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Journal of the American Statistical AssociationVolume 108, Issue 503, 2013 |
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Second-Order Exchangeability Analysis for Multimodel Ensembles
- DOI:
- 10.1080/01621459.2013.802963
pages 852-863
- Received: 1 Aug 2010
- Accepted author version posted online: 09 Jun 2013
Abstract
The challenge of understanding complex systems often gives rise to a multiplicity of models. It is natural to consider whether the outputs of these models can be combined to produce a system prediction that is more informative than the output of any one of the models taken in isolation. And, in particular, to consider the relationship between the spread of model outputs and system uncertainty. We describe a statistical framework for such a combination, based on the exchangeability of the models, and their coexchangeability with the system. We demonstrate the simplest implementation of our framework in the context of climate prediction. Throughout we work entirely in means and variances to avoid the necessity of specifying higher-order quantities for which we often lack well-founded judgments.
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- Citation information:
- Received: 1 Aug 2010
- Accepted author version posted online: 09 Jun 2013
Author affiliations
- a Department of Mathematics , University of Bristol , BS8 1TW , UK
- b Department of Mathematical Sciences , Durham University , Durham , DH1 3LE , UK
- c Department of Statistics , Virginia Tech , Blacksburg , VA , 24061
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