Hans Rudolf Künsch

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Papers submitted for publication

    Refereed Publications

    1. Assimilating near real-time mass balance observations into a model ensemble using a particle filter (with J. M. Landmann, M. Huss, C. Ogier, M. Kalisch and D. Farinotti), The Cryosphere 15 (2021), 5017–5040 doi.
    2. CH2018 – National climate scenarios for Switzerland: How to construct consistent multi-model projections from ensembles of opportunity (with S. L. Sorland, A. M. Fischer, S. Kotlarski, M. A. Liniger, J. Rajczak, C. Schär, C. Spirig, K. Strassmann and R. Knutti), Climate Services 20 (2020), doi.
    3. Robust Estimation for Discrete-Time State Space Models (with W. H. Aeberhard, E. Cantoni, C. Field, J. Mills Flemming and X. Xu), Scand. J. Statisti. 48 (2021), 1127-1147. doi.
    4. Sequential Data Assimilation for Seismicity: Probabilistic Estimation and Forecasting of Fault Stresses (with Y. van Dinther and A. Fichtner). Geophysical J. International, 217 (2019), 1453–1478, doi.
    5. Particle filters for applications in geosciences (with P. J. van Leeuwen, L. Nerger, R. Potthast and S. Reich), Quartrerly Journal of the Royal Meteorological Society 145 (2019), 2335–2365. doi
    6. Particle filters and data assimilation (with Paul Fearnhead). Annual Review of Statistics and its Application 5 (2018), 421-449.
    7. A local ensemble transform Kalman particle filter for convective scale data assimilation (with Sylvain Robert and Daniel Leuenberger). Quartrerly Journal of the Royal Meteorological Society 144 (2018), 1279–1296, doi.
    8. Localizing the ensemble Kalman particle filter (with Sylvain Robert), Tellus A: Dynamic Meteorology and Oceanography 69,1 (2017), doi.
    9. A Bayesian hierarchical model for heterogeneous RCM-GCM multi-model ensembles (with C. Kerkhoff and C. Schär), J. Climate 28 (2015), 6249-6266, doi.
    10. spate: An R package for spatio-temporal modeling with a stochastic advection-diffusion process (with F. Sigrist and W. Stahel), Journal of Statistical Software 63 (2015), Issue 14.
    11. SPDE based modeling of large space-time data sets (with F. Sigrist and W. Stahel), J. Royal Statist. Soc. B 77 (2015), 3-33. doi.
    12. A simulated annealing approach to approximate Bayes computations (with Carlo Albert and Andreas Scheidegger), Statistics and Computing 25 (2015), 1217-1232, doi.
    13. The effect of ambiguous prior knowledge on Bayesian model parameter inference and prediction (with S. L. Rinderknecht, C. Albert, M. E. Borsuk, N. Schuwirth and P. Reichert), Environmental Modelling and Software 62 (2014), 300-315.
    14. Assessment of bias assumptions for climate models (with C. Kerkhoff and C. Schär), J. Climate 27 (2014), 6799-6818. doi
    15. On trend estimation under monotone Gaussian subordination with long memory: application to fossil pollen series (with P. Menendez Galvan, S. Ghosh and W. Tinner), J. Nonparam. Statist 25 (2013), 765-785.
    16. Bridging the ensemble Kalman and particle filters (with M. Frei), Biometrika 100 (2013), 781-800. pdf
    17. Particle filters, Bernoulli 19 (2013), 1391-1403.
    18. Mixture ensemble Kalman filters (with M. Frei), Computational Statistics and Data Analysis 58 (2013), 127-138.
    19. A dynamic non-stationary spatio-temporal model for short term prediction of precipitation (with F. Sigrist and W. A. Stahel), Annals of Applied Statistics 6 (2012), 1452-1477.
    20. Data transformation and uncertainty in geostatistical combination of radar and rain gauges (with R. Erdin and C. Frei), Journal of Hydrometeorology, 13 (2012), 1332-1346.
    21. Sequential state and observation noise covariance estimation using combined ensemble Kalman and particle filters. (with M. Frei), Monthly Weather Review, 140 (2012), 1476-1495.
    22. Climate change projections for Switzerland based on a Bayesian multi-model approach (with A. M. Fischer, A. P. Weigel, C. M. Buser, R. Knutti, M. A. Liniger, C. Schär and C. Appenzeller), Intern. J. Climatol. 32 (2012), 2348-2371.
    23. Bayesian experimental design for a toxicokinetic-toxicodynamic model (with C. Albert, R. Ashauer and P. Reichert), J. Statist. Planning and Inference, 142 (2012), 263-275.
    24. Rate estimation in partially observed Markov jump processes with measurement errors (with M. Amrein), Statistics and Computing 22, 2 (2012), 513-526.
    25. Approximate variances for tapered spectral estimates (with M. Amrein), Signal Processing, Vol. 91, Iss. 11 (2011), 2685-2689. Related R-Code .
    26. A variant of importance splitting for rare event estimation: Fixed number of successes (with M. Amrein), ACM Transactions on Modeling and Computer Simulation 21, 2 (2011), Article No. 13.
    27. Bayesian multi-model projections of climate: Generalization and application to ENSEMBLES results (with C. Buser and C. Schär), Climate Research 44 (2010), 227-241.
    28. Biases and uncertainty in climate projections (with C. Buser and A. Weber). Scand. J. Statist. 37 (2010), 179-199.
    29. Bayesian multi-model projection of climate: bias assumptions and interannual variability (with C. Buser, D. Lüthi, M. Wild and C. Schär). Climate Dynamics 33 (2009), 849-868.
    30. A smoothing algorithm for estimating stochastic, continuous-time model parameters and its application to a simple climate model (with L. Tomassini, P. Reichert, C. Buser and M. E. Borsuk). Applied Statistics 58 (2009), 679-704.
    31. Impact of geometrical properties on permeability and fluid phase distribution in porous media (with P. Lehmann, M. Berchtold, B. Ahrenholz, J. Tölke, A. Kaestner, M. Krafczyk and H. Flühler). Advances in Water Resources 31 (2008) 1188--1204.
    32. A Kalman filter reconstruction of the vertical ozone distribution in an equivalent latitude-potential temperature framework for TOMS/GOME/SBUV total ozone observations (with D. Brunner, J. Staehelin and G. E. Bodecker). J. Geophys. Research D, 111 (2006), 10, 12308--12327.
    33. Recursive Monte Carlo filters: Algorithms and theoretical analysis, Ann. Statist. 33 (2005), 1983-2021.
    34. Optimal lattices for interpolation of stationary random fields (with E. Agrell and F. Hamprecht). IEEE Trans. Inform. Theory 51 (2005), 634--647.
    35. Practical identifiability analysis of large environmental simulation models (with R. Brun and P. Reichert). Water Resources Research 37 (2001), 1015--1030.
    36. Statistical analysis of ion channel data using hidden Markov models with correlated state-dependent noise and filtering. (With M. de Gunst and J. Schouten). J. Amer. Statist. Assoc., 96 (2001), 805 -- 815.
    37. Estimation of motion from sequences of images: Daily variablility of Total Ozone Mapping Spectrometer ozone data (with V. Gelpke). J. Geophys. Research D, 106 (2001), 11,825--11,834.
    38. Block length selection in the bootstrap for time series (with P. Bühlmann), Comp. Statist. Data Anal. 31 (1999), 295--310.
    39. On model selection via stochastic complexity in robust linear regression (with G. Qian), J. Statist. Plann. Inference 75 (1998), 91--116.
    40. Some notes on Rissanen's stochastic complexity (with G. Qian), IEEE Trans. Inform. Theory 44 (1998), 782--786.
    41. Matched-block bootstrap for dependent data (with E. Carlstein, K.-A. Do, P. Hall and T. Hesterberg), Bernoulli 4 (1998), 305--328.
    42. Monte Carlo approximations for general state space models (with M. Hürzeler), J. Comp. Graph. Statist (1998), 175--193.
    43. Generalized cross-covariances and their estimation (with A. Papritz and F. Bassi). Math. Geology 29 (1997) 779--799.
    44. Second order correctness of the blockwise bootstrap for stationary observations (with F. Götze), Ann. Statist. 24 (1996), 1914--1933.
    45. Hidden Markov random fields (with S. Geman and A. Kehagias). Ann. Appl. Probab. 5 (1995) 577--602.
    46. The blockwise bootstrap for general parameters of a stationary time series (with P. Bühlmann). Scand. J. Statist. 22 (1995) 35--54.
    47. On asymptotic normality of pseudo likelihood estimates for pairwise interaction processes (with J. L. Jensen). Ann. Inst. Statist. Math. 46, (1994) 475--486.
    48. Robust priors for smoothing and image restoration. Ann. Inst. Statist. Math. 46 (1994), 1--19.
    49. Bootstrap estimates of the sample bivariate autocorrelation and partial autocorrelation distributions (with Norman H. Josephy and Amir D. Aczel). J. Statist. Comput. Simul. 46 (1993), 235--249.
    50. On the Pseudo Cross-Variogram (with A. Papritz and R. Webster). Math. Geology 25 (1993), 1015--1026.
    51. Contrasts under long-range correlations (with J. Beran and F. Hampel). Ann. Statist. 21 (1993), 943--964.
    52. Robust methods for credibility. ASTIN Bull. 22 (1992), 33--49.
    53. Modelling tree growth sensitivity to soil sodicity with spatially correlated observations (with J. S. Samra and W. Stahel). J. Soil Sc. Soc. Amer. 55 (1991), 851--856.
    54. Conditionally unbiased bounded influence estimation in general regression models with applications to generalized linear models (with L. A. Stefanski and R. J. Carroll). J. Am. Statist. Assoc. 84 (1989), 460--66.
    55. The jackknife and the bootstrap for general stationary observations. Ann. Statist. 17 (1989), 1217--1241.
    56. The stability of robust filter-cleaners (with A. Brandt). Stoch. Proc. Appl. 30 (1988), 253--262.
    57. Edge effects and efficient parameter estimation for stationary random fields (with R. Dahlhaus). Biometrika 74 (1987), 877--882.
    58. Intrinsic autoregressions and related models on the two-dimensional lattice. Biometrika 74 (1987), 517--524.
    59. Discrimination between monotonic trends and long-range dependence. J. Appl. Probab. 23 (1986), 1025--1030.
    60. Infinitesimal robustness for autoregressive processes. Ann. Statist. 12 (1984), 843--863.
    61. Non reversible stationary measures for infinite interacting particle systems. Z. Wahrscheinlichkeitstheorie verw. Gebiete 66 (1984), 407--424.
    62. Time reversal and stationary Gibbs measures. Stoch. Proc. Appl. 17 (1984), 159--166.
    63. Asymptotically unbiased inference for Ising models. Adv. Appl. Probab. 15 (1983), 887--888.
    64. Approximations to the maximum likelihood equations for some Gaussian random fields. Scand. J. Statist. 10 (1983), 239--246.
    65. Decay of correlations under Dobrushin's uniqueness condition and its applications. Commun. Math. Phys. 84 (1982), 207--222.
    66. Thermodynamics and statistical analysis of Gaussian random fields. Z. Wahrscheinlichkeitstheorie verw. Geb. 58 (1981), 407--421.
    67. Almost sure entropy and the variational principle for random fields with unbounded state space, Z. Wahrscheinlichkeitstheorie verw. Geb. 58 (1981), 69--85.
    68. Gaussian Markov random fields. J. Fac. Sci. Univ. Tokyo Sec. IA 26 (1979), 53--73.

    Books and texts for high school teachers and students

    1. Störche, Geburten, Korrelationen, Kausalzusammenhänge. Bulletin des Vereins Schweizer Mathematik- und Physiklehrkräfte, Nr. 145, Januar 2021, S. 21-25.
    2. Stochastische Modellierung im Gymnasialunterricht, 2020. EducETH
    3. Statistische Auswertung von Daten (mit A. Käslin). Kapitel 6 in: Forschen, aber wie?, M. Ludwig und G. Hartmeier (Hrsg.), hep Verlag, Bern, 2019.
    4. Stochastik (mit E. Frenzel, F. Glötzner, N. Mylonas, H. Stocker). Band 1: Theorie und Aufgaben für die Sekundarstufe II. Band 2: Kommentierte Lösungen und Ergänzungen. Orell Füssli Verlag AG, Zürich, 2018. English Translation: Stochastics; Theory and Exercises for 'Sekundarstufe II'. Orell Füssli Verlag AG, Zürich, 2018.
    5. Begriffe, Formeln, Tabellen, Begriffe: Mathematik -- Physik -- Chemie (mit W. Durandi, B. Dzung, M. Kriener, A. Vogelsanger, S. Byland, K. Koch, A. Bartlome, M. Bleichenbacher, H. Roth). Orell Füssli Verlag AG, Zürich, 2009 (1st edition), 2019 (7th edition). English Translation: Formulae, Tables and Concepts: A Concise Handbook of Mathematics -- Physics -- Chemistry. Orell Füssli Verlag AG, Zürich, 2014.

    Monographs, Proceedings and Discussion Contributions (some of them refereed)

    1. Localization in high-dimensional Monte Carlo filtering (with Sylvain Robert). In: Bayesian Statistics in Action, eds. R. Argiento, E. Lanzarone, A. Villalobos and A. Mattei. Springer, New York, 2017, 79-89.
    2. Discussion contribution to M. Gerber and N. Chopin, Sequential quasi Monte Carlo. J. Royal Statist. Soc. B 77 (2015), p. 564.
    3. Comment: The 2005 Neyman Lecture: Dynamic Indeterminism in Science. Statistical Science 23 (2008), 65-68.
    4. A conversation with Peter Huber (with Andreas Buja). Statistical Science 23 (2008), 120-135.
    5. Discussion contribution to A. Beskos, O. Papaspiliopoulos, G. O. Roberts and P. Fearnhead, Exact and efficient likelihood-based inference for discretely observed diffusion processes, J. Royal Statist. Soc. B 68 (2006), p. 372.
    6. Conditional association in time series. In: Highly Structured Stochastic Systems, eds. Peter J. Green, Nils Lid Hjorth and Sylvia Richardson . Oxford University Press, Oxford, 2003, 141--144.
    7. Discussion contribution to S. P. Brooks, P. Giudici and G. O. Roberts, Efficient construction of reversible jump Markov chain Monte Carlo proposal distributions. J. Royal Statist. Soc. B 65 (2003), p. 50.
    8. Approximating and maximising the likelihood for a general state-space model (with M. Hürzeler). In: Sequential Monte Carlo Methods in Practice, eds. Arnaud Doucet, Nando de Freitas and Neil Gordon. Springer, New York, 2001, 159--175.
    9. Estimation of motion from sequences of images (with V. Gelpke). In: Spatial Statistics: Methodological Aspects and Applications, ed. Marc Moore. Lecture Notes in Statistics, 159. Springer, New York, 2001, 141--167.
    10. State space and hidden Markov models, Chapter 3 of Complex Stochastic Systems, O. E. Barndorff-Nielsen, D. R. Cox and C. Klüppelberg, eds., CRC Press, (2001), 109--173.
    11. Invited discussion contribution to S.N. Lahiri, M. S. Kaiser, N. Cressie and N.-J. Hsu, Prediction of spatial cumulative distribution functions using subsampling (with P. Bühlmann). J. Amer. Stat. Assoc. 94 (1999), 97--99.
    12. Discussion contribution to J. Besag. and D. Higdon, Bayesian analysis of agricultural field experiments. J. Royal Statist. Soc. B 61 (1999), 721--722.
    13. Die frequentistische und subjektive Interpretation von Wahrscheinlichkeit. In: Was ist Wahrscheinlichkeit? Die Bedeutung der Wahrscheinlichkeit beim Umgang mit technischen Risiken. Polyprojekt Risiko und Sicherheit, Dokumente Nr. 17. (Eds. Adrian Gheorghe and Hansjörg Seiler) vdf, Hochschulverlag AG an der ETH Zürich, (1996) 11--18.
    14. Discussion contribution to M. A. Newton, A. E. Raftery, Approximate Bayesian inference with the weighted likelihood bootstrap. J. Royal Statist. Soc. B 56 (1994), 39.
    15. Asymptotic comparison of estimators for the Ising model (with X. Guyon). In: Stochastic Models, Statistical Methods and Algorithms in Image Analysis, (P. Barone, A. Frigessi, M. Piccioni, Eds.), Lecture Notes in Statistics 74, Springer New York (1992), 177--198.
    16. Dependence among observations: Consequences and methods to deal with it. In ``Directions in Robust Statistics and Diagnostics, Part I'' (W. Stahel, S. Weisberg, eds.), IMA Volumes, Vol. 33, Springer New York (1991), 131--140.
    17. Discussion contribution to A. G. Bruce, R. D. Martin, Leave-K-out diagnostics for time series. J. Royal Statist. Soc. B 51 (1989), 413.
    18. Discussion contribution to J. Haslett, A. E. Raftery: Space-time modelling with long-memory dependence: Assessing Ireland's wind power resource. J. Royal Statist. Soc. C 38 (1989), 35--36.
    19. Statistical aspects of self-similar processes. Proc. First World Congress of Bernoulli Soc. Vol. 1, (Yu. Prokhorov, V. V. Sazonov, eds.) VNU Science Press (1987), 67--74.
    20. Discussion contribution to A. C. Brewer, R. Mead: Continuous second order models of spatial variation with application to the efficiency of field crop experiments. J. Royal Statist. Soc. A 149 (1986), 343--44.
    21. Discussion contribution to J. Besag: On the statistical analysis of dirty pictures. J. Royal Statist. Soc. B 48 (1986), 294.
    22. Invited discussion contribution to R. D. Martin, V. J. Yohai: Influence functionals in time series. Ann. Statist. 14 (1986), 824--826.
    23. Robustness in time series. Section 8.3 in F. R. Hampel, E. M. Ronchetti, P. J. Rousseeuw and W. A. Stahel: Robust Statistics; The Approach Based on Influence Functions. Wiley (1986), 416--422.
    24. Programs for robust estimation in autoregressive model fitting. Proc. Inst. Statist. Math. 32 (1984), 241--260.
    25. Jikokaikikatei ni okeru robust suitei (Robust estimation for autoregressive processes). Proc. Inst. Statist. Math. 31 (1983), 51--64 (in Japanese).
    26. Reellwertige Zufallsfelder auf einem Gitter: Interpolationsprobleme, Variationsprinzip und statistische Analyse. Ph.D. Thesis ETH Zürich, Nr. 6648 (1980) (in German).

    Unpublished Papers

    1. A characterization of nearest neighbor intrinsic autoregressions. January 1999, unpublished. pdf
    2. The difference between the hypergeometric and the binomial distribution. May 1998, unpublished. pdf
    3. A note on causal solutions for locally stationary AR-processes. June 1995, unpublished. pdf
    4. Consistent estimation of stationary processes and stationary random fields (with S. Geman and A. Kehagias). Tech. Report, Brown University, 1993.
    5. Location estimators for processes with long range dependence (with J. Beran). Research Report 40, Seminar für Statistik, ETH Zürich, 1985.
    6. Modellierungsprobleme in der Statistik. Manuscript of the inaugural lecture at ETH, 1984.
    7. The central limit theorem for Gibbs fields with weak interaction. Unpublished manuscript, 1982.
    8. Statistical analysis of uniformity trials. Research Report 32, Seminar für Statistik, ETH Zürich, 1982.
    9. Parameter estimation of Markov random fields. Proceedings of the Research Institute for Mathematical Science Kyoto 312 (1977), 173--184.
    10. Markov random fields and generalized potential theory. Seminar on probability 47 (1977), 84--91.