论文标题
空间极端统计建模的进步
Advances in Statistical Modeling of Spatial Extremes
论文作者
论文摘要
空间极端的经典建模依赖于渐近模型(即最大值的最大过程或$ r $ - pareto过程)或分别在高阈值上的峰值。但是,在有限的水平上,经验证据经常表明,渐近模型过于严格限制,并且没有充分捕获更严重的事件在空间上更本地化的频繁情况。换句话说,这些渐近模型具有强大的尾巴依赖性,该依赖性持续越来越高,而数据通常表明它应该削弱。经典空间极端模型的另一个众所周知的局限性是,它们要么在计算上拟合高维度,要么需要使用效率较低的技术拟合。在这篇综述的论文中,我们描述了空间极端的建模和推断的最新进展,重点是具有更灵活的尾巴结构的新模型,这些模型可以弥合渐近依赖性类别,并且更容易适合基于可能性的大型数据集的推断。特别是,我们讨论了各种类型的随机量表结构以及条件空间极端模型,这些模型最近在极端社区的统计数据中引起了人们的关注。我们在两个不同的环境应用上说明了其中一些新的空间模型。
The classical modeling of spatial extremes relies on asymptotic models (i.e., max-stable processes or $r$-Pareto processes) for block maxima or peaks over high thresholds, respectively. However, at finite levels, empirical evidence often suggests that such asymptotic models are too rigidly constrained, and that they do not adequately capture the frequent situation where more severe events tend to be spatially more localized. In other words, these asymptotic models have a strong tail dependence that persists at increasingly high levels, while data usually suggest that it should weaken instead. Another well-known limitation of classical spatial extremes models is that they are either computationally prohibitive to fit in high dimensions, or they need to be fitted using less efficient techniques. In this review paper, we describe recent progress in the modeling and inference for spatial extremes, focusing on new models that have more flexible tail structures that can bridge asymptotic dependence classes, and that are more easily amenable to likelihood-based inference for large datasets. In particular, we discuss various types of random scale constructions, as well as the conditional spatial extremes model, which have recently been getting increasing attention within the statistics of extremes community. We illustrate some of these new spatial models on two different environmental applications.