Combining deep generative models with extreme value theory for synthetic
  hazard simulation: a multivariate and spatially coherent approach
Alison Peard Jim Hall
Climate hazards can cause major disasters when they occur simultaneously as
compound hazards. To understand the distribution of climate risk and inform
adaptation policies, scientists need to simulate a large number of physically
realistic and spatially coherent events. Current methods are limited by
computational constraints and the probabilistic spatial distribution of
compound events is not given sufficient attention. The bottleneck in current
approaches lies in modelling the dependence structure between variables, as
inference on parametric models suffers from the curse of dimensionality.
Generative adversarial networks (GANs) are well-suited to such a problem due to
their ability to implicitly learn the distribution of data in high-dimensional
settings. We employ a GAN to model the dependence structure for daily maximum
wind speed, significant wave height, and total precipitation over the Bay of
Bengal, combining this with traditional extreme value theory for controlled
extrapolation of the tails. Once trained, the model can be used to efficiently
generate thousands of realistic compound hazard events, which can inform
climate risk assessments for climate adaptation and disaster preparedness. The
method developed is flexible and transferable to other multivariate and spatial
climate datasets.