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Distributed Inference for Spatial Extremes Modeling in High Dimensions

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  • Emily C. Hector
  • Brian J. Reich

Abstract

Extreme environmental events frequently exhibit spatial and temporal dependence. These data are often modeled using Max Stable Processes (MSPs) that are computationally prohibitive to fit for as few as a dozen observations. Supposed computationally-efficient approaches like the composite likelihood remain computationally burdensome with a few hundred observations. In this article, we propose a spatial partitioning approach based on local modeling of subsets of the spatial domain that delivers computationally and statistically efficient inference. Marginal and dependence parameters of the MSP are estimated locally on subsets of observations using censored pairwise composite likelihood, and combined using a modified generalized method of moments procedure. The proposed distributed approach is extended to estimate inverted MSP models, and to estimate spatially varying coefficient models to deliver computationally efficient modeling of spatial variation in marginal parameters. We demonstrate consistency and asymptotic normality of estimators, and show empirically that our approach leads to statistically efficient estimation of model parameters. We illustrate the flexibility and practicability of our approach through simulations and the analysis of streamflow data from the U.S. Geological Survey. Supplementary materials for this article are available online.

Suggested Citation

  • Emily C. Hector & Brian J. Reich, 2024. "Distributed Inference for Spatial Extremes Modeling in High Dimensions," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 119(546), pages 1297-1308, April.
  • Handle: RePEc:taf:jnlasa:v:119:y:2024:i:546:p:1297-1308
    DOI: 10.1080/01621459.2023.2186886
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