Estimating an extreme Bayesian network via scalings

Causes of extreme events revealed by Rényi information transfer

Information-theoretic generalization of Granger causality principle, based on evaluation of conditional mutual information, also known as transfer entropy (CMI/TE), is redefined in the framework of Rényi entropy (RCMI/RTE). Using numerically generated data with a defined causal structure and examples of real data from the climate system, it is demonstrated that RCMI/RTE is able to identify the cause variable responsible for the occurrence of extreme values in an effect variable. In the presented example, the Siberian High was identified as the cause responsible for the increased probability of cold extremes in the winter and spring surface air temperature in Europe, while the North Atlantic Oscillation and blocking events can induce shifts of the whole temperature probability distribution.

Causal modelling of heavy-tailed variables and confounders with application to river flow

Confounding variables are a recurrent challenge for causal discovery and inference. In many situations, complex causal mechanisms only manifest themselves in extreme events, or take simpler forms in the extremes. Stimulated by data on extreme river flows and precipitation, we introduce a new causal discovery methodology for heavy-tailed variables that allows the effect of a known potential confounder to be almost entirely removed when the variables have comparable tails, and also decreases it sufficiently to enable correct causal inference when the confounder has a heavier tail. We also introduce a new parametric estimator for the existing causal tail coefficient and a permutation test. Simulations show that the methods work well and the ideas are applied to the motivating dataset.

Supplementary Information

The online version contains supplementary material available at 10.1007/s10687-022-00456-4.

Geochemical Association Rules of Elements Mined Using Clustered Events of Spatial Autocorrelation: A Case Study in the Chahanwusu River Area, Qinghai Province, China

The spatial distribution of elements can be regarded as a numerical field of concentration values with a continuous spatial coverage. An active area of research is to discover geologically meaningful relationships among elements from their spatial distribution. To solve this problem, we proposed an association rule mining method based on clustered events of spatial autocorrelation and applied it to the polymetallic deposits of the Chahanwusu River area, Qinghai Province, China. The elemental data for stream sediments were first clustered into HH (high–high), LL (low–low), HL (high–low), and LH (low–high) groups by using local Moran’s I clustering map (LMIC). Then, the Apriori algorithm was used to mine the association rules among different elements in these clusters. More than 86% of the mined rule points are located within 1000 m of faults and near known ore occurrences and occur in the upper reaches of the stream and catchment areas. In addition, we found that the Middle Triassic granodiorite is enriched in sulfophile elements, e.g., Zn, Ag, and Cd, and the Early Permian granite quartz diorite (P1γδο) coexists with Cu and associated elements. Therefore, the proposed algorithm is an effective method for mining coexistence patterns of elements and provides an insight into their enrichment mechanisms.