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Advances in Statistical Modeling of Spatial Extremes

Research output: Contribution to Journal/MagazineJournal articlepeer-review

Article numbere1537
<mark>Journal publication date</mark>31/01/2022
<mark>Journal</mark>WIREs Computational Statistics
Issue number1
Publication StatusPublished
Early online date20/11/20
<mark>Original language</mark>English


The classical modeling of spatial extremes relies on asymptotic models (i.e., max‐stable or r‐Pareto processes) for block maxima or peaks over high thresholds, respectively. However, at finite levels, empirical evidence often suggests that such asymptotic models are too rigidly constrained, and that they do not adequately capture the frequent situation where more severe events tend to be spatially more localized. In other words, these asymptotic models have a strong tail dependence that persists at increasingly high levels, while data usually suggest that it should weaken instead. Another well‐known limitation of classical spatial extremes models is that they are either computationally prohibitive to fit in high dimensions, or they need to be fitted using less efficient techniques. In this review paper, we describe recent progress in the modeling and inference for spatial extremes, focusing on new models that have more flexible tail structures that can bridge asymptotic dependence classes, and that are more easily amenable to likelihood‐based inference for large datasets. In particular, we discuss various types of random scale constructions, as well as the conditional spatial extremes model, which have recently been getting increasing attention within the statistics of extremes community. We illustrate some of these new spatial models on two different environmental applications.