The authors develop a methodology for modelling and simulating high-dimensional spatial precipitation extremes, focusing on both their marginal distributions and tail dependence structures. The spatial distribution of precipitation occurrences is modelled with four competing models, while the spatial distribution of nonzero extreme precipitation intensities are modelled with a latent Gaussian version of the spatial conditional extremes model. Nonzero precipitation marginal distributions are modelled using latent Gaussian models with gamma and generalised Pareto likelihoods. Fast inference is achieved using integrated nested Laplace approximations (INLA).
The key highlights and insights are:
The authors propose novel empirical diagnostics and parametric models for choosing components of the spatial conditional extremes model, allowing for better data utilisation through a lower extremal threshold.
A new method is proposed for modelling precipitation zeros within the spatial conditional extremes framework, by separately modelling precipitation occurrences and intensities. Four competing models are used to describe the spatial distribution of conditional precipitation occurrences.
The marginal distributions of nonzero precipitation are modelled by merging two latent Gaussian models, with a gamma likelihood and a generalised Pareto likelihood, respectively.
The spatial conditional extremes model is implemented as a latent Gaussian model, enabling fast high-dimensional inference using INLA.
The framework is applied to simulate spatial precipitation extremes using a data set of high-resolution hourly precipitation data from a weather radar in Norway. Inference on this high-dimensional data set is achieved within hours, and the simulations capture the main trends of the observed precipitation well.
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소스 콘텐츠 기반
arxiv.org
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