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Graphical models in extremes have emerged as a diverse and quickly expanding research area in extremal dependence modeling. They allow for parsimonious statistical methodology and are particularly suited for enforcing sparsity in…

Methodology · Statistics 2024-02-06 Sebastian Engelke , Manuel Hentschel , Michaël Lalancette , Frank Röttger

Spatial modelling of extreme values allows studying the risk of joint occurrence of extreme events at different locations and is of significant interest in climatic and other environmental sciences. A popular class of dependence models for…

Methodology · Statistics 2026-02-11 Lorenzo Dell'Oro , Carlo Gaetan , Thomas Opitz

The behavior of extreme observations is well-understood for time series or spatial data, but little is known if the data generating process is a structural causal model (SCM). We study the behavior of extremes in this model class, both for…

Methodology · Statistics 2025-03-11 Sebastian Engelke , Nicola Gnecco , Frank Röttger

Spatial association and heterogeneity are two critical areas in the research about spatial analysis, geography, statistics and so on. Though large amounts of outstanding methods has been proposed and studied, there are few of them tend to…

Econometrics · Economics 2018-03-26 Zihao Yuan

Due to complex physical phenomena, the distribution of heavy rainfall events is difficult to model spatially. Physically based numerical models can often provide physically coherent spatial patterns, but may miss some important…

Applications · Statistics 2020-03-13 Marco Oesting , Philippe Naveau

In environmental science applications, extreme events frequently exhibit a complex spatio-temporal structure, which is difficult to describe flexibly and estimate in a computationally efficient way using state-of-art parametric…

Methodology · Statistics 2022-12-22 Marco Oesting , Raphaël Huser

This paper is the second in a series of papers which combine graphical modelling and marked spatial point patterns. Extending the previous results of \cite Eckardt (2016a), we introduce a marked spatial dependence graph model which depicts…

Applications · Statistics 2016-09-29 Matthias Eckardt , Jorge Mateu

Recent extreme value theory literature has seen significant emphasis on the modelling of spatial extremes, with comparatively little consideration of spatio-temporal extensions. This neglects an important feature of extreme events: their…

Methodology · Statistics 2022-07-19 Emma S. Simpson , Jennifer L. Wadsworth

To address the need for efficient inference for a range of hydrological extreme value problems, spatial pooling of information is the standard approach for marginal tail estimation. We propose the first extreme value spatial clustering…

Methodology · Statistics 2019-06-21 Christian Rohrbeck , Jonathan A Tawn

In many environmental applications involving spatially-referenced data, limitations on the number and locations of observations motivate the need for practical and efficient models for spatial interpolation, or kriging. A key component of…

Methodology · Statistics 2015-09-15 Mark D. Risser , Catherine A. Calder

Predicting the response at an unobserved location is a fundamental problem in spatial statistics. Given the difficulty in modeling spatial dependence, especially in non-stationary cases, model-based prediction intervals are at risk of…

Methodology · Statistics 2025-07-09 Huiying Mao , Ryan Martin , Brian Reich

This work proposes a new procedure for estimating the non-stationary spatial covariance function for Spatial-Temporal Deformation. The proposed procedure is based on a monotonic function approach. The deformation functions are expanded as a…

Methodology · Statistics 2023-05-05 Yangyang Chen , Pedro Alberto Morettin , Ronaldo Dias , Chang Chiann

Evaluating spatial patterns in data is an integral task across various domains, including geostatistics, astronomy, and spatial tissue biology. The analysis of transcriptomics data in particular relies on methods for detecting…

Methodology · Statistics 2025-05-26 Katharina Limbeck , Bastian Rieck

Modelling multivariate spatio-temporal data with complex dependency structures is a challenging task but can be simplified by assuming that the original variables are generated from independent latent components. If these components are…

Methodology · Statistics 2024-11-04 Mika Sipilä , Claudia Cappello , Sandra De Iaco , Klaus Nordhausen , Sara Taskinen

Spatial models for occupancy data are used to estimate and map the true presence of a species, which may depend on biotic and abiotic factors as well as spatial autocorrelation. Traditionally researchers have accounted for spatial…

Applications · Statistics 2021-05-05 Narmadha M. Mohankumar , Trevor J. Hefley

Despite the importance of quantifying how the spatial patterns of extreme precipitation will change with warming, we lack tools to objectively analyze the storm-scale outputs of modern climate models. To address this gap, we develop an…

Atmospheric and Oceanic Physics · Physics 2023-12-04 Griffin Mooers , Tom Beucler , Mike Pritchard , Stephan Mandt

Multivariate geostatistics is based on modelling all covariances between all possible combinations of two or more variables at any sets of locations in a continuously indexed domain. Multivariate spatial covariance models need to be built…

Methodology · Statistics 2016-10-10 Noel Cressie , Andrew Zammit-Mangion

This paper proposes a physical-statistical modeling approach for spatio-temporal data arising from a class of stochastic convection-diffusion processes. Such processes are widely found in scientific and engineering applications where…

Applications · Statistics 2020-08-07 Xiao Liu , Kyongmin Yeo , Siyuan Lu

Data derived from remote sensing or numerical simulations often have a regular gridded structure and are large in volume, making it challenging to find accurate spatial models that can fill in missing grid cells or simulate the process…

Machine Learning · Statistics 2025-05-07 Sweta Rai , Douglas W. Nychka , Soutir Bandyopadhyay

We propose to approximate the conditional expectation of a spatial random variable given its nearest-neighbour observations by an additive function. The setting is meaningful in practice and requires no unilateral ordering. It is capable of…

Statistics Theory · Mathematics 2016-03-28 Zudi Lu , Arvid Lundervold , Dag Tjøstheim , Qiwei Yao
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