Flexible and Fast Spatial Return Level Estimation Via a Spatially Fused Penalty
针对气候数据中常见的空间极值问题，提出一种基于空间广义极值分布和广义帕累托分布的灵活快速方法，通过融合套索和融合岭惩罚进行参数正则化，提升大尺度空间重现水平的估计效果。
Spatial extremes are common for climate data as the observations are usually referenced by geographic locations and dependent when they are nearby. An important goal of extremes modeling is to estimate the T-year return level. Among the methods suitable for modeling spatial extremes, perhaps the simplest and fastest approach is the spatial generalized extreme value (GEV) distribution and the spatial generalized Pareto distribution (GPD) that assume marginal independence and only account for dependence through the parameters. Despite the simplicity, simulations have shown that return level estimation using the spatial GEV and spatial GPD still provides satisfactory results compared to max-stable processes, which are asymptotically justified models capable of representing spatial dependence among extremes. However, the linear functions used to model the spatially varying coefficients are restrictive and may be violated. We propose a flexible and fast approach based on the spatial GEV and spatial GPD by introducing fused lasso and fused ridge penalty for parameter regularization. This enables improved return level estimation for large spatial extremes compared to the existing methods. Supplemental files for this article are available online.