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1999
11th European Colloquium on Quantitative and Theoretical Geography. Durham Castle, UK, September 3-7, 1999
187

The Metropolis-Hastings algorithm, a handy tool for the practice of environmental model estimation: illustration with biochemical oxygen demand data

L'algorithme de Metropolis-Hastings, un outil puissant pour l'estimation de modèles environnementaux : application à la modélisation de données de demande biologique en oxygène
Franck Torre, Jean-Jacque Boreux y Eric Parent

Resúmenes

Environmental scientists often face situations where: (i) stimulus-response relationships are non-linear; (ii) data is rare or imprecise; (iii) facts are uncertain and stimulus-responses relationships are questionable.

In this paper, we focus on the first two points. A powerful and easy-to-use statistical method, the Metropolis-Hastings algorithm, allows the quantification of the uncertainty attached to any model response. This stochastic simulation technique is able to reproduce the statistical joint distribution of the whole parameter set of any model. The Metropolis-Hastings algorithm is described and illustrated on a typical environmental model: the biochemical oxygen demand (BOD). The aim is to provide a helpful guideline for further, and ultimately more complex, models. As a first illustration, the MH-method is also applied to a simple regression example to demonstrate to the practitioner the ability of the algorithm to produce valid results.

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Para citar este artículo

Referencia electrónica

Franck Torre, Jean-Jacque Boreux y Eric Parent, « The Metropolis-Hastings algorithm, a handy tool for the practice of environmental model estimation: illustration with biochemical oxygen demand data », Cybergeo: European Journal of Geography [En línea], Informes temáticos, documento 187, Publicado el 28 febrero 2001, consultado el 29 marzo 2024. URL : http://journals.openedition.org/cybergeo/4750 ; DOI : https://doi.org/10.4000/cybergeo.4750

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Autores

Franck Torre

IMEP, CNRS UPRES-A 6034, Present address: Dept of Geography, University of Newcastle, Newcastle Upon Tyne NE1 7RU, tel. 44 191 222 6431Department of Statistics, University of Warwick, Gibbett Hill Road, Coventry CV4 7AL, United Kingdom, tel.: 44 2476 524 630ftorre@stats.warwick.ac.uk

Jean-Jacque Boreux

Fondation Universitaire Luxembourgeoise (FUL), 185 avenue de Longwy, 6700 Arlon, Belgium, tel. : 32 63 230 811

Eric Parent

Laboratoire de Gestion du Risque En Sciences de l'Eau, ENGREF, 19 av du Maine, 75732, Paris, CEDEX 15, France, tel. : 33 1 45 49 89 30 -– fax : FAX 33 1 45 49 88 27

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CC-BY-4.0

Únicamente el texto se puede utilizar bajo licencia CC BY 4.0. Salvo indicación contraria, los demás elementos (ilustraciones, archivos adicionales importados) son "Todos los derechos reservados".

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