Amortized Bayesian Inference for Spatio-Temporal Extremes: A Copula Factor Model with Autoregression
时空极值的摊销贝叶斯推断:带自回归项的 Copula 因子模型
We develop a Bayesian spatio-temporal framework for extreme-value analysis that augments a hierarchical copula model with an autoregressive factor to capture residual temporal dependence in threshold exceedances. The factor can be specified as spatially varying or spatially constant, and the scale parameter incorporates scientifically relevant covariates (e.g., longitude, latitude, altitude), enabling flexible representation of geographic heterogeneity. To avoid the…