MétaCan
Menu
Back to cohort

Trivariate Joint Distribution Modelling of Compound Events Using the Nonparametric D-Vine Copula Developed Based on Bernstein and Beta Kernel Copula Density Framework

2022· preprint· en· W4304687338 on OpenAlexafffundabout
Shahid Latif, Slobodan P. Simonović

Bibliographic record

VenuePreprints.org · 2022
Typepreprint
Languageen
FieldEnvironmental Science
TopicHydrology and Drought Analysis
Canadian institutionsWestern University
FundersNatural Sciences and Engineering Research Council of CanadaEnvironment and Climate Change CanadaInstitute for Catastrophic Loss Reduction
KeywordsVine copulaCopula (linguistics)Kernel density estimationNonparametric statisticsJoint probability distributionMathematicsMarginal distributionEstimatorEconometricsStatisticsParametric statisticsDensity estimationRandom variable

Abstract

fetched live from OpenAlex

Low-lying coastal communities are often threatened by compound flooding (CF), which can be determined through the joint occurrence of storm surges, rainfall and river discharge either successively or in close succession. The trivariate distribution can demonstrate the risk of the compound phenomenon more realistically rather than considering each contributing factor independently or in a pairwise dependency. Recently vine copula has been recognized as the highly flexible approach to constructing a higher dimensional joint density framework. In such construction, parametric class copula with parametric univariate marginal distributions is often involved. Such incorporation can lack flexibility due to parametric functions with prior distribution assumptions about their univariate marginal and/or copula joint density. This study introduces the vine copula approach in a nonparametric setting by introducing Bernstein and Beta kernel copula density in establishing trivariate flood dependence. The proposed model is applied to 46 years of flood characteristics collected on the west coast of Canada. The univariate flood marginal distribution is modelled using nonparametric kernel density estimation (KDE). The 2-D Bernstein estimator and Beta kernel copulas estimator are tested independently in capturing pairwise dependencies to establish D-vine structure in a stage-wise nesting approach in three alternative ways, each by permutating the location of the conditioning variable. The best-fitted vine structure is selected using goodness-of-fit (GOF) test statistics. The performance of the nonparametric vine approach is also compared with the vine constructed in the parametric and semiparametric fitting procedure. Investigation reveals that the D-vine constructed using Bernstein copula with normal KDE marginals nonparametrically performed well in capturing dependence of the compound events. Finally, the derived nonparametric model is used in the estimation of trivariate OR- and AND-joint return periods, further employed in estimating failure probability (FP) statistics. The trivariate return periods for the AND-joint case are higher than for the OR-joint case for the same flood combination. Also, the trivariate flood hazard results in a high-value FP than bivariate and univariate events. Ignoring the trivariate dependence could result in the underestimation of FP

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.002
metaresearch head score (Gemma)0.000
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesMeta-epidemiology (narrow), Insufficient payload (model declined to judge)
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: Simulation or modeling
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.100
Threshold uncertainty score1.000

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0020.000
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0010.000
Bibliometrics0.0000.001
Science and technology studies0.0010.000
Scholarly communication0.0000.000
Open science0.0010.003
Research integrity0.0000.001
Insufficient payload (model declined to judge)0.0010.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.130
GPT teacher head0.322
Teacher spread0.192 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one teacher head, not a consensus.

Study designSimulation or modeling
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations6
Published2022
Admission routes3
Has abstractyes

Explore more

Same venuePreprints.orgSame topicHydrology and Drought AnalysisFrench-language works237,207