arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 1907.04763stat.MEstat.AP
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时空洪水频率数据分析的近似贝叶斯推断

Approximate Bayesian inference for analysis of spatio-temporal flood frequency data

Árni V. Johannesson, Stefan Siegert, Raphaël Huser, Haakon Bakka, Birgir Hrafnkelsson

摘要:

特大洪水造成人员伤亡,并对财产和重要民用基础设施造成广泛破坏。在这里,我们提出了一个贝叶斯方法预测极端洪水的广义极值(GEV)分布在有资料和无资料集水区。一个主要的方法上的挑战是找到一个合适的参数化的GEV分布时,涉及协变量或潜在的空间效应。其他挑战涉及使用适当的模型选择过程来平衡模型复杂性和简约性,以及使用可靠且计算高效的方法来进行推断。我们的方法依赖于一个潜在的高斯建模框架与一个新的多变量链接函数,旨在分离的解释参数在潜在的水平,以避免不合理的估计的形状和时间趋势参数。在潜在水平上提出了四个参数的结构化加性回归模型。为了提高大型数据集和丰富参数化模型的计算效率,我们采用了一种准确快速的近似贝叶斯推断方法。我们采用我们提出的方法,从554集水区在英国(UK)的年度峰值河流流量数据。我们的模型表现良好的洪水预测方面的测量和未测量集水区。结果表明,空间模型组件转换的位置和尺度参数,以及时间趋势,都是重要的。时间趋势参数的后验估计值对应于每十年平均增加约$1.5\%$,并揭示了整个英国的空间结构。为了估计空间聚集体的收益水平,我们进一步开发了一种新的基于Copula的后处理方法,以减轻数据水平上条件独立假设的影响,我们表明我们的方法提供了准确的结果。

英文摘要:

Extreme floods cause casualties, and widespread damage to property and vital civil infrastructure. We here propose a Bayesian approach for predicting extreme floods using the generalized extreme-value (GEV) distribution within gauged and ungauged catchments. A major methodological challenge is to find a suitable parametrization for the GEV distribution when covariates or latent spatial effects are involved. Other challenges involve balancing model complexity and parsimony using an appropriate model selection procedure, and making inference using a reliable and computationally efficient approach. Our approach relies on a latent Gaussian modeling framework with a novel multivariate link function designed to separate the interpretation of the parameters at the latent level and to avoid unreasonable estimates of the shape and time trend parameters. Structured additive regression models are proposed for the four parameters at the latent level. For computational efficiency with large datasets and richly parametrized models, we exploit an accurate and fast approximate Bayesian inference approach. We applied our proposed methodology to annual peak river flow data from 554 catchments across the United Kingdom (UK). Our model performed well in terms of flood predictions for both gauged and ungauged catchments. The results show that the spatial model components for the transformed location and scale parameters, and the time trend, are all important. Posterior estimates of the time trend parameters correspond to an average increase of about $1.5\%$ per decade and reveal a spatial structure across the UK. To estimate return levels for spatial aggregates, we further develop a novel copula-based post-processing approach of posterior predictive samples, in order to mitigate the effect of the conditional independence assumption at the data level, and we show that our approach provides accurate results.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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