Bridging the gap between GLUE and formal statistical approaches: approximate Bayesian computation

Sadegh, M.; Vrugt, J. A.

In recent years, a strong debate has emerged in the hydrologic literature regarding how to properly treat nontraditional error residual distributions and quantify parameter and predictive uncertainty. Particularly, there is strong disagreement whether such uncertainty framework should have its roots within a proper statistical (Bayesian) context using Markov chain Monte Carlo (MCMC) simulation techniques, or whether such a framework should be based on a quite different philosophy and implement informal likelihood functions and simplistic search methods to summarize parameter and predictive distributions. This paper is a follow-up of our previous work published in Vrugt and Sadegh (2013) and demonstrates that approximate Bayesian computation (ABC) bridges the gap between formal and informal statistical model–data fitting approaches. The ABC methodology has recently emerged in the fields of biology and population genetics and relaxes the need for an explicit likelihood function in favor of one or multiple different summary statistics that measure the distance of each model simulation to the data. This paper further studies the theoretical and numerical equivalence of formal and informal Bayesian approaches using discharge and forcing data from different watersheds in the United States, in particular generalized likelihood uncertainty estimation (GLUE). We demonstrate that the limits of acceptability approach of GLUE is a special variant of ABC if each discharge observation of the calibration data set is used as a summary diagnostic.

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Sadegh, M. / Vrugt, J. A.: Bridging the gap between GLUE and formal statistical approaches: approximate Bayesian computation. 2013. Copernicus Publications.

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