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Predicting extreme events is important in many applications in risk analysis. The extreme-value theory suggests modelling extremes by max-stable distributions. The Bayesian approach provides a natural framework for statistical prediction.…

统计理论 · 数学 2020-09-22 Simone A. Padoan , Stefano Rizzelli

Extreme environmental phenomena such as major precipitation events manifestly exhibit spatial dependence. Max-stable processes are a class of asymptotically-justified models that are capable of representing spatial dependence among extreme…

应用统计 · 统计学 2013-01-09 Brian J. Reich , Benjamin A. Shaby

We study the spatio-temporal features of extremal sub-daily precipitation data over the Piave river basin in northeast Italy using a rich database of observed hourly rainfall. Empirical evidence suggests that both the marginal and…

应用统计 · 统计学 2025-11-26 Dáire Healy , Ilaria Prosdocimi , Isadora Antoniano-Villalobos

We develop Bayesian predictive stacking for geostatistical models, where the primary inferential objective is to provide inference on the latent spatial random field and conduct spatial predictions at arbitrary locations. We exploit…

统计方法学 · 统计学 2025-09-25 Lu Zhang , Wenpin Tang , Sudipto Banerjee

Although most models for rainfall extremes focus on point-wise values, it is aggregated precipitation over areas up to river catchment scale that is of the most interest. To capture the joint behaviour of precipitation aggregates evaluated…

应用统计 · 统计学 2023-01-03 Jordan Richards , Jonathan A. Tawn , Simon Brown

This article introduces novel and practicable Bayesian factor analysis frameworks that are computationally feasible for moderate to large spatiotemporal data. Previous Bayesian analysis of spatiotemporal data has utilized a Bayesian factor…

统计方法学 · 统计学 2025-02-18 Yifan Cheng , Cheng Li

We consider the clustering of extremes for stationary regularly varying random fields over arbitrary growing index sets. We study sufficient assumptions on the index set such that the limit of the point random fields of the exceedances…

概率论 · 数学 2022-02-23 Riccardo Passeggeri , Olivier Wintenberger

The use of a finite mixture of normal distributions in model-based clustering allows to capture non-Gaussian data clusters. However, identifying the clusters from the normal components is challenging and in general either achieved by…

统计方法学 · 统计学 2016-06-21 Gertraud Malsiner-Walli , Sylvia Frühwirth-Schnatter , Bettina Grün

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…

统计方法学 · 统计学 2025-04-01 Marie Michaelides , Mélina Mailhot , Yongkun Li

Max-stable processes have proved to be useful for the statistical modelling of spatial extremes. Several representations of max-stable random fields have been proposed in the literature. For statistical inference it is often assumed that…

统计方法学 · 统计学 2011-07-25 Richard A. Davis , Claudia Klüppelberg , Christina Steinkohl

Survey data are often collected under multistage sampling designs where units are binned to clusters that are sampled in a first stage. The unit-indexed population variables of interest are typically dependent within cluster. We propose a…

统计方法学 · 统计学 2021-08-26 Luis G. Leon-Novelo , Terrance D. Savitsky

Statistical analysis of max-stable processes used to model spatial extremes has been limited by the difficulty in calculating the joint likelihood function. This precludes all standard likelihood-based approaches, including Bayesian…

统计计算 · 统计学 2011-12-14 Robert J. Erhardt , Richard L. Smith

Spatio-temporal models are widely used in many research areas including ecology. The recent proliferation of the use of in-situ sensors in streams and rivers supports space-time water quality modelling and monitoring in near real-time. A…

Heavy rainfall distributional modeling is essential in any impact studies linked to the water cycle, e.g.\ flood risks. Still, statistical analyses that both take into account the temporal and multivariate nature of extreme rainfall are…

统计方法学 · 统计学 2022-05-13 Gloria Buriticá , Philippe Naveau

Representing the reservoir as a network of discrete compartments with neighbor and non-neighbor connections is a fast, yet accurate method for analyzing oil and gas reservoirs. Automatic and rapid detection of coarse-scale compartments with…

We study the class of dependence models for spatial data obtained from Cauchy convolution processes based on different types of kernel functions. We show that the resulting spatial processes have appealing tail dependence properties, such…

统计方法学 · 统计学 2022-06-09 Pavel Krupskii , Raphaël Huser

In this work, we propose a simulation-based estimation approach using generative neural networks to determine dependencies of precipitation maxima and their underlying uncertainty in time and space. Within the common framework of max-stable…

机器学习 · 统计学 2026-05-01 Christopher Bülte , Lisa Leimenstoll , Melanie Schienle

Analysing non-Gaussian spatial-temporal data requires introducing spatial as well as temporal dependence in generalised linear models through the link function of an exponential family distribution. Unlike in Gaussian likelihoods, inference…

统计方法学 · 统计学 2025-12-29 Soumyakanti Pan , Lu Zhang , Jonathan R. Bradley , Sudipto Banerjee

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…

应用统计 · 统计学 2021-05-05 Narmadha M. Mohankumar , Trevor J. Hefley

We present a novel Bayesian spatial disaggregation model for count data, providing fast and flexible inference at high resolution. First, it incorporates non-linear covariate effects using penalized splines, a flexible approach that is not…

统计方法学 · 统计学 2026-04-13 Sara Rutten , Thomas Neyens , Elisa Duarte , Christel Faes