Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSN › Conference contribution/Paper › peer-review
Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSN › Conference contribution/Paper › peer-review
}
TY - GEN
T1 - Modeling spatially-dependent extreme events with Markov random field priors
AU - Yu, H.
AU - Choo, Z.
AU - Dauwels, J.
AU - Jonathan, P.
AU - Zhou, Q.
PY - 2012
Y1 - 2012
N2 - A novel spatial model for extreme events is proposed. The model may for instance be used to describe the occurrence of catastrophic events such as earthquakes, floods, or hurricanes in certain regions; it may therefore be relevant for, e.g., weather forecasting, urban planning, and environmental assessment. The model is derived from the following ideas: The above-threshold values at each location are assumed to follow a generalized Pareto (GP) distribution. The GP parameters are coupled across space through Markov random fields, in particular, thin-membrane models. The latter are inferred through an empirical Bayes approach. Numerical results are presented for synthetic and real data (related to hurricanes in the Gulf of Mexico). © 2012 IEEE.
AB - A novel spatial model for extreme events is proposed. The model may for instance be used to describe the occurrence of catastrophic events such as earthquakes, floods, or hurricanes in certain regions; it may therefore be relevant for, e.g., weather forecasting, urban planning, and environmental assessment. The model is derived from the following ideas: The above-threshold values at each location are assumed to follow a generalized Pareto (GP) distribution. The GP parameters are coupled across space through Markov random fields, in particular, thin-membrane models. The latter are inferred through an empirical Bayes approach. Numerical results are presented for synthetic and real data (related to hurricanes in the Gulf of Mexico). © 2012 IEEE.
KW - Catastrophic event
KW - Empirical Bayes approach
KW - Environmental assessment
KW - Extreme events
KW - Gulf of Mexico
KW - Markov Random Fields
KW - Numerical results
KW - Spatial models
KW - Synthetic and real data
KW - Hurricanes
KW - Information theory
KW - Urban planning
KW - Weather forecasting
KW - Image segmentation
U2 - 10.1109/ISIT.2012.6283503
DO - 10.1109/ISIT.2012.6283503
M3 - Conference contribution/Paper
SN - 9781467325806
SP - 1453
EP - 1457
BT - 2012 IEEE International Symposium on Information Theory Proceedings
PB - IEEE
ER -