Modeling Spatial Extremes via Ensemble-of-Trees of Pairwise Copulas

Assessing the risk of extreme events in a spatial domain, such as hurricanes, floods, and droughts, presents a unique significance in practice. Unfortunately, the existing extreme-value statistical models are typically not feasible for practical large-scale problems. Graphical models, on the other h...

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Bibliographic Details

Published in:	IEEE transactions on signal processing Vol. 65; no. 3; pp. 571 - 586
Main Authors:	Hang Yu, Uy, Wayne Isaac T., Dauwels, Justin
Format:	Journal Article
Language:	English
Published:	IEEE 01.02.2017
Subjects:	Algorithm design and analysis Computational modeling Covariance matrices Data models ensemble of trees Extreme events Graphical models Hurricanes linear computational complexity log-determinant Numerical models pairwise copulas stochastic gradient tail dependence
ISSN:	1053-587X, 1941-0476
Online Access:	Get full text
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