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    Bayesian Inference for Palaeoclimate with time Uncertainty and Stochastic Volatility


    Parnell, Andrew, Sweeney, James, Doan, Thinh K., Salter-Townshend, Michael, Allen, Judy R. M., Huntley, Brian and Haslett, John (2014) Bayesian Inference for Palaeoclimate with time Uncertainty and Stochastic Volatility. Journal of the Royal Statistical Society Series C: Applied Statistics, 64 (1). pp. 115-138. ISSN 0035-9254

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    Abstract

    We propose and fit a Bayesian model to infer palaeoclimate over several thousand years. The data that we use arise as ancient pollen counts taken from sediment cores together with radiocarbon dates which provide (uncertain) ages. When combined with a modern pollen– climate data set, we can calibrate ancient pollen into ancient climate. We use a normal–inverse Gaussian process prior to model the stochastic volatility of palaeoclimate over time, and we present a novel modularized Markov chain Monte Chain algorithm to enable fast computation. We illustrate our approach with a case-study from Sluggan Moss, Northern Ireland, and provide an R package, Bclim, for use at other sites.
    Item Type: Article
    Keywords: Hierarchical time series; Modular Bayes; Normal–inverse Gaussian process; Palaeoclimate reconstruction; Temporal uncertainty;
    Academic Unit: Faculty of Science and Engineering > Mathematics and Statistics
    Faculty of Science and Engineering > Research Institutes > Hamilton Institute
    Faculty of Social Sciences > Research Institutes > Irish Climate Analysis and Research Units, ICARUS
    Item ID: 19112
    Identification Number: 10.1111/rssc.12065
    Depositing User: Andrew Parnell
    Date Deposited: 29 Oct 2024 12:03
    Journal or Publication Title: Journal of the Royal Statistical Society Series C: Applied Statistics
    Publisher: The Royal Statistical Society
    Refereed: Yes
    Related URLs:
    URI: https://mural.maynoothuniversity.ie/id/eprint/19112
    Use Licence: This item is available under a Creative Commons Attribution Non Commercial Share Alike Licence (CC BY-NC-SA). Details of this licence are available here

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