Hector Emily C, Reich Brian J
Department of Statistics, North Carolina State University.
J Am Stat Assoc. 2024;119(546):1297-1308. doi: 10.1080/01621459.2023.2186886. Epub 2023 Apr 13.
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 paper, 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.
极端环境事件常常呈现出空间和时间上的依赖性。这些数据通常使用极大稳定过程(MSP)进行建模,但对于少至十几个观测值,拟合计算量都大得令人望而却步。像复合似然这样所谓的计算高效方法,对于几百个观测值来说计算负担仍然很重。在本文中,我们提出一种基于空间域子集局部建模的空间划分方法,该方法能提供计算和统计上都高效的推断。MSP的边际参数和相依参数使用删失成对复合似然在观测值子集上进行局部估计,并通过改进的广义矩方法程序进行组合。所提出的分布式方法被扩展用于估计逆MSP模型,以及估计空间变化系数模型,以实现边际参数空间变化的计算高效建模。我们证明了估计量的一致性和渐近正态性,并通过实证表明我们的方法能实现模型参数的统计高效估计。我们通过模拟以及对美国地质调查局的径流数据的分析,说明了我们方法的灵活性和实用性。