letters A.
Leonard Smith and Hailiang Du,
estimation using Ignorance" under revision for Physics Review Letter.
Leonard Smith and Hailiang Du,
in Full Probability Forecasting at Seasonal Lead-times" under revision
for Quarterly Journal Royal Meteo Soc
Visser H, Büntgen U, D'Arrigo R and
Petersen AC, "Detecting
instabilities in tree-ring proxy calibration", submitted to Climate
of the Past (three referee comments received recommending
acceptance with minor revision).
Smith, LA., Du, HL, Higgins, S. and Binter, R:
"Neccesary Conditoins for assigning Sensible Model Weights in Seasonal and Decadal
Forecasting", in preparation for Tellus
Jochen Broecker has started
writing a chapter for Jolliffe & Stephenson's book on forecast
verification, 2. ed.
Research progress and
Jochen Broecker implemented the barotropic
vorticity equation (i.e. a very simple weather model) on a strip of
360deg longitude times 30 deg lattitude. Coriolis parameter varies
linearly (beta--plane) - giving rise to nice Rossby waves. He is also planning to
do shadowing experiments.
Jochen is also preparing a series of
lectures on geophysical fluid dynamics together with Holger Kantz.
Arthur Petersen is involved in the
co-ordination of a Dutch governmental evaluation of the quality of the
regional chapters of the IPCC AR4 WG II report (on impacts, adaptation
and vulnerability). Lots of interesting and difficult questions on
dealing with uncertainty and perspectives arise in this evaluation. It
provides a rich source for reflection on climate science and policy
advice. The report is scheduled for publication at the end of May.
Milena Cuellar is collaborating with Ed
Spiegel and one of his graduate students at Columbia University on the
Uncertainty in the prediction of Sunspots. "In the project we explore
and attempt to assess the uncertainty components of observational
sunspot information and model adequacy, to produce predictions of the
a STICERD funded CATS project that looks
for innovative ways of quantifying the research quality of individuals,
departments and institutions.
The project focused on assessing research
quality of individual researchers. To assess the quality of a researcher
according to a given set of measures, there are available a number of
databases with quantitative information about a researcher, academic
department or institution's scientific activity. Data for research
quality assessment is normally found as number of publications and
number of citations for given researcher.
To overcome the flaws introduced by the
analysis of this low dimensional data, the time series of publications
and citations of an individual are analyzed at lower temporal scales
(quarterly periods) and cross-correlated to Impact Journal Information
and spread of the impact of a publication in different areas.
Max Fehr, Pauline
Barrieu and Umut Cetin continue their work on a model for risk
neutral futures price dynamics in the European Unions Emissions Trading
Scheme (EU ETS). Historical price dynamics suggest that both allowance
prices for different compliance periods and CER prices for different
compliance periods are significantly related. To obtain a realistic
price dynamics we take into account the specific details of the EU ETS
compliance regulations, such as banking and the link to the Clean
Development Mechanism (CDM), and exploit arbitrage relationships between
futures on EU allowances and Certified Emission Reductions.
Nicola Ranger, and Lenny Smith continue work on Hurricanes: the
predictability of Hurricane frequency and intensity is investigated on
seasonal to multi-decadal timescales. Comparison and verification of
different statistical approaches are conducted in addition to expert
elicitation. The goal is to generate scenarios of future development of
Hurricane activities for adaptation decision making.
Roman Binter, Hailiang
Du, Falk Niehoerster and Lenny Smith work on Seasonal to Decadal
Predictability: The predictability of important atmospheric phenomena is
investigated in seasonal to decadal (s2d) predictions produced in the
multi-model framework of the ENSEMBLES project. Impact relevant indices
like the sea surface temperature (SST) in the main development region
for hurricanes (MDR) and the Nino3.4 index (related to the El Nino
phenomenon) as well as the global mean temperature (GMT) are currently
the focus of the analysis.
Falk Niehoerster and
Lenny Smith work on SVD on ICE - Linearity questions in climate
modelling: The question of linearity in general circulation model (GCM)
simulations of global warming as a function of a increasing atmospheric
CO2 concentration is another focus. The assumption that climate response
is "linear" is widely used and multiply defined. Indeed, the assumption
of linearity is crucial for several applications of climate science
including pattern scaling. The extent to which linearity approximations
hold is evaluated in large (~2^9)) initial condition ensembles (ICE).
These simulations consider the equilibrium response of HadSM3 to three
different levels of CO2 concentration increase. By comparing the
singular value decomposition (SVD) and the leading singular vectors of
the three initial condition ensembles we evaluate not only the relevance
of the linearity assumption, but also the robustness of the principal
pattern of temperature change.
There is an NERC and Met Office weather of
climate research call, with closing date 11 May. Details are at this
The Grantham Institute and
Department of Statistics will be submitting a joint application to the
AXA Research Fund for an endowed Chair in Climate Change Risk and
Uncertainty, for which we are proposing the appointment of Professor
René Carmona of Princeton University.
Closing date is 20th May 2010.
Henry Wynn together with Dr Mark Atherton
of Brunel University
submitted an application to EPSRC last month, entitled: "Piezoelectric Bimorphs with Adaptive
Howard Kunreuther, Munich Re
Visiting Professor, visited LSE on April 15-16. The main focus of
discussions concerned our potential collaboration, under the Munich Re
programme, on the hurricane risk scenarios and adaptation work. Meetings
were also held with Rowan Douglas (Willis Re), Robert Muir-Wood (RMS),
Gordon Conway (DFID) and Erik Chavez (World Bank).
also Munich Re Visiting Professor, is visiting LSE from 26th
April to 21st May (see more information under Conferences and Research
As reported by Dave Stainforth
last month Mike Wehner from Berkeley
would be keen to visit for a while at some stage. He's interested in and
has done some work on hurricane simulations. Also Peter Rayner from Melbourne
is in Paris for a few months. He gave a great talk at the RS on
"Reducing Uncertainties in future terrestrial carbon sinks: an approach
using process models and data assimilation". He uses a perturbed physics
approach. A little over interpreted but generally cautious. He would like to
talk with us. There would be relevance to our interests in model
interpretation, philosophy of climate science and Grantham more
generally. It would be great if we could get him over before he goes
back to Australia sometime in May.
Dr Thomas Stemler,
scientist from UWA (and postdoc of Kevin Judd) will be visiting LSE for
six weeks from 18th May.
New projects / appointments
The NERC EQUIP
(End-to-End Quantification of Uncertainty for Impacts Prediction) is
under way. For details of the project see:
a new postdoc, Emma Suckling (a nuclear physicist by
training but soon to become our project statistician!) who will be
starting on 4th May.
Dave Stainforth's NERC
will get underway sometime between now and October, we are currently
re-advertising the PhD
on Relating Climate Models and Reality.
received a grant for hiring two postdocs on a social and natural science
project on "Bridging the gap between stakeholders and climate
modellers: demand-driven adaptation assessment for uncertain changes in
weather extremes". The grant was awarded by the Netherlands
Organisation for Scientific Research (NWO). For the natural science (or
better: statistical) component, the Royal Netherlands Meteorological
Institute (KNMI) is now hiring a
Round up: Recent
From March 22-26
Arthur Petersen attended the "Asilomar International Conference on
Climate Intervention Technologies" in Pacific Grove, CA. He has been
engaged in the Dutch public debate on geo-engineering research,
particularly the uncertainties associated with it and its public
Max Fehr has been awarded the
ETH Medal for his PhD Thesis (The medal is awarded to the top 5 PhD Thesis at ETH.
Where are they now?
completed her PhD at CATS, thesis title: "Incorporating
weather forecasts into the energy markets". More info to follow
soon we hope!
Ron Bates is
currently working at Rolls Royce.
He was a senior Research Fellow in the Department of Statistics and CATS
from 2003 to 2008, working with Henry Wynn on a number of European and
EPSRC funded projects.
completed his PhD earlier this year, thesis title: "Factor modelling for high
dimensional time". He is currently doing a postdoc with Prof. Peter Hall
in the Maths department at the University of Melbourne and he is working
on problems in high dimensional data analysis and model selection.
Jochen Broecker works at the Max
Planck Institute for Physics of Complex Systems in Dresden. We are very
happy to announce that Jochen got married on 24th April!
Jochen was a Research Officer at CATS from 2003 to 2007, working on a number
of projects including the EU project ENSEMBLES and the EPSRC project
Liam Clarke is working at the
Financial Services Authority, London.
He was a Research Officer at CATS from 2003 to 2008, working on the
EPSRC funded project
REMIND and then the NERC funded project
Milena Cuellar is now an
Adjunct Assistant Professor at CUNY Bronx's Community College. She's
teaching Math to first year college students.
She completed her PhD at CATS funded by NGT. Thesis title: "Time series analysis, model
Reason Machete is
currently a Research Assistant in Mathematical Modeling for the Digital
Economy in the Mathematics Department at the University of Reading.
He was a Research Assistant in CATS from 2007 to 2010, working on a
number of different CATS projects.
Hugo Maruri-Aguilar is now
lecturing in the Statistics Department at Queen Mary, University of
London.He was a Research Officer on the EPSRC funded project,
MUCM, from 2006 to
2009, working with Henry Wynn.
completed his PhD in 2009, thesis title: "What can Insurers learn from
Climate Models?" Edward is now working at Defra.
Antje Weisheimer is at the
European Centre for Medium Range Weather Forecasting (ECMWF) in Reading,
and we're very please to announce that she has just had a new baby!
Antje was an EC Marie Curie Postdoctoral Fellow at CATS from 2002 to
2003. She was working on predictability in large climate models.