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

• Main Authors: Yu, Hang, Uy, Wayne Isaac T., Dauwels, Justin
• Other Authors: School of Electrical and Electronic Engineering
• Format: Article
• Language: English
• Published: 2017
• Subjects: Graphical Models; Computational Modeling
• Online Access: https://hdl.handle.net/10356/84387; http://hdl.handle.net/10220/43582
• Institution: Nanyang Technological University

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...