Randomized Subensembles: An Approach to Reduce the Risk of Divergence in an Ensemble Kalman Filter Using Cross Validation
Bibliographic record
Abstract
Abstract In an ensemble Kalman filter, when the analysis update of an ensemble member is computed using error statistics estimated from an ensemble that includes the background of the member being updated, the spread of the resulting ensemble systematically underestimates the uncertainty of the ensemble mean analysis. This problem can largely be avoided by applying cross validation: using an independent subset of ensemble members for updating each member. However, in some circumstances cross validation can lead to the divergence of one or more ensemble members from observations. This can culminate in catastrophic filter divergence in which the analyzed or forecast states become unrealistic in the diverging members. So far, such instabilities have been reported only in the context of highly nonlinear low-dimensional models. The first known manifestation of catastrophic filter divergence caused by the use of cross validation in an NWP context is reported here. To reduce the risk of such filter divergence, a modification to the traditional cross-validation approach is proposed. Instead of always assigning the ensemble members to the same subensembles, the members forming each subensemble are randomly chosen at every analysis step. It is shown that this new approach can prevent filter divergence and also brings a cycling ensemble data assimilation system containing divergent members back to a state consistent with Gaussianity. The randomized subensemble approach was implemented in the operational global ensemble prediction system at Environment and Climate Change Canada on 1 December 2021.
Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.
How this classification was reachedexpand
Full frame distilled prediction
Teacher imitationNot calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.
Codex and Gemma teacher scores by category
| Category | Codex | Gemma |
|---|---|---|
| Metaresearch | 0.002 | 0.000 |
| Meta-epidemiology (narrow) | 0.000 | 0.000 |
| Meta-epidemiology (broad) | 0.000 | 0.000 |
| Bibliometrics | 0.000 | 0.000 |
| Science and technology studies | 0.000 | 0.000 |
| Scholarly communication | 0.000 | 0.000 |
| Open science | 0.000 | 0.000 |
| Research integrity | 0.000 | 0.000 |
| Insufficient payload (model declined to judge) | 0.000 | 0.000 |
Machine scores (provisional)
The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.
Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.
score_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from itClassification
machine, unvalidatedMachine predicted; a candidate call from one teacher head, not a consensus.
How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".