Spatial wildfire risk modeling using mixtures of tree-based multivariate Pareto distributions
Daniela Cisneros, Arnab Hazra, and Rapha\"el Huser

TL;DR
This paper introduces a computationally efficient spatial wildfire risk model using mixtures of tree-based multivariate Pareto distributions, capturing complex dependence structures in high-dimensional extreme wildfire data.
Contribution
It develops a novel mixture model leveraging tree-based Pareto processes for flexible, nonstationary spatial dependence modeling of wildfire extremes, overcoming computational challenges of likelihood inference.
Findings
Model fits FFDI margins and tail dependence well
Captures nonstationary spatial dependence in wildfire data
Provides useful measures for extreme wildfire risk
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 H\"usler--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 Pareto distributions with…
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Taxonomy
TopicsAtmospheric and Environmental Gas Dynamics · Data-Driven Disease Surveillance · Spatial and Panel Data Analysis
