Markov Chain Monte Carlo (MCMC) uncertainty analysis for watershed water quality modeling and management

Watershed-scale water quality (WWQ) models are now widely used to support management decision-making. However, significant uncertainty in the model outputs remains a largely unaddressed issue. In recent years, Markov Chain Monte Carlo (MCMC), a category of formal Bayesian approaches for uncertainty analysis (UA), has become popular in the field of hydrological modeling, but its applications to WWQ modeling have been rare. This study systematically evaluated the applicability of MCMC in assessing the uncertainty of WWQ modeling, using Differential Evolution Adaptive Metropolis (DREAM(ZS)) and SWAT as the representative MCMC algorithm and WWQ model, respectively. The nitrate pollution in Newport Bay watershed was the case study for numerical experiments. It has been concluded that the efficiency and effectiveness of a MCMC algorithm would depend on some critical designs of the UA, including: (i) how many and which model parameters to be considered as random in the MCMC analysis; (ii) where to fix the non-random model parameters; and (iii) which criteria to stop the Markov Chain. The study results also indicate that the MCMC UA has to be management-oriented, that is, management objectives should be factored into the designs of the UA, rather than be considered after the UA.

[1]  Mohamed M. Hantush,et al.  Bayesian Framework for Water Quality Model Uncertainty Estimation and Risk Management , 2014 .

[2]  Vassilios A. Tsihrintzis,et al.  Hydrological and water quality modeling in a medium-sized basin using the Soil and Water Assessment Tool (SWAT)☆ , 2010 .

[3]  Chong-yu Xu,et al.  Improvement and comparison of likelihood functions for model calibration and parameter uncertainty analysis within a Markov chain Monte Carlo scheme , 2014 .

[4]  Jasper A. Vrugt,et al.  High‐dimensional posterior exploration of hydrologic models using multiple‐try DREAM(ZS) and high‐performance computing , 2012 .

[5]  George Kuczera,et al.  Pitfalls and improvements in the joint inference of heteroscedasticity and autocorrelation in hydrological model calibration , 2013 .

[6]  Jing Yang,et al.  Comparing uncertainty analysis techniques for a SWAT application to the Chaohe Basin in China , 2008 .

[7]  Karim C. Abbaspour,et al.  Application of SWAT model to investigate nitrate leaching in Hamadan–Bahar Watershed, Iran , 2010 .

[8]  B. McGlynn,et al.  Quantifying watershed sensitivity to spatially variable N loading and the relative importance of watershed N retention mechanisms , 2011 .

[9]  Xin Wu,et al.  Systematic assessment of the uncertainty in integrated surface water‐groundwater modeling based on the probabilistic collocation method , 2014 .

[10]  Heikki Haario,et al.  DRAM: Efficient adaptive MCMC , 2006, Stat. Comput..

[11]  Arturo A. Keller,et al.  Uncertainty assessment in watershed‐scale water quality modeling and management: 2. Management objectives constrained analysis of uncertainty (MOCAU) , 2007 .

[12]  David B. Dunson,et al.  Bayesian Data Analysis , 2010 .

[13]  Soroosh Sorooshian,et al.  Optimal use of the SCE-UA global optimization method for calibrating watershed models , 1994 .

[14]  D. Rubin,et al.  Inference from Iterative Simulation Using Multiple Sequences , 1992 .

[15]  Tyler Smith,et al.  Bayesian methods in hydrologic modeling: A study of recent advancements in Markov chain Monte Carlo techniques , 2008 .

[16]  Denis Ruelland,et al.  Assessing impacts of alternative land use and agricultural practices on nitrate pollution at the catchment scale , 2011 .

[17]  J. Vrugt,et al.  A formal likelihood function for parameter and predictive inference of hydrologic models with correlated, heteroscedastic, and non‐Gaussian errors , 2010 .

[18]  Willy Bauwens,et al.  Multi-variable sensitivity and identifiability analysis for a complex environmental model in view of integrated water quantity and water quality modeling. , 2012, Water science and technology : a journal of the International Association on Water Pollution Research.

[19]  George Kuczera,et al.  Critical evaluation of parameter consistency and predictive uncertainty in hydrological modeling: A case study using Bayesian total error analysis , 2009 .

[20]  S. Sorooshian,et al.  A Shuffled Complex Evolution Metropolis algorithm for optimization and uncertainty assessment of hydrologic model parameters , 2002 .

[21]  Saltelli Andrea,et al.  Global Sensitivity Analysis: The Primer , 2008 .

[22]  W. Bouten,et al.  Towards reduced uncertainty in catchment nitrogen modelling: quantifying the effect of field observation uncertainty on model calibration , 2004 .

[23]  Christian Stamm,et al.  Integrated uncertainty assessment of discharge predictions with a statistical error model , 2013 .

[24]  Nicola Fohrer,et al.  Modelling point and diffuse source pollution of nitrate in a rural lowland catchment using the SWAT model , 2010 .

[25]  Arturo A. Keller,et al.  Uncertainty assessment in watershed‐scale water quality modeling and management: 1. Framework and application of generalized likelihood uncertainty estimation (GLUE) approach , 2007 .

[26]  Cajo J. F. ter Braak,et al.  Equifinality of formal (DREAM) and informal (GLUE) Bayesian approaches in hydrologic modeling? , 2009 .

[27]  F. Massey The Kolmogorov-Smirnov Test for Goodness of Fit , 1951 .

[28]  Cajo J. F. ter Braak,et al.  A Markov Chain Monte Carlo version of the genetic algorithm Differential Evolution: easy Bayesian computing for real parameter spaces , 2006, Stat. Comput..

[29]  Carl W. Chen,et al.  Decision Support System for Stakeholder Involvement , 2004 .

[30]  Cajo J. F. ter Braak,et al.  Treatment of input uncertainty in hydrologic modeling: Doing hydrology backward with Markov chain Monte Carlo simulation , 2008 .

[31]  J. Nash,et al.  River flow forecasting through conceptual models part I — A discussion of principles☆ , 1970 .

[32]  D. Mallants,et al.  Efficient posterior exploration of a high‐dimensional groundwater model from two‐stage Markov chain Monte Carlo simulation and polynomial chaos expansion , 2013 .

[33]  Didier Lucor,et al.  Interactive comment on “Towards predictive data-driven simulations of wildfire spread – Part I: Reduced-cost Ensemble Kalman Filter based on a Polynomial Chaos surrogate model for parameter estimation” , 2014 .

[34]  Christine A. Shoemaker,et al.  Introduction to special section on Uncertainty Assessment in Surface and Subsurface Hydrology: An overview of issues and challenges , 2009 .

[35]  P. Reichert,et al.  Hydrological modelling of the Chaohe Basin in China: Statistical model formulation and Bayesian inference , 2007 .

[36]  Keith Beven,et al.  So just why would a modeller choose to be incoherent , 2008 .

[37]  Peter Reichert,et al.  Practical identifiability of ASM2d parameters--systematic selection and tuning of parameter subsets. , 2002, Water research.

[38]  W. K. Hastings,et al.  Monte Carlo Sampling Methods Using Markov Chains and Their Applications , 1970 .

[39]  C. Wellen,et al.  Quantifying the uncertainty of nonpoint source attribution in distributed water quality models: A Bayesian assessment of SWAT’s sediment export predictions , 2014 .

[40]  Yi Zheng,et al.  Uncertainty assessment for watershed water quality modeling: A Probabilistic Collocation Method based approach , 2011 .

[41]  Christian P. Robert,et al.  Monte Carlo Statistical Methods , 2005, Springer Texts in Statistics.

[42]  Bryan A. Tolson,et al.  Uncertainty-based multi-criteria calibration of rainfall-runoff models: a comparative study , 2014, Stochastic Environmental Research and Risk Assessment.

[43]  D. Higdon,et al.  Accelerating Markov Chain Monte Carlo Simulation by Differential Evolution with Self-Adaptive Randomized Subspace Sampling , 2009 .

[44]  Michael Rode,et al.  New challenges in integrated water quality modelling , 2010 .

[45]  T. H. Robinson,et al.  Determining critical water quality conditions for inorganic nitrogen in dry, semi-urbanized watersheds , 2004 .

[46]  Arturo A. Keller,et al.  Stochastic Watershed Water Quality Simulation for TMDL Development – A Case Study in the Newport Bay Watershed 1 , 2008 .

[47]  George Kuczera,et al.  Monte Carlo assessment of parameter uncertainty in conceptual catchment models: the Metropolis algorithm , 1998 .

[48]  Andrea Saltelli,et al.  An effective screening design for sensitivity analysis of large models , 2007, Environ. Model. Softw..

[49]  Ashish Sharma,et al.  A comparative study of Markov chain Monte Carlo methods for conceptual rainfall‐runoff modeling , 2004 .

[50]  Jeffrey G. Arnold,et al.  Soil and Water Assessment Tool Theoretical Documentation Version 2009 , 2011 .

[51]  Max D. Morris,et al.  Factorial sampling plans for preliminary computational experiments , 1991 .

[52]  H. Haario,et al.  An adaptive Metropolis algorithm , 2001 .

[53]  A. Keller,et al.  Attenuation coefficients for water quality trading. , 2014, Environmental science & technology.