A Spatial Markov Model for Climate Extremes

Spatial climate data are often presented as summaries of areal regions such as grid cells, either because they are the output of numerical climate models or to facilitate comparison with numerical climate model output. Extreme value analysis can benefit greatly from spatial methods that borrow information across regions. For Gaussian outcomes, a host of methods that respect the areal nature of the data are available, including conditional and simultaneous autoregressive models. However, to our knowledge, there is no such method in the spatial extreme value analysis literature. In this article, we propose a new method for areal extremes that accounts for spatial dependence using latent clustering of neighboring regions. We show that the proposed model has desirable asymptotic dependence properties and leads to relatively simple computation. Applying the proposed method to North American climate data reveals several local and continental-scale changes in the distribution of precipitation and temperature extremes over time. Supplementary material for this article is available online.     

Detecting change in UK extreme precipitation using results from the climate<Emphasis Type="Italic">prediction</Emphasis>.net BBC climate change experiment

We investigate a question posed by policy makers, namely, “when will changes in extreme precipitation due to climate change be detectable?” To answer this question we use climateprediction.net (CPDN) model simulations from the BBC Climate Change Experiment (CCE) over the UK. These provide us with the unique opportunity to compare 1-day extreme precipitation generated from climate altered by observed forcings (time period 1920–2000) and the SRES A1B emissions scenario (time period 2000–2080) (the Scenario) to extreme precipitation generated by a constant climate for year 1920 (the Control) for the HadCM3L General Circulation Model (GCM). We fit non-stationary Generalized Extreme Value (GEV) models to the Scenario output and compare these to stationary GEV models fit to the parallel Control. We define the time of detectable change as the time at which we would reject a hypothesis at the α = 0.05 significance level that the 20-year return level of the two runs is equal. We find that the time of detectable change depends on the season, with most model runs indicating that change to winter extreme precipitation may be detectable by the year 2010, and that change to summer extreme precipitation is not detectable by 2080. We also investigate which climate model parameters affect the weight of the tail of the precipitation distribution and which affect the time of detectable change for the winter season. We find that two climate model parameters have an important effect on the tail weight, and two others seem to affect the time of detection. Importantly, we find that climate model simulated extreme precipitation has a fundamentally different behavior to observations, perhaps due to the negative estimate of the GEV shape parameter, unlike observations which produce a slightly positive (～0.0–0.2) estimate.     

Spatial Regression Models for Extremes

Meteorological data are often recorded at a number of spatial locations. This gives rise to the possibility of pooling data through a spatial model to overcome some of the limitations imposed on an extreme value analysis by a lack of information. In this paper we develop a spatial model for extremes based on a standard representation for site-wise extremal behavior, combined with a spatial latent process for parameter variation over the region. A smooth, but possibly non-linear, spatial structure is an intrinsic feature of the model, and difficulties in computation are solved using Markov chain Monte Carlo inference. A simulation study is carried out to illustrate the potential gain in efficiency achieved by the spatial model. Finally, the model is applied to data generated from a climatological model in order to characterize the hurricane climate of the Gulf and Atlantic coasts of the United States.     

Asymptotic models and inference for extremes of spatio-temporal data

Recently there has been a lot of effort to model extremes of spatially dependent data. These efforts seem to be divided into two distinct groups: the study of max-stable processes, together with the development of statistical models within this framework; the use of more pragmatic, flexible models using Bayesian hierarchical models (BHM) and simulation based inference techniques. Each modeling strategy has its strong and weak points. While max-stable models capture the local behavior of spatial extremes correctly, hierarchical models based on the conditional independence assumption, lack the asymptotic arguments the max-stable models enjoy. On the other hand, they are very flexible in allowing the introduction of physical plausibility into the model. When the objective of the data analysis is to estimate return levels or kriging of extreme values in space, capturing the correct dependence structure between the extremes is crucial and max-stable processes are better suited for these purposes. However when the primary interest is to explain the sources of variation in extreme events Bayesian hierarchical modeling is a very flexible tool due to the ease with which random effects are incorporated in the model. In this paper we model a data set on Portuguese wildfires to show the flexibility of BHM in incorporating spatial dependencies acting at different resolutions.     

A Bayesian spatio-temporal model for precipitation extremes—STOR team contribution to the EVA2017 challenge

This paper concerns our approach to the EVA2017 challenge, the aim of which was to predict extreme precipitation quantiles across several sites in the Netherlands. Our approach uses a Bayesian hierarchical structure, which combines Gamma and generalised Pareto distributions. We impose a spatio-temporal structure in the model parameters via an autoregressive prior. Estimates are obtained using Markov chain Monte Carlo techniques and spatial interpolation. This approach has been successful in the context of the challenge, providing reasonable improvements over the benchmark.     

Nonparametric spatial models for extremes: application to extreme temperature data

Estimating the probability of extreme temperature events is difficult because of limited records across time and the need to extrapolate the distributions of these events, as opposed to just the mean, to locations where observations are not available. Another related issue is the need to characterize the uncertainty in the estimated probability of extreme events at different locations. Although the tools for statistical modeling of univariate extremes are well-developed, extending these tools to model spatial extreme data is an active area of research. In this paper, in order to make inference about spatial extreme events, we introduce a new nonparametric model for extremes. We present a Dirichlet-based copula model that is a flexible alternative to parametric copula models such as the normal and t-copula. The proposed modelling approach is fitted using a Bayesian framework that allow us to take into account different sources of uncertainty in the data and models. We apply our methods to annual maximum temperature values in the east-south-central United States.     

社会化媒体对品牌偏好的影响研究:基于顾客感知价值的视角

本文结合社会化媒体购物新模式的特征,依据消费者需求和行为影响理论,重构了顾客感知价值维度。在上述基础上,提出社会化媒体对品牌偏好的影响理论模型,并利用层级回归方法,对新网络购物环境下的顾客感知价值和品牌偏好间的关系进行了实证研究。研究结果表明,顾客感知社交价值、质量价值、服务价值、形象价值和利他价值正向影响品牌偏好的形成,而经济价值对品牌偏好的影响并不显著;社会化媒体信息质量在不同的感知价值与品牌偏好之间起着不同程度的调节作用。最后,结合相关结论提出了相应的营销管理建议。     

Hierarchical location–allocation models for congested systems

In this paper we address the issue of locating hierarchical facilities in the presence of congestion. Two hierarchical models are presented, where lower level servers attend requests first, and then, some of the served customers are referred to higher level servers. In the first model, the objective is to find the minimum number of servers and their locations that will cover a given region with a distance or time standard. The second model is cast as a maximal covering location (MCL) formulation. A heuristic procedure is then presented together with computational experience. Finally, some extensions of these models that address other types of spatial configurations are offered.     

Hierarchical Model-Based Clustering for Large Datasets

In recent years, hierarchical model-based clustering has provided promising results in a variety of applications. However, its use with large datasets has been hindered by a time and memory complexity that are at least quadratic in the number of observations. To overcome this difficulty, this article proposes to start the hierarchical agglomeration from an efficient classification of the data in many classes rather than from the usual set of singleton clusters. This initial partition is derived from a subgraph of the minimum spanning tree associated with the data. To this end, we develop graphical tools that assess the presence of clusters in the data and uncover observations difficult to classify. We use this approach to analyze two large, real datasets: a multiband MRI image of the human brain and data on global precipitation climatology. We use the real datasets to discuss ways of integrating the spatial information in the clustering analysis. We focus on two-stage methods, in which a second stage of processing using established methods is applied to the output from the algorithm presented in this article, viewed as a first stage.     

Anisotropic Brown-Resnick space-time processes: estimation and model assessment

Spatially isotropic max-stable processes have been used to model extreme spatial or space-time observations. One prominent model is the Brown-Resnick process, which has been successfully fitted to time series, spatial data and space-time data. This paper extends the process to possibly anisotropic spatial structures. For regular grid observations we prove strong consistency and asymptotic normality of pairwise maximum likelihood estimates for fixed and increasing spatial domain, when the number of observations in time tends to infinity. We also present a statistical test for isotropy versus anisotropy. We apply our test to precipitation data in Florida, and present some diagnostic tools for model assessment. Finally, we present a method to predict conditional probability fields and apply it to the data.     

Determining optimal pollution control policies: An application of bilevel programming

This paper presents two optimization models for hazardous waste capacity planning and treatment facility locations. The complex behavior of firms in the presence of central planning decisions and price signals is investigated and it is shown that such behavior can best be captured by a hierarchical model. In particular, a central planning model, where the government is assumed to control all location/allocation decisions and a bilevel model, where the government is the leader with the goal of maximizing the `social welfare' via taxation is presented. Detailed formulations of both models are developed, solved, and the computational results are presented.     

A Skewed and Heavy-Tailed Latent Random Field Model for Spatial Extremes

This article develops Bayesian inference of spatial models with a flexible skew latent structure. Using the multivariate skew-normal distribution of Sahu et al., a valid random field model with stochastic skewing structure is proposed to take into account non-Gaussian features. The skewed spatial model is further improved via scale mixing to accommodate more extreme observations. Finally, the skewed and heavy-tailed random field model is used to describe the parameters of extreme value distributions. Bayesian prediction is done with a well-known Gibbs sampling algorithm, including slice sampling and adaptive simulation techniques. The model performance—as far as the identifiability of the parameters is concerned—is assessed by a simulation study and an analysis of extreme wind speeds across Iran. We conclude that our model provides more satisfactory results according to Bayesian model selection and predictive-based criteria. R code to implement the methods used is available as online supplementary material.     

Conditional extreme value models: fallacies and pitfalls

Conditional extreme value models have been introduced by Heffernan and Resnick (Ann. Appl. Probab., 17, 537–571, 2007) to describe the asymptotic behavior of a random vector as one specific component becomes extreme. Obviously, this class of models is related to classical multivariate extreme value theory which describes the behavior of a random vector as its norm (and therefore at least one of its components) becomes extreme. However, it turns out that this relationship is rather subtle and sometimes contrary to intuition. We clarify the differences between the two approaches with the help of several illuminative (counter)examples. Furthermore, we discuss marginal standardization, which is a useful tool in classical multivariate extreme value theory but, as we point out, much less straightforward and sometimes even obscuring in conditional extreme value models. Finally, we indicate how, in some situations, a more comprehensive characterization of the asymptotic behavior can be obtained if the conditions of conditional extreme value models are relaxed so that the limit is no longer unique.     

极值分布参数检验的样本崩溃点

检验的样本崩溃点是样本中能逆转判决的离群值的最小比例.本文计算和分析了一类极值分布位置参数的似然比检验的样本崩溃点.并用截尾方法改进了这类检验的样本崩溃性质.     

Hierarchical Bayesian autoregressive models for large space–time data with applications to ozone concentration modelling

Increasingly large volumes of space–time data are collected everywhere by mobile computing applications, and in many of these cases, temporal data are obtained by registering events, for example, telecommunication or Web traffic data. Having both the spatial and temporal dimensions adds substantial complexity to data analysis and inference tasks. The computational complexity increases rapidly for fitting Bayesian hierarchical models, as such a task involves repeated inversion of large matrices. The primary focus of this paper is on developing space–time autoregressive models under the hierarchical Bayesian setup. To handle large data sets, a recently developed Gaussian predictive process approximation method is extended to include autoregressive terms of latent space–time processes. Specifically, a space–time autoregressive process, supported on a set of a smaller number of knot locations, is spatially interpolated to approximate the original space–time process. The resulting model is specified within a hierarchical Bayesian framework, and Markov chain Monte Carlo techniques are used to make inference. The proposed model is applied for analysing the daily maximum 8‐h average ground level ozone concentration data from 1997 to 2006 from a large study region in the Eastern United States. The developed methods allow accurate spatial prediction of a temporally aggregated ozone summary, known as the primary ozone standard, along with its uncertainty, at any unmonitored location during the study period. Trends in spatial patterns of many features of the posterior predictive distribution of the primary standard, such as the probability of noncompliance with respect to the standard, are obtained and illustrated. Copyright © 2012 John Wiley & Sons, Ltd.     

A spatio-temporal dynamic regression model for extreme wind speeds

This paper presents a hierarchical regression type model for analyzing the dependency of sample extremes on time, space and a covariate effect. The model is based on the assumption that the observations follow independently a generalized extreme value distribution given location, scale and shape parameters. Then a multivariate spatial process is considered to accommodate the association and spatial correlation in the distribution parameters. The mean of the process incorporates the underlying dynamics which is elaborated on the lower stage of hierarchy. Finally, three spatio-temporal dynamic linear models drive independently this mean function to take the variations in the parameters separately into account. In a Bayesian setting, the model structure leads to parallel implementation of the Markov chain Monte Carlo algorithm in a sense that it is less time consuming. Our methodology is applied to the monthly maxima of wind speed with temperature as a covariate for which the relationship is expressed in terms of a penalized spline regression model. The comparison of the proposed model with several simpler ones suggests considerable improvements in wind speed analysis.     

The importance of constitutive equations in mechanochemical models of pattern formation

We analyze a one-dimensional mechanical model which has been proposed to account for the pattern formation which arises in various processes in developmental biology. We compare the effect that different constitutive equations have on the resulting spatial pattern. In this way, we conclude that a more detailed knowledge of the mechanical properties of tissues is need if accurate predictions of developing spatial patterns are to be made.     

A diffusive predator-prey model in heterogeneous environment

In this paper, we demonstrate some special behavior of steady-state solutions to a predator-prey model due to the introduction of spatial heterogeneity. We show that positive steady-state solutions with certain prescribed spatial patterns can be obtained when the spatial environment is designed suitably. Moreover, we observe some essential differences of the behavior of our model from that of the classical Lotka-Volterra model that seem to arise only in the heterogeneous case.     

关于拟合优度检验的EDF统计量的若干评注(英语)

拟合优度检验是建立统计模型的一个重要手段,很多检验统计量用一个理想样本能达到它们自己的极值,但EDF统计量做不到,这无疑会影响检验的势。在本文中,我们将提出某些调整型EDF统计量,它们具有这些性质,并改进了EDF检验,蒙得卡罗模拟表明,调整型EDF统计量在很多场合要必EDF具有更高的势,特别对重尾的备选分布更是这样,我们还考察了检验的形态与它们的极值点之间的关系。