The Annals of Applied Statistics

Statistical paleoclimate reconstructions via Markov random fields

Dominique Guillot, Bala Rajaratnam, and Julien Emile-Geay

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Understanding centennial scale climate variability requires data sets that are accurate, long, continuous and of broad spatial coverage. Since instrumental measurements are generally only available after 1850, temperature fields must be reconstructed using paleoclimate archives, known as proxies. Various climate field reconstructions (CFR) methods have been proposed to relate past temperature to such proxy networks. In this work, we propose a new CFR method, called GraphEM, based on Gaussian Markov random fields embedded within an EM algorithm. Gaussian Markov random fields provide a natural and flexible framework for modeling high-dimensional spatial fields. At the same time, they provide the parameter reduction necessary for obtaining precise and well-conditioned estimates of the covariance structure, even in the sample-starved setting common in paleoclimate applications. In this paper, we propose and compare the performance of different methods to estimate the graphical structure of climate fields, and demonstrate how the GraphEM algorithm can be used to reconstruct past climate variations. The performance of GraphEM is compared to the widely used CFR method RegEM with regularization via truncated total least squares, using synthetic data. Our results show that GraphEM can yield significant improvements, with uniform gains over space, and far better risk properties. We demonstrate that the spatial structure of temperature fields can be well estimated by graphs where each neighbor is only connected to a few geographically close neighbors, and that the increase in performance is directly related to recovering the underlying sparsity in the covariance of the spatial field. Our work demonstrates how significant improvements can be made in climate reconstruction methods by better modeling the covariance structure of the climate field.

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Ann. Appl. Stat. Volume 9, Number 1 (2015), 324-352.

First available in Project Euclid: 28 April 2015

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Climate reconstructions Markov random fields covariance matrix estimation sparsity model selection pseudoproxies


Guillot, Dominique; Rajaratnam, Bala; Emile-Geay, Julien. Statistical paleoclimate reconstructions via Markov random fields. Ann. Appl. Stat. 9 (2015), no. 1, 324--352. doi:10.1214/14-AOAS794.

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