Distributed Inference for Spatial Extremes Modeling in High Dimensions
高维空间极值模型的分布式推断
Extreme environmental events frequently exhibit spatial and temporal dependence. These data are often modeled using max stable processes (MSPs) that are computationally prohibitive to fit for as few as a dozen observations. Supposed computationally-efficient approaches like the composite likelihood remain computationally burdensome with a few hundred observations. In this paper, we propose a spatial partitioning approach based on local modeling of subsets of the spatial…