Bayesian joint inference of hydrological and generalized error models with the enforcement of Total Laws

Abstract. Over the years, the Standard Least Squares (SLS) has been the most commonly adopted criterion for the calibration of hydrological models, despite the fact that they generally do not fulfill the assumptions made by the SLS method: very often errors are autocorrelated, heteroscedastic, biased and/or non-Gaussian. Similarly to recent papers, which suggest more appropriate models for the errors in hydrological modeling, this paper addresses the challenging problem of jointly estimate hydrological and error model parameters (joint inference) in a Bayesian framework, trying to solve some of the problems found in previous related researches. This paper performs a Bayesian joint inference through the application of different inference models, as the known SLS or WLS and the new GL++ and GL++Bias error models. These inferences were carried out on two lumped hydrological models which were forced with daily hydrometeorological data from a basin of the MOPEX project. The main finding of this paper is that a joint inference, to be statistically correct, must take into account the joint probability distribution of the state variable to be predicted and its deviation from the observations (the errors). Consequently, the relationship between the marginal and conditional distributions of this joint distribution must be taken into account in the inference process. This relation is defined by two general statistical expressions called the Total Laws (TLs): the Total Expectation and the Total Variance Laws. Only simple error models, as SLS, do not explicitly need the TLs implementation. An important consequence of the TLs enforcement is the reduction of the degrees of freedom in the inference problem namely, the reduction of the parameter space dimension. This research demonstrates that non-fulfillment of TLs produces incorrect error and hydrological parameter estimates and unreliable predictive distributions. The target of a (joint) inference must be fulfilling the error model hypotheses rather than to achieve the better fitting to the observations. Consequently, for a given hydrological model, the resulting performance of the prediction, the reliability of its predictive uncertainty, as well as the robustness of the parameter estimates, will be exclusively conditioned by the degree in which errors fulfill the error model hypotheses.