Recent slides

Recent academic and related papers (since 2018)

2023

J.C. Rougier and A. Duncan, 2023, Bayesian modeling and inference for one-shot experiments, forthcoming in Technometrics

D.J. Hoarty, J. Morton, J.C. Rougier, M. Rubery, Y.P. Opachich, D. Swatton, S. Richardson, R.F. Heeter, K. McLean, S.J. Rose, T.S. Perry, B. Remington (2023), Radiation burnthrough measurements to infer opacity at conditions close to the solar radiative zone–convective zone boundary, Physics of Plasmas, 30, 063302, doi:10.1063/5.0141850 . Companion summary article ‘Experimental data adds to debate on opacity in solar modeling’, doi:10.1063/10.0019718

J.C. Rougier, A. Brady, J. Bamber, S. Chuter, S. Royston, B.D. Vishwakarma, R. Westaway, and Y. Ziegler (2023), The scope of the Kalman filter for spatio-temporal applications in environmental science, Environmetrics, 34(1), Environmental Data Science Special Issue, e2773, doi:10.1002/env.2773

2022

W.P. Aspinall, R.S.J. Sparks, C.B. Connor, B.E. Hill, A. Costa, J.C. Rougier, H. Inakura, S.H. Mahony (2022), Aso volcano: Estimating the probabilistic likelihood of a future Aso4-scale eruption from stochastic uncertainty analysis of volcanological evidence using importance sampling, chapter in T. Ohta, T. Ito, M. Osada (eds), Rock Mechanics and Engineering Geology in Volcanic Fields, 5th International Workshop on Rock Mechanics and Engineering Geology in Volcanic Fields (RMEGV V, Fukuoka, Japan, 9–11 September 2021), doi:10.1201/9781003293590

J.C. Rougier, R.S.J. Sparks, W.P. Aspinall, and S.H. Mahony (2022), Estimating tephra fall volume from point-referenced thickness measurements, Geophysical Journal International, 230(3), pages 1699-1710, doi:10.1093/gji/ggac131

J.C. Rougier (2022), The ‘reliable history’ of geohazards, Significance, February, pages 10-13. This is a nontechnical summary of J.C. Rougier (2021), below.

S.J. Chuter, A. Zammit-Mangion, J.C. Rougier, G. Dawson, and J. L. Bamber (2022), Mass evolution of the Antarctic Peninsula over the last two decades from a joint Bayesian inversion, The Cryosphere, 16, pages 1349-1367 doi:10.5194/tc-16-1349-2022

2021

A.P. Jenkins, J. Biggs, A.C. Rust, and J.C. Rougier (2021), Decadal Timescale Correlations Between Global Earthquake Activity and Volcanic Eruption Rates, Geophysical Research Letters, 48(16), e2021GL093550, available online, doi:10.1029/2021GL093550

D.J. Lunt, D. Chandan, H.J. Dowsett, A.M. Haywood, G.M. Lunt, J.C. Rougier, U. Salzmann, G.A. Schmidt, and P.J. Valdes (2021), Multi-variate factorisation of numerical simulations, Geoscientific Model Development, 14, 4307-4317, doi:10.5194/gmd-14-4307-2021

J.C. Rougier (2021), Estimating event rates from unreliable historical records, Journal of the Royal Statistical Society, Ser. A, 184(2), 494-503. doi:10.1111/rssa.12625

2020

S. Mahony, N. Barnard, R.S.J. Sparks and J.C. Rougier (2020), VOLCORE, a global database of visible tephra layers sampled by ocean drilling, Scientific Data, 7, 330. doi:10.1038/s41597-020-00673-1

A. Zammit Mangion and J.C. Rougier (2020). Multi-scale process modelling and distributed computation for spatial data. Statistics and Computing, 30, 1609–1627. doi:10.1007/s11222-020-09962-6

J.C. Rougier and C.E. Priebe (2020). The exact form of the ‘Ockham factor’ in model selection. The American Statistician, 75(3), 288-293. doi:10.1080/00031305.2020.1764865

L.M. Western, J.C. Rougier, I.M. Watson and P.N. Francis (2020). Evaluating nonlinear maximum likelihood optimal estimation uncertainty in cloud and aerosol remote sensing, Atmospheric Science Letters, 21(8), doi:10.1002/asl.980

L.M. Western, Zhe Sha, M. Rigby, A.L. Ganesan, A.J. Manning, K.M. Stanley, S.J. O'Doherty, Dickon Young, and J.C. Rougier (2020). Bayesian spatiotemporal inference of trace gas emissions using an integrated nested Laplacian approximation and Gaussian Markov random fields, Geoscientific Model Development, doi:10.5194/gmd-13-2095-2020

S. Royston, B. Dutt Vishwakarma, R. Westaway, J.C. Rougier, Z. Sha, and J. Bamber (2020). Can we resolve the basin-scale sea-level trend budget from GRACE ocean mass? Journal of Geophysical Research: Oceans, 125, doi:10.1029/2019JC015535

S. Lapins, D. Roman, J.C. Rougier, S. De Angelis, K.V. Cashman, M. Kendall (2020). An Examination of the Continuous Wavelet Transform for Volcano-Seismic Spectral Analysis. Journal of Volcanology and Geothermal Research, 389. doi:10.1016/j.jvolgeores.2019.106728

2019

J.C. Rougier (2019). Confidence in risk assessments. Journal of the Royal Statistical Society, Ser. A, 182(3), 1081-1095. doi:10.1111/rssa.12445

J.C. Rougier (2019). P-values, Bayes factors, and sufficiency, The American Statistician, 73, supp1. doi:10.1080/00031305.2018.1502684. Part of the special issue Statistical Inference in the 21st Century: A World Beyond p < 0.05.

Z. Sha, J.C. Rougier, M. Schumacher, and J.L. Bamber (2019). Bayesian model-data synthesis with an application to global Glacio-Isostatic Adjustment, Environmetrics, 30(1), e2530. doi:10.1002/env.2530

2018

L. Hawker, P. Bates, J. Neal, J.C. Rougier (2018). Perspectives on Digital Elevation Model (DEM) simulation for flood modelling in the absence of a high-accuracy open access global DEM. Frontiers in Earth Science, 6. doi:10.3389/feart.2018.00233 . Also available in an E-Book, The Need for a High-Accuracy, Open-Access Global Digital Elevation Model, https://www.frontiersin.org/research-topics/7573/the-need-for-a-high-accuracy-open-access-global-digital-elevation-model

A. Zammit Mangion and J.C. Rougier (2018). A sparse linear algebra algorithm for fast computation of prediction variances with Gaussian Markov random fields, Computational Statistics and Data Analysis, 123, 116-130. doi:10.1016/j.csda.2018.02.001

L. Hawker, J.C. Rougier, J. Neal, P. Bates, L. Archer, and D. Yamazaki (2018). Implications of simulating global digital elevation models for flood inundation studies, Water Resources Research, 54(10), 7910-7928. doi:10.1029/2018WR023279

J.C. Rougier (2018). Comment on "Ensemble averaging and the curse of dimensionality", Journal of Climate, 31, 9015-9016. doi:10.1175/JCLI-D-18-0274.1. Author's response: 10.1175/JCLI-D-18-0416.1.

M. Schumacher, M. King, J.C. Rougier, Z. Sha, S.A. Khan, and J. Bamber (2018), A new global GPS dataset for testing and improving modelled GIA uplift rates, Geophysical Journal International, 214(3), 2164-2176. doi:10.1093/gji/ggy235

L.M. Western, J.C. Rougier, and I.M. Watson (2018), Decision theory-based detection of atmospheric natural hazards from satellite imagery using the example of volcanic ash. Quarterly Journal of the Royal Meteorological Society, 144, 581-587. doi:10.1002/qj.3230

J.C. Rougier, R.S.J. Sparks, and K.V. Cashman (2018), Regional and global under-recording of large explosive eruptions in the last 1000 years, Journal of Applied Volcanology, 7:1, doi:10.1186/s13617-017-0070-9

J.C. Rougier, R.S.J. Sparks, K.V. Cashman, and S.K. Brown (2018), The global magnitude-frequency relationship for large explosive volcanic eruptions, Earth and Planetary Science Letters, 482, 621-629. doi:10.1016/j.epsl.2017.11.015. Read the press release. Summary in LMS newsletter, pp27-31.

Older Statistics and Probability

I. Gollini and J.C. Rougier (2016). Rapidly bounding the exceedance probabilities of high aggregate losses. Journal of Operational Risk, 11(3), 97-116. doi:10.21314/JOP.2016.179

J.C. Rougier and A. Zammit Mangion (2016). Visualisation for large-scale Gaussian updates. Scandinavian Journal of Statistics, 43(4), 1153-1161. doi:10.1111/sjos.12234

A. Zammit Mangion, J.C. Rougier, N.W. Schoen, F. Lindgren, J.L. Bamber (2015). Multivariate spatio-temporal modelling for assessing Antarctica's present-day contribution to sea-level rise. Environmetrics, 26(3), 159-177. doi:10.1002/env.2323

J.C. Rougier and M. Goldstein (2014), Climate Simulators and Climate Projections, Annual Review of Statistics and Its Application, 1, 103-123. doi:10.1146/annurev-statistics-022513-115652

A. Zammit Mangion, J.C. Rougier, J.L. Bamber and N.W. Schoen (2014), Resolving the Antarctic contribution to sea-level rise: a hierarchical modelling framework, Environmetrics, 25(4), 245-264. doi:10.1002/env.2247

J.C. Rougier, M. Goldstein, and L. House (2013), Second-order exchangeability analysis for multi-model ensembles, Journal of the American Statistical Association, 108, 852-863. doi:10.1080/01621459.2013.802963

I. Scheel, P.J. Green, and J.C. Rougier (2011), A graphical diagnostic for identifying influential model choices in Bayesian hierarchical models, Scandinavian Journal of Statistics, 38(3), 529-550. doi:10.1111/j.1467-9469.2010.00717.x

J.C. Rougier (2010), Discussion of "A statistical analysis of multiple temperature proxies: Are reconstructions of surface temperatures over the last 1000 years reliable?" by McShane and Wyner, Annals of Applied Statistics, 5(1), 96-98. doi:10.1214/10-AOAS409

J.C. Rougier and M. Kern (2010), Predicting Snow Velocity in Large Chute Flows Under Different Environmental Conditions. Applied Statistics, 59(5), 737-760. doi:10.1111/j.1467-9876.2010.00717.x

J.C. Rougier, S. Guillas, A. Maute, A.D. Richmond (2009), Expert Knowledge and Multivariate Emulation: The Thermosphere-Ionosphere Electrodynamics General Circulation Model (TIE-GCM), Technometrics, 51(4), 414-424. doi:10.1198/TECH.2009.07123

M. Goldstein and J.C. Rougier (2009), Reified Bayesian Modelling and Inference for Physical Systems, Journal of Statistical Planning and Inference, 139(3), 1221-1239. doi:10.1016/j.jspi.2008.07.019 With discussion and rejoinder.

J.C. Rougier (2008), Efficient Emulators for Multivariate Deterministic Functions, Journal of Computational and Graphical Statistics, 17(4), 827-843. doi:10.1198/106186008X384032. R package OPE_0.8.tar.gz.

J.C. Rougier (2008), Discussion of 'Inferring Climate System Properties Using a Computer Model', by Sanso et al, Bayesian Analysis, 3(1), 45-56. doi:10.1214/08-BA301B

M. Goldstein and J.C. Rougier (2006), Bayes Linear Calibrated Prediction for Complex Systems, Journal of the American Statistical Association, 101 (no. 475), 1132-1143.

M. Goldstein and J.C. Rougier (2004), Probabilistic Formulations for Transferring Inferences from Mathematical Models to Physical Systems, SIAM Journal on Scientific Computing, 26(2), 467-487. doi:/10.1137/S106482750342670X

I. MacPhee, J.C. Rougier and G. Pollard (2004), Server Advantage in Tennis Matches, Journal of Applied Probability, 41(4), 1182-1186.

J.C. Rougier and M. Goldstein (2001), A Bayesian Analysis of Fluid Flow in Pipelines, Applied Statistics, 50(1), 77-93.

P.S. Craig, M. Goldstein, J.C. Rougier and A.H. Seheult (2001), Bayesian Forecasting for Complex Systems Using Computer Simulators, Journal of the American Statistical Association, 96, 717-729.

Older other science

T. Economou, D. Stephenson, J.C. Rougier, K. Mylne, and R. Neal (2016), On the use of Bayesian decision theory for issuing natural hazard warnings, Proceedings of the Royal Society, Series A, 472, 20160295, 19 pages. doi:10.1098/rspa.2016.0295

J.C. Rougier (2016), Ensemble averaging and mean squared error. Journal of Climate, 29, 8865-8870. doi:10.1175/JCLI-D-16-0012.1

J.C. Rougier, S. Sparks, and K. Cashman (2016), Global recording rates for large eruptions, Journal of Applied Volcanology, 5:11, 10 pages. doi:10.1186/s13617-016-0051-4

F. Pianosi, K. Beven. J. Freer, J.W. Hall, J.C. Rougier, D.B. Stephenson, and T. Wagener (2016), Sensitivity analysis of environmental models: A systematic review with practical workflow, Environmental Modelling and Software, 79, 214-232. doi:10.1016/j.envsoft.2016.02.008

M. Woodhouse, A. Hogg, J. Phillips, and J.C. Rougier (2015), Uncertainty analysis of a model of wind-blown volcanic plumes, Bulletin of Volcanology, October 77:83, 28 pages, doi:10.1007/s00445-015-0959-2

N. Schoen, A. Zammit-Mangion, J.C. Rougier, T. Flament, F. Rémy, S. Luthcke, and J.L. Bamber (2015), Simultaneous solution for mass trends on the West Antarctic Ice Sheet, The Cryosphere, 9, 805-819. doi:10.5194/tc-9-805-2015

A. Zammit Mangion, J.L. Bamber, N. Schoen, and J.C. Rougier (2015), A data-driven approach for assessing ice-sheet mass balance in space and time, Annals of Glaciology, 56, 175-183. doi:10.3189/2015AoG70A021

J.C. Rougier (2013), 'Intractable and unsolved': some thoughts on statistical data assimilation with uncertain static parameters, Phil. Trans R. Soc. A., 371, doi:10.1098/rsta.2012.0297

D.B. Stephenson, M. Collins, J.C. Rougier, and R.E. Chandler (2012), Statistical problems in the probabilistic prediction of climate change, Environmetrics, 23(5), 364-372. doi: 10.1002/env.2153

M. Collins, R.E. Chandler, P.M. Cox, J.M. Huthnance, J.C. Rougier, and D.B. Stephenson (2012), Quantifying future climate change, Nature Climate Change, 2, 403-409. doi:10.1038/nclimate1414

R.M. Gladstone, V. Lee, J.C. Rougier, A.J. Payne, H. Hellmer, A. Le Brocq, A. Shepherd, T.L. Edwards, J. Gregory, and S.L. Cornford (2012), Calibrated prediction of Pine Island Glacier retreat during the 21st and 22nd centuries with a coupled flowline model, Earth and Planetary Science Letters, 333-334, 191-199. doi:10.1016/j.epsl.2012.04.022

P.W. Fitzgerald, J.L. Bamber, J. Ridley and J.C. Rougier (2011), Exploration of parametric uncertainty in a Surface Mass Balance Model applied to the Greenland Ice Sheet, Journal of Geophysical Research, 117, F01021, doi:10.1029/2011JF002067

N.R. Edwards, D. Cameron, J.C. Rougier (2011), Precalibrating an intermediate complexity climate model, Climate Dynamics, 37, 1469-1482.

S. Guillas, J.C. Rougier, A. Maute, A.D. Richmond, and C.D. Linkletter (2009), Bayesian calibration of the Thermosphere-Ionosphere Electrodynamics General Circulation Model (TIE-GCM), Geoscientific Model Development, 2, 137-144. Available online.

M. Crucifix and J.C. Rougier (2009), On the use of simple dynamical systems for climate predictions: A Bayesian prediction of the next glacial inception. The European Physics Journal - Special Topics, 174(1), 11-31. doi:10.1140/epjst/e2009-01087-5

J.C. Rougier, D.M.H. Sexton, J.M. Murphy, and D. Stainforth (2009), Analysing the climate sensitivity of the HadSM3 climate model using ensembles from different but related experiments. Journal of Climate, 22(13), 3540-3557. doi:10.1175/2008JCLI2533.1

J.C. Rougier and D.M.H. Sexton (2007), Inference in Ensemble Experiments, Philosophical Transactions of the Royal Society, Series A, 365, 2133-2143. doi:10.1098/rsta.2007.2071

J.C. Rougier (2007), Probabilistic Inference for Future Climate Using an Ensemble of Climate Model Evaluations, Climatic Change, 81, 247-264. doi:10.1007/s10584-006-9156-9

J.C Rougier (2005), Probabilistic Leak Detection in Pipelines Using the Mass Imbalance Approach. Journal of Hydraulic Research, 43(5), 556-566.

M. van Oijen, J.C. Rougier and R. Smith (2005), Bayesian Calibration of Process-Based Forest Models: Bridging the Gap Between Models and Data, Tree Physiology, 25, 915-927.

Economics and finance

S.C. Parker and J.C. Rougier (2007), The Retirement Behaviour of the Self-Employed in Britain, Applied Economics, 39(6), 697-713.

P.R. Holmes and J.C. Rougier (2005), Trading Volume and Contract Rollover in Futures Contracts, Journal of Empirical Finance, 12(2), 317-338.

S.C. Parker and J.C. Rougier (2001), Measuring Social Mobility as Unpredictability, Economica, 68, 63-76.

B. Hillier and J.C. Rougier (1999), Real Business Cycles, Investment Finance and Multiple Equilibria, Journal of Economic Theory, 86, 100-22.

J.C. Rougier (1997), A Simple Necessary Condition for Negativity in the Almost Ideal Demand System with the Stone Price Index, Applied Economics Letters, 4, 97-9.

J.C. Rougier (1996), An Optimal Price Index for Stock Index Futures Contracts, Journal of Futures Markets, 16, 189-99.

J.C. Rougier (1993), The Impact of Margin-Traders on the Distribution of Daily Stock Returns: The London Stock Exchange, Applied Financial Economics, 3, 325-8.

Books and book chapters

J.C. Rougier and M. Crucifix (2017), Uncertainty in climate science and climate policy, in L. Lloyd and E. Winsberg, eds, Climate Modeling: Philosophical and Conceptual Issues, Palgrave Macmillan, chapter 12, pages 361-380.

J.C Rougier (2014), Formal Bayes methods for model calibration with uncertainty, in K. Beven and J. Hall (eds), Applied Uncertainty Analysis for Flood Risk Management, Imperial College Press, chapter 5, pages 68-86.

J.C. Rougier, R.S.J. Sparks, and L.J. Hill (eds), 2013, Risk and Uncertainty Assessment for Natural Hazards, Cambridge, UK: Cambridge University Press.

  • L.J. Hill, R.S.J. Sparks, and J.C. Rougier, Risk assessment and uncertainty in natural hazards, ch 1, pp 1-18.

  • J.C. Rougier, Quantifying hazard losses, ch 2, pp 19-39.

  • J.C. Rougier and K.J. Beven, Model and data limitations: the sources and implications of epistemic uncertainty, ch 3, pp 40-63.

Non-peer-reviewed

J.C. Rougier, L. Müller, S. Safazadeh (2020), Storing your data in a spreadsheet, blog post for the Jean Golding Institute.

J.C. Rougier (2020), ‘Apocalyptic volcanic super eruption that could DESTROY civilisation is much closer than we thought’, say experts, blog post for Data-Cubed.

J.C. Rougier (2019), Computer Experiments, blog post for the Jean Golding Institute.

J.C. Rougier (2019), Script files for functions, blog post for the Academy for PhD Training in Statistics (APTS).

J.C. Rougier (2019), Defensive programming in R, blog post for the Academy for PhD Training in Statistics (APTS).

J.C. Rougier (2019), Setting up your script file, blog post for the Academy for PhD Training in Statistics (APTS).

J.C. Rougier (2019), Guide to safeguarding your precious data, blog post for the Jean Golding Institute.

K. Milner and J.C. Rougier (2014), "How to weigh a donkey in the Kenyan countryside", Significance, 11(4), 40-43. doi:10.1111/j.1740-9713.2014.00768.x

J. Murphy, R. Clark, M. Collins, C. Jackson, M. Rodwell, J.C. Rougier, B. Sanderson, D. Sexton and T. Yokohata (2011), Perturbed parameter ensembles as a tool for sampling model uncertainties and making climate projections, Proceedings of ECMWF Workshop on Model Uncertainty, 20-24 June 2011, 183-208. Available online.

J.C. Rougier, T.L. Edwards, M. Collins and D.M.H. Sexton (2011), Low-noise projections of complex simulator output: A useful tool when checking for code errors, Proceedings of ECMWF Workshop on Model Uncertainty, 20-24 June 2011, 209-220. Available online.

J.C. Rougier and L. Chen (2010), Comment on the paper by Diggle et al., Journal of the Royal Statistical Society, Series C, 59(2), 216.

R. Chandler, J.C. Rougier, and M. Collins (2010), Climate change, Significance, 7(1), 9-12.

J.C. Rougier (2008), Climate change detection and attribution, ISBA bulletin, 15(4), 3-6. Available on-line.

J.C. Rougier (2006), Comment on the paper by Haslett et al., Journal of the Royal Statistical Society, Series A, 169(3), 432-433.

J.C. Rougier (2005), Literate Programming for Creating and Maintaining Packages. R News, 5(1), 35-39.

J.C. Rougier (2001), Comment on the paper by Kennedy and O'Hagan, Journal of the Royal Statistical Society, Series B, 63, page 453.

J.C. Rougier (2001), What's the Point of `tensor'?, R News, 1(2), 26-27.