Optimal sequential sampling design for environmental extremes
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The Sihl river, located near the city of Zurich in Switzerland, is under continuous and tight surveillance as it flows directly under the city's main railway station. To issue early warnings and conduct accurate risk quantification, a dense network of monitoring stations is necessary inside the river basin. However, as of 2021 only three automatic stations are operated in this region, naturally raising the question: how to extend this network for optimal monitoring of extreme rainfall events? So far, existing methodologies for station network design have mostly focused on maximizing interpolation accuracy or minimizing the uncertainty of some model's parameters estimates. In this work, we propose new principles inspired from extreme value theory for optimal monitoring of extreme events. For stationary processes, we study the theoretical properties of the induced sampling design that yields non-trivial point patterns resulting from a compromise between a boundary effect and the maximization of inter-location distances. For general applications, we propose a theoretically justified functional peak-over-threshold model and provide an algorithm for sequential station selection. We then issue recommendations for possible extensions of the Sihl river monitoring network, by efficiently leveraging both station and radar measurements available in this region.
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