A statistical concept to assess the uncertainty in Bayesian model weights and its impact on model ranking. Issue 9 (13th September 2015)

• Record Type: Journal Article
• Authors: Schöniger, Anneli; Wöhling, Thomas; Nowak, Wolfgang
• Is Part Of: Water resources research. Volume 51:Issue 9(2015:Sep.)
• Page Start: 7524
• Page End: 7546
• Publication Date: 2015-09-13
• Subjects: Hydrology -- Periodicals; 333.91
• DOI: 10.1002/2015WR016918
• Languages: English
• ISSNs: 0043-1397

Abstract

<abstract abstract-type="main"> <title>Abstract</title> <p>Bayesian model averaging (BMA) ranks the plausibility of alternative conceptual models according to Bayes' theorem. A prior belief about each model's adequacy is updated to a posterior model probability based on the skill to reproduce observed data and on the principle of parsimony. The posterior model probabilities are then used as model weights for model ranking, selection, or averaging. Despite the statistically rigorous BMA procedure, model weights can become uncertain quantities due to measurement noise in the calibration data set or due to uncertainty in model input. Uncertain weights may in turn compromise the reliability of BMA results. We present a new statistical concept to investigate this weighting uncertainty, and thus, to assess the significance of model weights and the confidence in model ranking. Our concept is to resample the uncertain input or output data and then to analyze the induced variability in model weights. In the special case of weighting uncertainty due to measurement noise in the calibration data set, we interpret statistics of Bayesian model evidence to assess the distance of a model's performance from the theoretical upper limit. To illustrate our suggested approach, we investigate the reliability of soil‐plant model selection following up on a study by Wöhling et al. (2015). Results show that the BMA routine should be equipped with our suggested upgrade to (1) reveal the significant but otherwise undetected impact of measurement noise on model ranking results and (2) to decide whether the considered set of models should be extended with better performing alternatives.</p> </abstract>