Modeling of spatial extremes in environmental data science: Time to move away from max-stable processes
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arXiv
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| Autori principali: | , , |
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| Natura: | Preprint |
| Pubblicazione: |
2024
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| _version_ | 1866909089178583040 |
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| author | Huser, Raphaël Opitz, Thomas Wadsworth, Jennifer |
| author_facet | Huser, Raphaël Opitz, Thomas Wadsworth, Jennifer |
| contents | Environmental data science for spatial extremes has traditionally relied heavily on max-stable processes. Even though the popularity of these models has perhaps peaked with statisticians, they are still perceived and considered as the `state-of-the-art' in many applied fields. However, while the asymptotic theory supporting the use of max-stable processes is mathematically rigorous and comprehensive, we think that it has also been overused, if not misused, in environmental applications, to the detriment of more purposeful and meticulously validated models. In this paper, we review the main limitations of max-stable process models, and strongly argue against their systematic use in environmental studies. Alternative solutions based on more flexible frameworks using the exceedances of variables above appropriately chosen high thresholds are discussed, and an outlook on future research is given, highlighting recommendations moving forward and the opportunities offered by hybridizing machine learning with extreme-value statistics. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2401_17430 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Modeling of spatial extremes in environmental data science: Time to move away from max-stable processes Huser, Raphaël Opitz, Thomas Wadsworth, Jennifer Methodology Environmental data science for spatial extremes has traditionally relied heavily on max-stable processes. Even though the popularity of these models has perhaps peaked with statisticians, they are still perceived and considered as the `state-of-the-art' in many applied fields. However, while the asymptotic theory supporting the use of max-stable processes is mathematically rigorous and comprehensive, we think that it has also been overused, if not misused, in environmental applications, to the detriment of more purposeful and meticulously validated models. In this paper, we review the main limitations of max-stable process models, and strongly argue against their systematic use in environmental studies. Alternative solutions based on more flexible frameworks using the exceedances of variables above appropriately chosen high thresholds are discussed, and an outlook on future research is given, highlighting recommendations moving forward and the opportunities offered by hybridizing machine learning with extreme-value statistics. |
| title | Modeling of spatial extremes in environmental data science: Time to move away from max-stable processes |
| topic | Methodology |
| url | https://arxiv.org/abs/2401.17430 |