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Record W4401792547 · doi:10.1002/cjs.11829

Fast and scalable inference for spatial extreme value models

2024· article· en· W4401792547 on OpenAlex

Why this work is in the frame

A frame that forgets how it found something cannot be audited. These are the routes that admitted this work.

affAt least one author lists a Canadian institution in the pinned OpenAlex snapshot.
fundA Canadian funder is recorded on the work.
venuePublished in a venue whose home country is Canada.
aboutThe title or abstract carries a Canadian signal from the geographic lexicon.

Bibliographic record

VenueCanadian Journal of Statistics · 2024
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicSpatial and Panel Data Analysis
Canadian institutionsUniversity of Waterloo
FundersNatural Sciences and Engineering Research Council of Canada
KeywordsInferenceComputer scienceScalabilityValue (mathematics)Artificial intelligenceMachine learningDatabase

Abstract

fetched live from OpenAlex

Abstract The generalized extreme value (GEV) distribution is a popular model for analyzing and forecasting extreme weather data. To increase prediction accuracy, spatial information is often pooled via a latent Gaussian process (GP) on the GEV parameters. Inference for GEV‐GP models is typically carried out using Markov Chain Monte Carlo (MCMC) methods, or using approximate inference methods such as the integrated nested Laplace approximation (INLA). However, MCMC becomes prohibitively slow as the number of spatial locations increases, whereas INLA is applicable in practice only to a limited subset of GEV‐GP models. In this article, we revisit the original Laplace approximation for fitting spatial GEV models. In combination with a popular sparsity‐inducing spatial covariance approximation technique, we show through simulations that our approach accurately estimates the Bayesian predictive distribution of extreme weather events, is scalable to several thousand spatial locations, and is several orders of magnitude faster than MCMC. A case study in forecasting extreme snowfall across Canada is presented.

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.

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)0.000
metaresearch head score (Gemma)0.000
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: none
GenreCandidate signal: Methods · Consensus signal: none
Teacher disagreement score0.973
Threshold uncertainty score0.992

Codex and Gemma teacher scores by category

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

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 head0.074
GPT teacher head0.228
Teacher spread0.155 · 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