Fast and scalable inference for spatial extreme value models

DOI10.1002/CJS.11829MaRDI QIDQ6968332zbMATH OpenFDO

Authors Meixi Chen, Reza Ramezan, Martin Lysy

Publication date 24 June 2025

Published in The Canadian Journal of Statistics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

zbMATH Keywords

Bayesian inferencegeneralized extreme value distributionLaplace approximationsparse precision matrixlatent spatial Gaussian process

Mathematics Subject Classification ID

Bayesian inference (62F15) Inference from spatial processes (62M30) Statistics of extreme values; tail inference (62G32) Applications of statistics to environmental and related topics (62P12)

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