Issue 3, May 2010
Welcome to the May edition of CATS
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
climate when we cannot shadow the weather?"
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
Simulations IV conference, Toronto, 7-9 May.
Falk Niehoerster gave a talk at the
AMS conference on Hurricane
meteorolgy in Tuscon
of decadal tropical cyclone forecasts for decision-support: application
to insurance and disaster risk reduction along the US Gulf Coast and the
This is joint work with Nicola Ranger on long term hurricane adaptation projects.
(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
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 -
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
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
Conference on Mathematical Geophysics Modelling Earth Dynamics:
Complexity, Uncertainty and Validation, Pisa, 5-9 June.
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
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
Emission Markets" stream of the
EURO XXIV (24th European
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
Meeting on Statistical Climatology (IMSC) in
Edinburgh, 12-16 July. The presentations will include:
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”
"Extraction of information from Global Climate Model Perturbed Physics
Cloud Feedbacks in Perturbed-Physics Ensembles from two different GCMs"
Current Flaws in Bayesian Approaches to Climate Projection Fatal?"
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
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
Du, HL and Smith, LA:
"Improvement in Full Probability Forecasting at Seasonal Lead-times"
under revision for Quarterly Journal Royal Meteo Soc
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:
intermediate-dimensional systems. I - Limits of iota-shadowing using the
perfect model rotating annulus" and
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,
"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
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
Research progress and
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
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 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
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
Henry Wynn together with Dr Mark Atherton
of Brunel University
submitted an application to EPSRC last month, entitled: "Piezoelectric Bimorphs with Adaptive
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.
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
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
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.
visited CATS on 24th May.
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
project (End-to-End Quantification of Uncertainty for Impacts
Prediction) is now under way. We have
a new postdoc, Emma Suckling
(a nuclear physicist by training but soon to become our project
statistician!) who started on 4th May.
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?
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
completed her PhD at CATS, thesis title: "Incorporating
weather forecasts into the energy markets". More info to follow
soon we hope!
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.
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
soon....watch 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
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
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.
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
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.