Content area

Abstract

Many real-world processes have complex tail dependence structures that cannot be characterized using classical Gaussian processes. More flexible spatial extremes models exhibit appealing extremal dependence properties but are often exceedingly prohibitive to fit and simulate from in high dimensions. In this paper, we aim to push the boundaries on computation and modeling of high-dimensional spatial extremes via integrating a new spatial extremes model that has flexible and non-stationary dependence properties in the encoding-decoding structure of a variational autoencoder called the XVAE. The XVAE can emulate spatial observations and produce outputs that have the same statistical properties as the inputs, especially in the tail. Our approach also provides a novel way of making fast inference with complex extreme-value processes. Through extensive simulation studies, we show that our XVAE is substantially more time-efficient than traditional Bayesian inference while outperforming many spatial extremes models with a stationary dependence structure. Lastly, we analyze a high-resolution satellite-derived dataset of sea surface temperature in the Red Sea, which includes 30 years of daily measurements at 16703 grid cells. We demonstrate how to use XVAE to identify regions susceptible to marine heatwaves under climate change and examine the spatial and temporal variability of the extremal dependence structure.

Details

1009240
Location
Identifier / keyword
Title
Flexible and efficient emulation of spatial extremes processes via variational autoencoders
Publication title
arXiv.org; Ithaca
Publication year
2024
Publication date
Dec 18, 2024
Section
Computer Science; Statistics
Publisher
Cornell University Library, arXiv.org
Source
arXiv.org
Place of publication
Ithaca
Country of publication
United States
University/institution
Cornell University Library arXiv.org
e-ISSN
2331-8422
Source type
Working Paper
Language of publication
English
Document type
Working Paper
Publication history
 
 
Online publication date
2024-12-19
Milestone dates
2023-07-16 (Submission v1); 2023-09-28 (Submission v2); 2024-05-09 (Submission v3); 2024-12-18 (Submission v4)
Publication history
 
 
   First posting date
19 Dec 2024
ProQuest document ID
2838871135
Document URL
https://www.proquest.com/working-papers/flexible-efficient-emulation-spatial-extremes/docview/2838871135/se-2?accountid=208611
Full text outside of ProQuest
Copyright
© 2024. This work is published under http://creativecommons.org/licenses/by-sa/4.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License.
Last updated
2024-12-20
Database
ProQuest One Academic