A Hierarchical Max-Infinitely Divisible Spatial Model for Extreme Precipitation
Understanding the spatial extent of extreme precipitation is necessary for determining flood risk and adequately designing infrastructure (e.g., stormwater pipes) to withstand such hazards. While environmental phenomena typically exhibit weakening spatial dependence at increasingly extreme levels, l...
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Zusammenfassung: | Understanding the spatial extent of extreme precipitation is necessary for
determining flood risk and adequately designing infrastructure (e.g.,
stormwater pipes) to withstand such hazards. While environmental phenomena
typically exhibit weakening spatial dependence at increasingly extreme levels,
limiting max-stable process models for block maxima have a rigid dependence
structure that does not capture this type of behavior. We propose a flexible
Bayesian model from a broader family of (conditionally) max-infinitely
divisible processes that allows for weakening spatial dependence at
increasingly extreme levels, and due to a hierarchical representation of the
likelihood in terms of random effects, our inference approach scales to large
datasets. Therefore, our model not only has a flexible dependence structure,
but it also allows for fast, fully Bayesian inference, prediction and
conditional simulation in high dimensions. The proposed model is constructed
using flexible random basis functions that are estimated from the data,
allowing for straightforward inspection of the predominant spatial patterns of
extremes. In addition, the described process possesses (conditional)
max-stability as a special case, making inference on the tail dependence class
possible. We apply our model to extreme precipitation in North-Eastern America,
and show that the proposed model adequately captures the extremal behavior of
the data. Interestingly, we find that the principal modes of spatial variation
estimated from our model resemble observed patterns in extreme precipitation
events occurring along the coast (e.g., with localized tropical cyclones and
convective storms) and mountain range borders. Our model, which can easily be
adapted to other types of environmental datasets, is therefore useful to
identify extreme weather patterns and regions at risk. |
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DOI: | 10.48550/arxiv.1805.06084 |