Application of the Gibbs Sampler to the Conditional Simulation of Rain Fields

Hubert Onibon, Thierry Lebel, Abel Afouda, Gilles Guillot

Research output: Chapter in Book/Report/Conference proceedingArticle in proceedingsResearchpeer-review


The low density of raingauge networks in West-Africa and the availability of climatological variable at large scale only (as outputs of climatological models or remote sensing estimation algorithms) can be bridged by the so-called disagreggation algorithms which are designed to provide rainfall data at any scale given large scale data, and a small set of ground (point scale) measurements. The proposed algorithms is based on a geostatistical model, namely a stochastic model taking explictly into account the spatial structure of the variable. The disagreggation problem is then viewed as a Monte-Carlo simulation problem at the required scale conditionned by all the available information. As the problem of sampling from the multivariate density derived from our model does not have direct solution, the simulation is performed with an iteration of a Markov Chain whose limiting distribution is the desired one. Under the general Metropolis-Hastings scheme we use the well known Gibbs sampler, which allows here to deal with grids with arbitrary large number of points at the cost of small approximations. The behaviour of the model is demonstrated by disagreggation of a few rainfall events observed during the EPSAT-Niger experiment.
Original languageEnglish
Title of host publicationContemporary Problems In Mathematical Physics : Proceedings of the Second International Workshop. Held 28 October-2 November 2001 in Cotonou, Republic of Benin
EditorsJan Govaerts, M Norbert Hounkonnou, Alfred Z Msezane
PublisherWorld Scientific
Publication date2002
ISBN (Print)9789812777560
Publication statusPublished - 2002
Externally publishedYes
Event2nd International Workshop on Contemporary Problems In Mathematical Physics - Cotonou, Benin
Duration: 28 Oct 20012 Nov 2001
Conference number: 2


Conference2nd International Workshop on Contemporary Problems In Mathematical Physics

Fingerprint Dive into the research topics of 'Application of the Gibbs Sampler to the Conditional Simulation of Rain Fields'. Together they form a unique fingerprint.

Cite this