The current threat of global warming and the public demand for confident projections of climate change pose the ultimate challenge to science: predicting the future behaviour of a system of such overwhelming complexity as the Earth's climate. This Theme Issue addresses two practical problems that make even prediction of the statistical properties of the climate, when treated as the attractor of a chaotic system (the weather), so challenging. The first is that even for the most detailed models, these statistical properties of the attractor show systematic biases. The second is that the attractor may undergo sudden large-scale changes on a time scale that is fast compared with the gradual change of the forcing (the so-called climate tipping).Keywords: stochastic closure; climate tipping; statistical modelling; time-series analysis; thermodynamicsThe current threat of global warming and the public demand for confident projections of climate change pose the ultimate challenge to science: predicting the future behaviour of a system of such overwhelming complexity as the Earth's climate. In principle, the Earth's climate could be viewed as a deterministic dynamical system. The laws of motion (such as the fluid dynamics of ocean and atmosphere), and the time-dependent forcing (mostly insolation, but also interactions, for example, with the biosphere or geothermal sources) are known such that one ends up with a large system of differential equations determining the future state entirely, using the current state as initial condition. Unfortunately, as Lorenz [1] demonstrated with a simple model for convection, this statement, even though true in principle, is not applicable in practice. In chaotic systems, trajectories from nearby initial conditions diverge from each other at an exponential rate such that the future state becomes unpredictable beyond a time horizon determined *Author for correspondence (jan.sieber@port.ac.uk). Thompson and J. Sieber by the divergence rate. In the face of this problem, the intuitive justification for attempting long-term climate prediction is that, while the weather is clearly chaotic, the climate is representing the attractor of this chaotic system. If the chaotic attractor is well-behaved and the model simulations are unbiased then ensemble runs of these simulations can reveal the statistical properties of the attractor (for example, mean, variability and frequency of extreme events). Moreover, one may hope that gradual changes in the forcing or system parameters lead to a gradual change of the attractor and its statistical properties. This approach would treat the short-term chaos as noise, thus, making predictions about the statistical properties of realizations of this noise on long time scales. Gradual changes of the forcing can be either man-made (for example, in an emission scenario) or external (for example, astronomical, if one learns from the behaviour of the palaeoclimate).This Theme Issue addresses two practical problems that make even this type of statistical prediction ...