We seek statistical methods to study the occurrence of multiple rain types observed by satellite on a global scale. The main scientific interests are to relate rainfall occurrence with various atmospheric state variables and to study the dependence between the occurrences of multiple types of rainfall (e.g. short-lived and intense versus long-lived and weak; the heights of the rain clouds are also considered). Commonly in point process model literature, the spatial domain is assumed to be a small, and thus planar domain. We consider the log-Gaussian Cox Process (LGCP) models on the surface of a sphere and take advantage of cross-covariance models for spatial processes on a global scale to model the stochastic intensity function of the LGCP models. We present analysis results for rainfall observations from the TRMM satellite and atmospheric state variables from MERRA-2 reanalysis data over the tropical Eastern and Western Pacific Ocean, as well as over the entire tropical and subtropical ocean regions. Statistical inference is done through Monte Carlo likelihood approximation for LGCP models. We employ covariance approximation to deal with massive data.
Due to complex physical phenomena, the distribution of heavy rainfall events is difficult to model spatially. Physically based numerical models can often provide physically coherent spatial patterns, but may miss some important precipitation features like heavy rainfall intensities. Measurements at ground-based weather stations, however, supply adequate rainfall intensities, but most national weather recording networks are often spatially too sparse to capture rainfall patterns adequately. To bring the best out of these two sources of information, climatologists and hydrologists have been seek…
Statistical inference for highly multivariate point pattern data is challenging due to complex models with large numbers of parameters. In this paper, we develop numerically stable and efficient parameter estimation and model selection algorithms for a class of multivariate log Gaussian Cox processes. The methodology is applied to a highly multivariate point pattern data set from tropical rain forest ecology.
Numerical climate models are complex and combine a large number of physical processes. They are key tools in quantifying the relative contribution of potential anthropogenic causes (e.g., the current increase in greenhouse gases) on high impact atmospheric variables like heavy rainfall. These so-called climate extreme event attribution problems are particularly challenging in a multivariate context, that is, when the atmospheric variables are measured on a possibly high-dimensional grid. In this paper, we leverage two statistical theories to assess causality in the context of multivariate extr…
Bias correction of satellite and reanalysis products for daily rainfall occurrence and intensity
University of Rwanda（卢旺达大学）；African Institute for Mathematical Sciences, Research and Innovation Center（非洲数学科学研究所研究与创新中心）；IDEMS International（国际IDEMS）；Ghana Innovations in Development, Education and the Mathematical Sciences（加纳发展、教育和数学科学创新）；Ghana Meteorological Agency（加纳气象署）
Heavy rainfall distributional modeling is essential in any impact studies linked to the water cycle, e.g.\ flood risks. Still, statistical analyses that both take into account the temporal and multivariate nature of extreme rainfall are rare, and often, a complex de-clustering step is needed to make extreme rainfall temporally independent. A natural question is how to bypass this de-clustering in a multivariate context. To address this issue, we introduce the stable sums method. Our goal is to incorporate time and space extreme dependencies in the analysis of heavy tails. To reach our goal, we…
Laboratoire des Sciences du Climat et de l’Environnement ESTIMR, CNRS-CEA-UVSQ（气候与环境科学实验室 ESTIMR，法国国家科学研究中心-法国原子能委员会-巴黎-萨克雷大学）；IMT Atlantique, Lab-STICC ODISSEY, INRIA（IMT大西洋，Lab-STICC ODISSEY，法国国家信息与自动化技术研究所）
In a wide variety of situations, anomalies in the behaviour of a complex system, whose health is monitored through the observation of a random vector X = (X1,. .. , X d) valued in R d , correspond to the simultaneous occurrence of extreme values for certain subgroups $α$ $\subset$ {1,. .. , d} of variables Xj. Under the heavy-tail assumption, which is precisely appropriate for modeling these phenomena, statistical methods relying on multivariate extreme value theory have been developed in the past few years for identifying such events/subgroups. This paper exploits this approach much further b…
A new stochastic model for daily precipitation occurrence processes observed at multiple locations is developed. The modeling concept is to use the indicator function and the elliptical shape of multivariate Gaussian distribution to represent the joint probabilities of daily precipitation occurrences. By using this concept, the number of parameters needed for precipitation occurrence modeling can be largely reduced when compared to the commonly used two-state Markov chain approach. With this parameter reduction, the modeling of spatio-temporal dependence of daily precipitation occurrence proce…
Simulation of Multivariate Extremes: a Wasserstein-Aitchison GAN approach
Institute of Statistics, Biostatistics and Actuarial Sciences, LIDAM, UCLouvain（统计、生物统计与精算科学研究所，LIDAM，UCLouvain）；CREST, ENSAE Paris（ENSAE巴黎CREST）；Department of Mathematical Sciences, Chalmers University of Technology and University of Gothenburg（数学科学系，查尔姆斯理工大学和哥德堡大学）；Department of Mathematics, KU Leuven（数学系，KU莱顿）
In this work, we propose to catch the complexity of the membrane potential's dynamic of a motoneuron between its spikes, taking into account the spikes from other neurons around. Our approach relies on two types of data: extracellular recordings of multiple spikes trains and intracellular recordings of the membrane potential of a central neuron. Our main contribution is to provide a unified framework and a complete pipeline to analyze neuronal activity from data extraction to statistical inference. The first step of the procedure is to select a subnetwork of neurons impacting the central neuro…
The statistical theory of extremes is extended to observations that are non-stationary and not independent. The non-stationarity over time and space is controlled via the scedasis (tail scale) in the marginal distributions. Spatial dependence stems from multivariate extreme value theory. We establish asymptotic theory for both the weighted sequential tail empirical process and the weighted tail quantile process based on all observations, taken over time and space. The results yield two statistical tests for homoscedasticity in the tail, one in space and one in time. Further, we show that the c…
When assessing the impact of extreme events, it is often not just a single component, but the combined behaviour of several components which is important. Statistical modelling using multivariate generalized Pareto (GP) distributions constitutes the multivariate analogue of univariate peaks over thresholds modelling, which is widely used in finance and engineering. We develop general methods for construction of multivariate GP distributions and use them to create a variety of new statistical models. A censored likelihood procedure is proposed to make inference on these models, together with a …
Functional data analysis is a statistical framework where data are assumed to follow some functional form. This method of analysis is commonly applied to time series data, where time, measured continuously or in discrete intervals, serves as the location for a function's value. Gaussian processes are a generalization of the multivariate normal distribution to function space and, in this paper, they are used to shed light on coastal rainfall patterns in British Columbia (BC). Specifically, this work addressed the question over how one should carry out an exploratory cluster analysis for the BC,…
