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Record W4416190552 · doi:10.48550/arxiv.2511.08192

Geometric modelling of spatial extremes

2025· preprint· W4416190552 on OpenAlexfundno aff
Lydia Kakampakou, Jennifer L. Wadsworth

Bibliographic record

VenuearXiv (Cornell University) · 2025
Typepreprint
Language
FieldEconomics, Econometrics and Finance
TopicFinancial Risk and Volatility Modeling
Canadian institutionsnot available
FundersEngineering and Physical Sciences Research CouncilAlberta Agricultural Research InstituteUniversitetet i Tromsø
KeywordsExtreme value theoryInferenceEvent (particle physics)Limit (mathematics)Set (abstract data type)Field (mathematics)Multivariate statisticsGauge (firearms)

Abstract

fetched live from OpenAlex

Recent developments in extreme value statistics have established the so-called geometric approach as a powerful modelling tool for multivariate extremes. We tailor these methods to the case of spatial modelling and examine their efficacy at inferring extremal dependence and performing extrapolation. The geometric approach is based around a limit set described by a gauge function, which is a key target for inference. We consider a variety of spatially-parameterised gauge functions and perform inference on them by building on the framework of Wadsworth and Campbell (2024), where extreme radii are modelled via a truncated gamma distribution. We also consider spatial modelling of the angular distribution, for which we propose two candidate models. Estimation of extreme event probabilities is possible by combining draws from the radial and angular models respectively. We compare our method with two other established frameworks for spatial extreme value analysis and show that our approach generally allows for unbiased, albeit more uncertain, inference compared to the more classical models. We illustrate the methodology on a space weather dataset of daily geomagnetic field fluctuations.

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 machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.004
metaresearch head score (Gemma)0.019
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: none
GenreCandidate signal: Methods · Consensus signal: Methods
Teacher disagreement score0.004
Threshold uncertainty score0.024

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0040.019
Meta-epidemiology (narrow)0.0010.001
Meta-epidemiology (broad)0.0010.002
Bibliometrics0.0030.002
Science and technology studies0.0010.003
Scholarly communication0.0030.004
Open science0.0030.003
Research integrity0.0020.002
Insufficient payload (model declined to judge)0.0040.001

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 head0.174
GPT teacher head0.180
Teacher spread0.006 · 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 source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designSimulation or modeling
Domainnot available
GenreMethods

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

Citations0
Published2025
Admission routes1
Has abstractyes

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