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Normalizing flows—a popular class of deep generative models—often fail to represent extreme phenomena observed in real-world processes. In particular, existing normalizing flow architectures struggle to model multivariate extremes, characterized by heavy-tailed marginal distributions and asymmetric tail dependence among variables. In light of this shortcoming, we propose COMET (COpula Multivariate ExTreme) Flows, which decompose the process of modeling a joint distribution into two parts: (i) modeling its marginal distributions, and (ii) modeling its copula distribution. COMET Flows capture heavy-tailed marginal distributions by combining a parametric tail belief at extreme quantiles of the marginals with an empirical kernel density function at mid-quantiles. In addition, COMET Flows capture asymmetric tail dependence among multivariate extremes by viewing such dependence as inducing a low-dimensional manifold structure in feature space. Experimental results on both synthetic and real-world datasets demonstrate the effectiveness of COMET flows in capturing both heavy-tailed marginals and asymmetric tail dependence compared to other state-of-the-art baseline architectures. All code is available at https://github.com/andrewmcdonald27/COMETFlows.
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Copulas and their potential for ecology
All branches of ecology study relationships among and between environmental and biological variables. However, standard approaches to studying such relationships, based on correlation and regression, provide only some of the complex information contained in the relationships. Other statistical approaches exist that provide a complete description of relationships between variables, based on the concept of the *copula*; they are applied in finance, neuroscience and elsewhere, but rarely in ecology. We explore the concepts that underpin copulas and the potential for those concepts to improve our understanding of ecology. We find that informative copula structure in dependencies between variables is common across all the environmental, species-trait, phenological, population, community, and ecosystem functioning datasets we considered. Many datasets exhibited asymmetric tail associations, whereby two variables were more strongly related in their left compared to right tails, or *vice versa*. We describe mechanisms by which observed copula structure and tail associations can arise in ecological data, including a Moran-like effect whereby dependence structures are inherited from environmental variables; and asymmetric or nonlinear influences of environments on ecological variables, such as under Liebig's law of the minimum. We also describe consequences of copula structure for ecological phenomena, including impacts on extinction risk, Taylor's law, and the temporal stability of ecosystem services. By documenting the importance of a complete description of dependence between variables, advancing conceptual frameworks, and demonstrating a powerful approach, we encourage widespread use of copulas in ecology, which we believe can benefit the discipline.
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- Award ID(s):
- 1714195
- PAR ID:
- 10186778
- Date Published:
- Journal Name:
- Advances in ecological research
- Volume:
- 62
- ISSN:
- 2163-582X
- Page Range / eLocation ID:
- 409-468
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
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- Free Publicly Accessible Full Text
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Accepted Manuscript
- Journal Article:
- https://doi.org/10.1016/bs.aecr.2020.01.003
