Towards a comprehensive uncertainty assessment in environmental research and decision support

A comparison of numerical approaches for statistical inference with stochastic models

Due to our limited knowledge about complex environmental systems, our predictions of their behavior under different scenarios or decision alternatives are subject to considerable uncertainty. As this uncertainty can often be relevant for societal decisions, the consideration, quantification and communication of it is very important. Due to internal stochasticity, often poorly known influence factors, and only partly known mechanisms, in many cases, a stochastic model is needed to get an adequate description of uncertainty. As this implies the need to infer constant parameters, as well as the time-course of stochastic model states, a very high-dimensional inference problem for model calibration has to be solved. This is very challenging from a methodological and a numerical perspective. To illustrate aspects of this problem and show options to successfully tackle it, we compare three numerical approaches: Hamiltonian Monte Carlo, Particle Markov Chain Monte Carlo, and Conditional Ornstein-Uhlenbeck Sampling. As a case study, we select the analysis of hydrological data with a stochastic hydrological model. We conclude that the performance of the investigated techniques is comparable for the analyzed system, and that also generality and practical considerations may be taken into account to guide the choice of which technique is more appropriate for a particular application.

Supplementary Information

The online version contains supplementary material available at 10.1007/s00477-023-02434-z.

Socio-technical scales in socio-environmental modeling: Managing a system-of-systems modeling approach

System-of-systems approaches for integrated assessments have become prevalent in recent years. Such approaches integrate a variety of models from different disciplines and modeling paradigms to represent a socio-environmental (or social-ecological) system aiming to holistically inform policy and decision-making processes. Central to the system-of-systems approaches is the representation of systems in a multi-tier framework with nested scales. Current modeling paradigms, however, have disciplinary-specific lineage, leading to inconsistencies in the conceptualization and integration of socio-environmental systems. In this paper, a multidisciplinary team of researchers, from engineering, natural and social sciences, have come together to detail socio-technical practices and challenges that arise in the consideration of scale throughout the socio-environmental modeling process. We identify key paths forward, focused on explicit consideration of scale and uncertainty, strengthening interdisciplinary communication, and improvement of the documentation process. We call for a grand vision (and commensurate funding) for holistic system-of-systems research that engages researchers, stakeholders, and policy makers in a multi-tiered process for the co-creation of knowledge and solutions to major socio-environmental problems.