Bayesian modeling of air pollution extremes using nested multivariate max-stable processes

DOI10.1111/BIOM.13051MaRDI QIDQ5214554zbMATHOpenAlexWikidataFDO

Authors Sabrina Vettori, Raphaël Huser, Marc G. Genton

Publication date 7 February 2020

Published in Biometrics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1804.04588

zbMATH Keywords

air pollutionBayesian hierarchical modelingextreme eventmultivariate max-stable processReich-Shaby model

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Applications of statistics to environmental and related topics (62P12)

Abstract: Capturing the potentially strong dependence among the peak concentrations of multiple air pollutants across a spatial region is crucial for assessing the related public health risks. In order to investigate the multivariate spatial dependence properties of air pollution extremes, we introduce a new class of multivariate max-stable processes. Our proposed model admits a hierarchical tree-based formulation, in which the data are conditionally independent given some latent nested $alpha$-stable random factors. The hierarchical structure facilitates Bayesian inference and offers a convenient and interpretable characterization. We fit this nested multivariate max-stable model to the maxima of air pollution concentrations and temperatures recorded at a number of sites in the Los Angeles area, showing that the proposed model succeeds in capturing their complex tail dependence structure.

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Cited in

(15)

• A Bayesian Kriged Kalman Model for Short-Term Forecasting of Air Pollution Levels
• Bayesian Spatial Clustering of Extremal Behavior for Hydrological Variables
• Practical strategies for generalized extreme value-based regression models for extremes
• Spatial hierarchical modeling of threshold exceedances using rate mixtures
• Approximate Bayesian inference for analysis of spatiotemporal flood frequency data
• Advances in statistical modeling of spatial extremes
• Erratum to: ``Estimation and uncertainty quantification for extreme quantile regions
• Editorial: EVA 2019 data competition on spatio-temporal prediction of Red Sea surface temperature extremes
• Estimation and uncertainty quantification for extreme quantile regions
• A multivariate spatial skew-\(t\) process for joint modeling of extreme precipitation indexes
• A Bayesian multivariate receptor model for estimating source contributions to particulate matter pollution using national databases
• Bayesian Model Averaging Over Tree-based Dependence Structures for Multivariate Extremes
• Partial Tail-Correlation Coefficient Applied to Extremal-Network Learning
• Local Likelihood Estimation of Complex Tail Dependence Structures, Applied to U.S. Precipitation Extremes
• Modeling spatial tail dependence with Cauchy convolution processes

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