Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: High-dimensional modeling of spatial and spatio-temporal conditional
  extremes using INLA and the SPDE approach   The conditional extremes framework allows for event-based stochastic modeling
of dependent extremes, and has recently been extended to spatial and
spatio-temporal settings. After standardizing the marginal distributions and
applying an appropriate linear normalization, certain non-stationary Gaussian
processes can be used as asymptotically-motivated models for the process
conditioned on threshold exceedances at a fixed reference location and time. In
this work, we adopt a Bayesian perspective by implementing estimation through
the integrated nested Laplace approximation (INLA), allowing for novel and
flexible semi-parametric specifications of the Gaussian mean function. By using
Gauss-Markov approximations of the Mat\'ern covariance function (known as the
Stochastic Partial Differential Equation approach) at a latent stage of the
model, likelihood-based inference becomes feasible even with thousands of
observed locations. We explain how constraints on the spatial and
spatio-temporal Gaussian processes, arising from the conditioning mechanism,
can be implemented through the latent variable approach without losing the
computationally convenient Markov property. We discuss tools for the comparison
of models via their posterior distributions, and illustrate the flexibility of
the approach with gridded Red Sea surface temperature data at over 6,000
observed locations. Posterior sampling is exploited to study the probability
distribution of cluster functionals of spatial and spatio-temporal extreme
episodes.

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The categories of this paper are: gr-qc
34
The categories of this paper are: chem-ph
30
The categories of this paper are: q-alg
27
The categories of this paper are: comp-gas
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The categories of this paper are: solv-int
4
The categories of this paper are: cond-mat
22
The categories of this paper are: chao-dyn
25
The categories of this paper are: patt-sol
36
The categories of this paper are: cmp-lg
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The categories of this paper are: hep-ph
1
The categories of this paper are: cs
35
The categories of this paper are: mtrl-th
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The categories of this paper are: adap-org
26
The categories of this paper are: bayes-an
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The categories of this paper are: math
33
The categories of this paper are: plasm-ph