Towards robust quantification and reduction of uncertainty in hydrologic predictions: Integration of particle Markov chain Monte Carlo and factorial polynomial chaos expansion

Shuo Wang, G. H. Huang, B. W. Baetz, B. C. Ancell

Research output: Journal article publicationJournal articleAcademic researchpeer-review

20 Citations (Scopus)


The particle filtering techniques have been receiving increasing attention from the hydrologic community due to its ability to properly estimate model parameters and states of nonlinear and non-Gaussian systems. To facilitate a robust quantification of uncertainty in hydrologic predictions, it is necessary to explicitly examine the forward propagation and evolution of parameter uncertainties and their interactions that affect the predictive performance. This paper presents a unified probabilistic framework that merges the strengths of particle Markov chain Monte Carlo (PMCMC) and factorial polynomial chaos expansion (FPCE) algorithms to robustly quantify and reduce uncertainties in hydrologic predictions. A Gaussian anamorphosis technique is used to establish a seamless bridge between the data assimilation using the PMCMC and the uncertainty propagation using the FPCE through a straightforward transformation of posterior distributions of model parameters. The unified probabilistic framework is applied to the Xiangxi River watershed of the Three Gorges Reservoir (TGR) region in China to demonstrate its validity and applicability. Results reveal that the degree of spatial variability of soil moisture capacity is the most identifiable model parameter with the fastest convergence through the streamflow assimilation process. The potential interaction between the spatial variability in soil moisture conditions and the maximum soil moisture capacity has the most significant effect on the performance of streamflow predictions. In addition, parameter sensitivities and interactions vary in magnitude and direction over time due to temporal and spatial dynamics of hydrologic processes.
Original languageEnglish
Pages (from-to)484-497
Number of pages14
JournalJournal of Hydrology
Publication statusPublished - 1 May 2017
Externally publishedYes


  • Data assimilation
  • Hydrologic prediction
  • Markov chain Monte Carlo
  • Particle filter
  • Polynomial chaos expansion
  • Uncertainty

ASJC Scopus subject areas

  • Water Science and Technology

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