IDEAS home Printed from https://ideas.repec.org/a/spr/jagbes/v29y2024i2d10.1007_s13253-023-00596-5.html
   My bibliography  Save this article

Spatial Wildfire Risk Modeling Using a Tree-Based Multivariate Generalized Pareto Mixture Model

Author

Listed:
  • Daniela Cisneros

    (King Abdullah University of Science and Technology (KAUST))

  • Arnab Hazra

    (Indian Institute of Technology Kanpur)

  • Raphaël Huser

    (King Abdullah University of Science and Technology (KAUST))

Abstract

Wildfires pose a severe threat to the ecosystem and economy, and risk assessment is typically based on fire danger indices such as the McArthur Forest Fire Danger Index (FFDI) used in Australia. Studying the joint tail dependence structure of high-resolution spatial FFDI data is thus crucial for estimating current and future extreme wildfire risk. However, existing likelihood-based inference approaches are computationally prohibitive in high dimensions due to the need to censor observations in the bulk of the distribution. To address this, we construct models for spatial FFDI extremes by leveraging the sparse conditional independence structure of Hüsler–Reiss-type generalized Pareto processes defined on trees. These models allow for a simplified likelihood function that is computationally efficient. Our framework involves a mixture of tree-based multivariate generalized Pareto distributions with randomly generated tree structures, resulting in a flexible model that can capture nonstationary spatial dependence structures. We fit the model to summer FFDI data from different spatial clusters in Mainland Australia and 14 decadal windows between 1999 and 2022 to study local spatiotemporal variability with respect to the magnitude and extent of extreme wildfires. Our proposed method fits the margins and spatial tail dependence structure adequately and is helpful in providing extreme wildfire risk estimates. Our results identify a significant increase in spatially aggregated fire risk across a substantially large portion of Mainland Australia, which raises serious climatic concerns. Supplementary material to this paper is provided online.

Suggested Citation

  • Daniela Cisneros & Arnab Hazra & Raphaël Huser, 2024. "Spatial Wildfire Risk Modeling Using a Tree-Based Multivariate Generalized Pareto Mixture Model," Journal of Agricultural, Biological and Environmental Statistics, Springer;The International Biometric Society;American Statistical Association, vol. 29(2), pages 320-345, June.
  • Handle: RePEc:spr:jagbes:v:29:y:2024:i:2:d:10.1007_s13253-023-00596-5
    DOI: 10.1007/s13253-023-00596-5
    as

    Download full text from publisher

    File URL: http://link.springer.com/10.1007/s13253-023-00596-5
    File Function: Abstract
    Download Restriction: Access to the full text of the articles in this series is restricted.

    File URL: https://libkey.io/10.1007/s13253-023-00596-5?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Rootzen, Holger & Segers, Johan & Wadsworth, Jennifer, 2018. "Multivariate peaks over thresholds models," LIDAM Reprints ISBA 2018005, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    2. Arnab Hazra & Brian J. Reich & Ana‐Maria Staicu, 2020. "A multivariate spatial skew‐t process for joint modeling of extreme precipitation indexes," Environmetrics, John Wiley & Sons, Ltd., vol. 31(3), May.
    3. Raphaël Huser & Jennifer L. Wadsworth, 2019. "Modeling Spatial Processes with Unknown Extremal Dependence Class," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 114(525), pages 434-444, January.
    4. Sebastian Engelke & Adrien S. Hitz, 2020. "Graphical models for extremes," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 82(4), pages 871-932, September.
    5. R de Fondeville & A C Davison, 2018. "High-dimensional peaks-over-threshold inference," Biometrika, Biometrika Trust, vol. 105(3), pages 575-592.
    6. Sebastian Engelke & Stanislav Volgushev, 2022. "Structure learning for extremal tree models," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 84(5), pages 2055-2087, November.
    7. Hüsler, Jürg & Reiss, Rolf-Dieter, 1989. "Maxima of normal random vectors: Between independence and complete dependence," Statistics & Probability Letters, Elsevier, vol. 7(4), pages 283-286, February.
    8. Asenova, Stefka Kirilova & Mazo, Gildas & Segers, Johan, 2021. "Inference on extremal dependence in the domain of attraction of a structured Hüsler–Reiss distribution motivated by a Markov tree with latent variables," LIDAM Reprints ISBA 2021004, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    9. Whitney K. Huang & Daniel S. Cooley & Imme Ebert-Uphoff & Chen Chen & Snigdhansu Chatterjee, 2019. "New Exploratory Tools for Extremal Dependence: $$\chi $$ χ Networks and Annual Extremal Networks," Journal of Agricultural, Biological and Environmental Statistics, Springer;The International Biometric Society;American Statistical Association, vol. 24(3), pages 484-501, September.
    10. Segers, Johan, 2020. "One- versus multi-component regular variation and extremes of Markov trees," LIDAM Reprints ISBA 2020024, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Hentschel, Manuel & Engelke, Sebastian & Segers, Johan, 2022. "Statistical Inference for Hüsler–Reiss Graphical Models Through Matrix Completions," LIDAM Discussion Papers ISBA 2022032, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    2. Asenova, Stefka & Segers, Johan, 2022. "Extremes of Markov random fields on block graphs," LIDAM Discussion Papers ISBA 2022013, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    3. Hu, Shuang & Peng, Zuoxiang & Segers, Johan, 2022. "Modelling multivariate extreme value distributions via Markov trees," LIDAM Discussion Papers ISBA 2022021, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    4. Shuang Hu & Zuoxiang Peng & Johan Segers, 2024. "Modeling multivariate extreme value distributions via Markov trees," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 51(2), pages 760-800, June.
    5. Mourahib, Anas & Kiriliouk, Anna & Segers, Johan, 2023. "Multivariate generalized Pareto distributions along extreme directions," LIDAM Discussion Papers ISBA 2023034, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    6. Sebastian Engelke & Stanislav Volgushev, 2022. "Structure learning for extremal tree models," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 84(5), pages 2055-2087, November.
    7. Krupskii, Pavel & Huser, Raphaël, 2024. "Max-convolution processes with random shape indicator kernels," Journal of Multivariate Analysis, Elsevier, vol. 203(C).
    8. Junshu Jiang & Jordan Richards & Raphael Huser & David Bolin, 2024. "The Efficient Tail Hypothesis: An Extreme Value Perspective on Market Efficiency," Papers 2408.06661, arXiv.org, revised Feb 2025.
    9. Asenova, Stefka & Segers, Johan, 2022. "Max-linear graphical models with heavy-tailed factors on trees of transitive tournaments," LIDAM Discussion Papers ISBA 2022031, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    10. Linda Mhalla & Julien Hambuckers & Marie Lambert, 2022. "Extremal connectedness of hedge funds," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(5), pages 988-1009, August.
    11. Kiriliouk, Anna & Lee, Jeongjin & Segers, Johan, 2023. "X-Vine Models for Multivariate Extremes," LIDAM Discussion Papers ISBA 2023038, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    12. Natalia Markovich & Marijus Vaičiulis, 2023. "Extreme Value Statistics for Evolving Random Networks," Mathematics, MDPI, vol. 11(9), pages 1-35, May.
    13. Hashorva, Enkelejd & Weng, Zhichao, 2013. "Limit laws for extremes of dependent stationary Gaussian arrays," Statistics & Probability Letters, Elsevier, vol. 83(1), pages 320-330.
    14. Robert, Christian Y., 2013. "Some new classes of stationary max-stable random fields," Statistics & Probability Letters, Elsevier, vol. 83(6), pages 1496-1503.
    15. Michael Falk & René Michel, 2006. "Testing for Tail Independence in Extreme Value models," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 58(2), pages 261-290, June.
    16. Dorit Hammerling & Brian J. Reich, 2019. "Guest Editors’ Introduction to the Special Issue on “Climate and the Earth System”," Journal of Agricultural, Biological and Environmental Statistics, Springer;The International Biometric Society;American Statistical Association, vol. 24(3), pages 395-397, September.
    17. Dominique Guegan & Bertrand Hassani, 2011. "Multivariate VaRs for Operational Risk Capital Computation: a Vine Structure Approach," Documents de travail du Centre d'Economie de la Sorbonne 11017r, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Oct 2011.
    18. Falk, Michael & Reiss, Rolf-Dieter, 2005. "On Pickands coordinates in arbitrary dimensions," Journal of Multivariate Analysis, Elsevier, vol. 92(2), pages 426-453, February.
    19. M. Ciampittiello & H. Saidi & C. Dresti & M. Coluccino & L. Turconi & W. W. Little & F. Luino, 2021. "Landslides along the Lago Maggiore western coast (northern Italy): intense rainfall as trigger or concomitant cause?," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 107(2), pages 1225-1250, June.
    20. Frick, Melanie & Reiss, Rolf-Dieter, 2013. "Expansions and penultimate distributions of maxima of bivariate normal random vectors," Statistics & Probability Letters, Elsevier, vol. 83(11), pages 2563-2568.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:jagbes:v:29:y:2024:i:2:d:10.1007_s13253-023-00596-5. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.