TY - JOUR AB - The multilevel Monte Carlo method can efficiently compute statistical estimates ofdiscretized random variables for a given error tolerance. Traditionally, only a certainstatistic is computed from a particular implementation of multilevel Monte Carlo. Thisarticle considers the multilevel case in which one wants to verify and evaluate a singleensemble that forms an empirical approximation to many different statistics, namely anensemble forecast. We propose a simple algorithm that, in the univariate case, allows oneto derive a statistically consistent single ensemble forecast from the hierarchy of ensemblesthat are formed during an implementation of multilevel Monte Carlo. This ensembleforecast then allows the entire multilevel hierarchy of ensembles to be evaluated usingstandard ensemble forecast verification techniques. We demonstrate the case of evaluatingthe calibration of the forecast. AU - Gregory,ACA AU - Cotter,CJ DO - 10.1002/qj.3052 EP - 1935 PY - 2017/// SN - 1477-870X SP - 1929 TI - On the Calibration of Multilevel Monte Carlo Ensemble Forecasts T2 - Quarterly Journal of the Royal Meteorological Society UR - http://dx.doi.org/10.1002/qj.3052 UR - http://hdl.handle.net/10044/1/48152 VL - 143 ER -