Bayesian spatial clustering of extremal behaviour for hydrological variables

Rohrbeck, Christian and Tawn, Jonathan (2020) Bayesian spatial clustering of extremal behaviour for hydrological variables. Journal of Computational and Graphical Statistics. ISSN 1061-8600

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Abstract

To address the need for efficient inference for a range of hydrological extreme value problems, spatial pooling of information is the standard approach for marginal tail estimation. We propose the first extreme value spatial clustering methods which account for both the similarity of the marginal tails and the spatial dependence structure of the data to determine the appropriate level of pooling. Spatial dependence is incorporated in two ways: to determine the cluster selection and to account for dependence of the data over sites within a cluster when making the marginal inference. We introduce a statistical model for the pairwise extremal dependence which incorporates distance between sites, and accommodates our belief that sites within the same cluster tend to exhibit a higher degree of dependence than sites in different clusters. By combining the models for the marginal tails and the dependence structure, we obtain a composite likelihood for the joint spatial distribution. We use a Bayesian framework which learns about both the number of clusters and their spatial structure, and that enables the inference of site-specific marginal distributions of extremes to incorporate uncertainty in the clustering allocation. The approach is illustrated using simulations, the analysis of daily precipitation levels in Norway and daily river flow levels in the UK.

Item Type:
Journal Article
Journal or Publication Title:
Journal of Computational and Graphical Statistics
Additional Information:
This is an Accepted Manuscript of an article published by Taylor & Francis in Journal of Computational and Graphical Statistics on 9 July 2020, available online:  https://www.tandfonline.com/doi/abs/10.1080/10618600.2020.1777139
Uncontrolled Keywords:
/dk/atira/pure/subjectarea/asjc/1800/1804
Subjects:
ID Code:
144386
Deposited By:
Deposited On:
02 Jun 2020 13:05
Refereed?:
Yes
Published?:
Published
Last Modified:
27 Oct 2020 10:03