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Simulation of rainfall over a region for long time-sequences can be very useful for planning and policy-making, especially in India where the economy is heavily reliant on monsoon rainfall. However, such simulations should be able to…

Applications · Statistics 2017-09-04 Adway Mitra

This work introduces a novel approach for generating conditional probabilistic rainfall forecasts with temporal and spatial dependence. A two-step procedure is employed. Firstly, marginal location-specific distributions are jointly…

Methodology · Statistics 2025-03-31 David Huk , Rilwan A. Adewoyin , Ritabrata Dutta

Environmental phenomena are influenced by complex interactions among various factors. For instance, the amount of rainfall measured at different stations within a given area is shaped by atmospheric conditions, orography, and physics of…

Applications · Statistics 2025-01-16 Paolo Onorati , Antonio Canale

The hazard of pluvial flooding is largely influenced by the spatial and temporal dependence characteristics of precipitation. When extreme precipitation possesses strong spatial dependence, the risk of flooding is amplified due to catchment…

Applications · Statistics 2020-08-03 Gregory P. Bopp , Benjamin A. Shaby , Chris E. Forest , Alfonso Mejía

We propose a representation of the Indian summer monsoon rainfall in terms of a probabilistic model based on a Markov Random Field, consisting of discrete state variables representing low and high rainfall at grid-scale and daily rainfall…

Applications · Statistics 2021-01-26 Adway Mitra , Amit Apte , Rama Govindarajan , Vishal Vasan , Sreekar Vadlamani

Conditional auto-regressive (CAR) distributions are widely used to induce spatial dependence in the geographic analysis of areal data. These distributions establish multivariate dependence networks by defining conditional relationships…

Methodology · Statistics 2025-07-14 Miguel A. Martinez-Beneito , Aritz Adín , Tomás Goicoa , Lola Ugarte

The primary objective of this paper is to analyze a set of canonical spatial patterns that approximate the daily rainfall across the Indian region, as identified in the companion paper where we developed a discrete representation of the…

Applications · Statistics 2021-01-26 Adway Mitra , Amit Apte , Rama Govindarajan , Vishal Vasan , Sreekar Vadlamani

Conditional autoregressive (CAR) models are commonly used to capture spatial correlation in areal unit data, and are typically specified as a prior distribution for a set of random effects, as part of a hierarchical Bayesian model. The…

Applications · Statistics 2012-05-17 Duncan Lee , Richard Mitchell

We introduce a novel forecasting model for crop yields that explicitly accounts for spatio-temporal dependence and the influence of extreme weather and climatic events. Our approach combines Bayesian Structural Time Series for modeling…

Methodology · Statistics 2025-04-01 Marie Michaelides , Mélina Mailhot , Yongkun Li

Traditional spatio-temporal models for areal data typically begin with spatial structure imposed at the level of random effects and later extend to include temporal dynamics. We propose an alternative hierarchical modeling framework that…

Precipitation exceedance probabilities are widely used in engineering design, risk assessment, and floodplain management. While common approaches like NOAA Atlas 14 assume that extreme precipitation characteristics are stationary over time,…

Applications · Statistics 2025-02-05 Yuchen Lu , Ben Seiyon Lee , James Doss-Gollin

In this paper we propose a flexible class of multivariate nonlinear non-Gaussian state space models, based on copulas. More precisely, we assume that the observation equation and the state equation are defined by copula families that are…

Methodology · Statistics 2019-11-04 Alexander Kreuzer , Luciana Dalla Valle , Claudia Czado

Forecasts of monsoon rainfall for India are made at national scale. But there is spatial coherence and heterogeneity that is relevant to forecasting. This paper considers year-to-year rainfall change and annual extremes at sub-national…

Applications · Statistics 2016-10-27 Adway Mitra , Ashwin K. Seshadri

Various natural phenomena exhibit spatial extremal dependence at short spatial distances. However, existing models proposed in the spatial extremes literature often assume that extremal dependence persists across the entire domain. This is…

Methodology · Statistics 2024-05-01 Arnab Hazra , Raphaël Huser , David Bolin

Precipitation is a large-scale, spatio-temporally heterogeneous phenomenon, with frequent anomalies exhibiting unusually high or low values. We use Markov Random Fields (MRFs) to detect spatio-temporally coherent anomalies in gridded annual…

Applications · Statistics 2017-11-01 Adway Mitra , Ashwin K. Seshadri

Extreme rainfall over the Indian monsoon region poses severe societal and infrastructural risks but remains difficult to predict at daily time scales due to stochastic convective triggering and multiscale atmospheric interactions. While…

Numerical Analysis · Mathematics 2026-02-04 Arun Govind Neelan

The Gaussian copula is a powerful tool that has been widely used to model spatial and/or temporal correlated data with arbitrary marginal distributions. However, this kind of model can potentially be too restrictive since it expresses a…

Methodology · Statistics 2023-05-30 Moreno Bevilacqua , Eloy Alvarado , Christian Caamaño-Carrillo

We develop a Bayesian spatio-temporal framework for extreme-value analysis that augments a hierarchical copula model with an autoregressive factor to capture residual temporal dependence in threshold exceedances. The factor can be specified…

Methodology · Statistics 2025-10-06 Carlos A. Pasquier , Luis A. Barboza

The generalized exponential distribution is a well-known probability model in lifetime data analysis and several other research areas, including precipitation modeling. Despite having broad applications for independently and identically…

Applications · Statistics 2025-11-10 Arijit Dey , Arnab Hazra

We propose a Bayesian hierarchical model for spatial extremes on a large domain. In the data layer a Gaussian elliptical copula having generalized extreme value (GEV) marginals is applied. Spatial dependence in the GEV parameters are…

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