Atmospheric motion vectors (AMVs) extracted from satellite imagery are the only wind observations with good global coverage. They are important features for feeding numerical weather prediction (NWP) models. Several Bayesian models have been proposed to estimate AMVs. Although critical for correct assimilation into NWP models, very few methods provide a thorough characterization of the estimation errors. The difficulty of estimating errors stems from the specificity of the posterior distribution, which is both very high dimensional, and highly ill-conditioned due to a singular likelihood, which becomes critical in particular in the case of missing data (unobserved pixels). This work studies the evaluation of the expected error of AMVs using gradient-based Markov Chain Monte Carlo (MCMC) algorithms. Our main contribution is to propose a tempering strategy, which amounts to sampling a local approximation of the joint posterior distribution of AMVs and image variables in the neighborhood of a point estimate. In addition, we provide efficient preconditioning with the covariance related to the prior family itself (fractional Brownian motion), with possibly different hyper-parameters. From a theoretical point of view, we show that under regularity assumptions, the family of tempered posterior distributions converges in distribution as temperature decreases to an {optimal} Gaussian approximation at a point estimate given by the Maximum A Posteriori (MAP) log-density. From an empirical perspective, we evaluate the proposed approach based on some quantitative Bayesian evaluation criteria. Our numerical simulations performed on synthetic and real meteorological data reveal a significant gain in terms of accuracy of the AMV point estimates and of their associated expected error estimates, but also a substantial acceleration in the convergence speed of the MCMC algorithms.
翻译:从卫星图像中提取的大气运动矢量(AMVs)是全球范围覆盖良好的唯一风量观测,是提供数字天气预测模型的重要特征。一些巴伊西亚模型被提出来估算AMV。虽然对正确吸收到NWP模型中至关重要,但很少有方法能够对估计误差进行彻底的描述。估算误差的难度来自事后分布的特殊性,这既是非常高的尺寸,也是极差的缘故,这种可能性在缺少数据(未观测到的像素)的情况下变得非常关键。这项工作利用基于梯度的Markov链蒙特卡洛(MCMC)算法对AMV的预期误差进行了研究。我们的主要贡献是提出调和策略,这相当于对一次点估计附近地区内游离分布的近光分布和图像变量进行抽样。此外,我们提供了高效的前提条件,根据先前家族内部关联(折叠合的Brown运动)的变异性方法,可能具有不同的超常分量计。从理论角度来看,从对AML的准确性估算值评估,我们从定期估算中显示其预期的数值值的数值值值值值值的数值值值值值值值值值值值值值值值值值值分布。