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CATS e-News                                    Issue 3,  May 2010


Welcome to the May edition of CATS e-news. May has certainly been a busy month with events and visitors, and we're particularly delighted to announce that Professor Keith Beven, of Lancaster Environment Centre, has been appointed as a new Visiting Professor to CATS. This issue is being sent out to all our Visiting Fellows, Senior Fellows and Professors, so if you are receiving the CATS e-news for the first time, do please feel free to send us your comments, and we would love to hear any news you may have for the June issue! With thanks, Lyn

Conferences, workshops, presentations etc...May

A number of CATS members, including Leonard Smith, Joe Daron, Hailiang Du and Roland Young, attended EGU 2010, 2-7 May in Vienna. Presentations included: "Can we expect to predict the climate when we cannot shadow the weather?" presented by Leonard Smith, and the poster "Using gradient descent with a perfect model of the rotating annulus" presented by Roland Young  on behalf of himself, Roman Binter, Falk Niehoerster, Leonard Smith, and Peter Read .

A plenary talk, "The Bayesian's Burden: Non-linear Models, Probability and Insight", was presented by Leonard Smith at Models & Simulations IV conference, Toronto, 7-9 May.

Falk Niehoerster gave a talk at the AMS conference on Hurricane meteorolgy in Tuscon Arizona, "Interpretation of decadal tropical cyclone forecasts for decision-support: application to insurance and disaster risk reduction along the US Gulf Coast and the Caribbean". This is joint work with Nicola Ranger on long term hurricane adaptation projects.

Arthur Petersen (Munich Re Visiting Professor) gave a lecture on "Improving the IPCC’s uncertainty management in assessing climate change, impacts and responses" at LSE on 13th May.

Nicola Ranger and Falk Niehoerster presented at Howard Kuenreuther’s Risk Management and Decision Processes Centre at Wharton Business School, Philadelphia and held a CCCEP-Wharton academic workshop on long-term hurricane risk and insurance implications, 17th-18th of May.

As part of the Munich Re programme, an industry roundtable was held on 26th May, entitled "How can Climate Change Science and Economics better Support the Insurance Industry". 18 representatives of the insurance industry attended and engaged in discussions with the aim of helping improve LSE's understanding of the needs of the insurance industry related to climate change science and economics.
The afternoon was also used to present an Industry Brief, produced as part of the Munich Re programme, by Nicola Ranger and Bob Ward - "Aiming for a 2o Goal: What does it Mean for the Insurance Industry?".

Henry Wynn and Daniel Hawellek presented a poster in the LSE poster exhibition on 26th May, titled "A copula based differential measure of local correlation".

David Stainforth presented two talks at the Birkeland Workshop on Complex Natural Systems, "Climate Prediction: Lessons from Simple Non-Linear Systems" and "Climate Change: Controversy, Communication and Debate" in Tromso, Norway, on 27-31 May.


Next month and further ahead

Leonard Smith will give an invited talk, "Extracting Insight from Predictions of the Irrelevant: Can the Diversity in Our Models Inform Our Uncertainty of the Future?", at the special session "Can our models only predict the irrelevant?" in memory of Professor Tarantola, at the 28th International Conference on Mathematical Geophysics Modelling Earth Dynamics: Complexity, Uncertainty and Validation, Pisa, 5-9 June.

Nicola Ranger will be co-chairing a session and speaking at NATO ARW workshop on Climate Change: Global Change and Local Adaptation, 6 – 9th June in Hella, Iceland.

Arthur Petersen 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.

Dave Stainforth will be presenting a talk at Climate Change Communication and Collaboration in Vienna on 16 June.

The Grantham Research Institute on Climate Change and the Environment is running an executive summer school course: "Climate Change: Economics and Governance", 21-24 June. Further details can be found at:

Max Fehr and Pauline Barrieu are organising two sessions for the "Energy and Emission Markets" stream of the EURO XXIV (24th European Conference on Operational Research), in Lisbon, July 11-14.

A number of CATS people, including Lenny, Dave, Nicola, Falk, Ana, Milena, Joe and Alex, will be going to the 11th International Meeting on Statistical Climatology (IMSC) in Edinburgh, 12-16 July. The presentations will include:
"When is a model relevant?" (Lenny);
 Understanding the relevance of climate model simulations to informing policy: an example of the application of MAGICC to greenhouse gas mitigation policy (Nicola);
"Extraction of information from Global Climate Model Perturbed Physics Ensemble" (Milena);
"Comparing Cloud Feedbacks in Perturbed-Physics Ensembles from two different GCMs" (Falk);

Are Current Flaws in Bayesian Approaches to Climate Projection Fatal?" (Lenny).

Henry Wynn will give the opening keynote lecture at ENBIS10, the tenth anniversary conference of the European Network for Business and Industrial Statistics (ENBIS) in Antwerp, September 12-16.

Ralph Rayner will be presenting the keynote lecture at the conference 'Practical Responses to Climate Change National' being hosted by Engineers Australia and the Planning Institute of Australia, 29 September to 1 October.





Leonard Smith, Joe Daron and Hailiang Du at EGU 2010



Peter Hoeppe of Munich Re gives an introduction to the Roundtable meeting


Participants at the Roundtable


Nicola Ranger presents the first Munich Re programme Industry Brief














Papers & other outputs

Papers recently finished:

Nicola Ranger and Bob Ward published their CCCEP/Munich Re programme Industry Brief “Aiming for a 2o goal: what does it mean for the insurance industry?” This will be available to download from the CCCEP publications page shortly.

Smith, LA. and Du, HL: "Parameter estimation using Ignorance" under revision for Physics Review Letters.

Du, HL and Smith, LA: "Improvement in Full Probability Forecasting at Seasonal Lead-times" under revision for Quarterly Journal Royal Meteo Soc

Papers in preparation include:

Smith, LA., Du, HL, Higgins, S. and Binter, R: "Necessary Conditions for assigning Sensible Model Weights in Seasonal and Decadal Forecasting", in preparation for Tellus.

Du, HL and Smith, LA: "Rising Above Chaotic Likelihoods" in preparation for Journal of the American Statistical Association.

Jochen Broecker has started writing a chapter for Jolliffe & Stephenson's book on forecast verification (2nd edition).

Roland Young, Roman Binter, Falk Niehoerster, Leonard Smith, and Peter Read  also have two papers on the annulus in preparation:
"Shadowing in intermediate-dimensional systems. I - Limits of iota-shadowing using the perfect model rotating annulus"
"Shadowing in intermediate-dimensional systems. II - Demonstration of gradient descent for a rotating annulus model in the perfect model scenario".

Nicola Ranger has three papers at final review stage for Climate Change:

"An Assessment of the Potential Impact of Climate Change on Flood Risk in Mumbai", with Stéphane Hallegatte, Sumana Bhattacharya, Murthy Bachu, Satya Priya; K. Dhore, Farhat Rafique, P. Mathur, Nicolas Naville, Fanny Henriet, Celine Herweijer, Sanjib Pohit, Jan Corfee-Morlot

"A Global Ranking of Port Cities with High Exposure to Climate Extremes", with Susan Hanson, Robert Nicholls, S. Hallegatte, J. Corfee-Morlot, C. Herweijer, J. Chateau

"Assessing Climate Change Impacts, Sea Level Rise and Storm Surge Risk in Port Cities: A Case Study on Copenhagen", with Stéphane Hallegatte, Olivier Mestre, Patrice Dumas, Jan Corfee-Morlot, Celine Herweijer, Robert Muir Wood.

Nicola Ranger, Antony Millner, Simon Dietz, Sam Fankhauser, Ana Lopez and Gianni Ruta are working on a report for the Adaptation Sub-Committee"Adaptation in the UK: A decision-making process".


















Research progress and activities

Jochen Broecker implemented the barotropic vorticity equation (i.e. a very simple weather model) on a strip of 360o longitude x 30o 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 solar cycle".

Milena has recently finished 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.

Falk Niehoerster, Nicola Ranger, and Leonard 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 Leonard 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 Leonard 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.






















Leonard Smith, Falk Niehoerster and Hailiang Du at Munich Re, April 2010



Funding opportunities and submissions

The Grantham Institute and Department of Statistics submitted a joint application to the AXA Research Fund for an endowed Chair in Climate Change Risk and Uncertainty, proposing the appointment of Professor René Carmona of Princeton University. Results are expected in late October.

Henry Wynn together with Dr Mark Atherton of Brunel University submitted an application to EPSRC last month, entitled: "Piezoelectric Bimorphs with Adaptive Performance".

Dave Stainforth is leading a proposal to be submitted to the National Centre for Atmospheric Science (NCAS) on "Handling model-related Uncertainty in Weather and Climate Forecasts". Closing date 4th June.






Professor Keith Beven, Professor of Hydrology and Fluid Dynamics at Lancaster Environment Centre, has been appointed a Visiting Professor to CATS. He will make a first visit to CATS on Wednesday 30th June, giving an informal talk/discussion on model uncertainty.

Arthur Petersen, Munich Re Visiting Professor, visited LSE from 26th April to 21st May. He worked with CCCEP and Munich Re programme colleagues and gave a talk on 13th (see above for details).

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.

Dr Thomas Stemler, from the School of Mathematics and Statistics of the University of Western Australia (UWA) (and postdoc of Kevin Judd) joined CATS as a visitor on 18th May and will be here for 6 weeks. Thomas will be working with Falk and Lenny on relationships between climate models of different complexity levels.

Stephan Lewandowsky Australian Professorial Fellow at the Cognitive Science Laboratories, School of Psychology, University of Western Australia, visited CATS and gave a talk on 24th May "Climate Change: Consensus or Dogma, Hoax or Religion?"

Dr James Springham, also from UWA, will visit CATS for two weeks from 1st June.

Jochen Broecker visited CATS on 24th May.

Milena Cuellar will be in London before and after the Edinburgh IMSC meeting - she will be here from 6th -21st July, collaborating with colleagues in CATS.









New projects / appointments

The NERC EQUIP project (End-to-End Quantification of Uncertainty for Impacts Prediction) is now under way. We have appointed a new postdoc, Emma Suckling (a nuclear physicist by training but soon to become our project statistician!) who started on 4th May.

Dave Stainforth's NERC RAPID RAPIT project will get underway sometime between now and October. We hope to appoint a phd student shortly to work on 'Relating Climate Models and Reality'.




  Where are they now?

Roland Young, who was a Research Officer at CATS last year, is back in Oxford where he did his D.Phil., working as a postdoc in Peter Read's group. He has moved from studying the rotating annulus to studying the dynamics of giant planet atmospheres (specifically Jupiter and Saturn) using general circulation models.

Anna Andrianova 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.

Neil Bathia 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.

Roman Binter is finishing his phd thesis, and began work with Penson GHCO at the beginning of May. We hope to organise a proper leaving do for Roman this space!

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 DIME.


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 NAPSTER.


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.

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 parameters estimation."

Edward Tredger completed his PhD in 2009, thesis title: "What can Insurers learn from Climate Models?" Edward is now working at Defra.


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.

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.



Roland Young



Jochen Broecker


Liam Clarke


Milena Cuellar


Hugo Maruri-Aguilar