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  <front>
    <journal-meta><journal-id journal-id-type="publisher">HESS</journal-id><journal-title-group>
    <journal-title>Hydrology and Earth System Sciences</journal-title>
    <abbrev-journal-title abbrev-type="publisher">HESS</abbrev-journal-title><abbrev-journal-title abbrev-type="nlm-ta">Hydrol. Earth Syst. Sci.</abbrev-journal-title>
  </journal-title-group><issn pub-type="epub">1607-7938</issn><publisher>
    <publisher-name>Copernicus Publications</publisher-name>
    <publisher-loc>Göttingen, Germany</publisher-loc>
  </publisher></journal-meta>
    <article-meta>
      <article-id pub-id-type="doi">10.5194/hess-30-4799-2026</article-id><title-group><article-title>A non-stationary trans-Gaussian model for daily rainfall over complex topography</article-title><alt-title>A non-stationary trans-Gaussian model for daily rainfall</alt-title>
      </title-group>
      <contrib-group>
        <contrib contrib-type="author" corresp="yes" rid="aff1">
          <name><surname>Benoit</surname><given-names>Lionel</given-names></name>
          <email>lionel.benoit@inrae.fr</email>
        </contrib>
        <contrib contrib-type="author" corresp="no" rid="aff2">
          <name><surname>Lucas</surname><given-names>Matthew P.</given-names></name>
          
        </contrib>
        <contrib contrib-type="author" corresp="no" rid="aff1">
          <name><surname>Allard</surname><given-names>Denis</given-names></name>
          
        <ext-link>https://orcid.org/0000-0001-7944-1906</ext-link></contrib>
        <contrib contrib-type="author" corresp="no" rid="aff3">
          <name><surname>Kodama</surname><given-names>Keri M.</given-names></name>
          
        </contrib>
        <contrib contrib-type="author" corresp="no" rid="aff2">
          <name><surname>Giambelluca</surname><given-names>Thomas W.</given-names></name>
          
        </contrib>
        <aff id="aff1"><label>1</label><institution>Biostatistics and Spatial Processes (BioSP), INRAE, 84914 Avignon CEDEX 9, France</institution>
        </aff>
        <aff id="aff2"><label>2</label><institution>Water Resources Research Center, University of Hawai`i at Mānoa, Honolulu, Hawaii, USA</institution>
        </aff>
        <aff id="aff3"><label>3</label><institution>University of Hawai`i Sea Grant College Program, University of Hawai`i at Mānoa, Honolulu, Hawaii, USA</institution>
        </aff>
      </contrib-group>
      <author-notes><corresp id="corr1">Lionel Benoit (lionel.benoit@inrae.fr)</corresp></author-notes><pub-date><day>29</day><month>July</month><year>2026</year></pub-date>
      
      <volume>30</volume>
      <issue>14</issue>
      <fpage>4799</fpage><lpage>4822</lpage>
      <history>
        <date date-type="received"><day>9</day><month>May</month><year>2025</year></date>
           <date date-type="rev-request"><day>19</day><month>June</month><year>2025</year></date>
           <date date-type="rev-recd"><day>6</day><month>March</month><year>2026</year></date>
           <date date-type="accepted"><day>1</day><month>June</month><year>2026</year></date>
      </history>
      <permissions>
        <copyright-statement>Copyright: © 2026 Lionel Benoit et al.</copyright-statement>
        <copyright-year>2026</copyright-year>
      <license license-type="open-access"><license-p>This work is licensed under the Creative Commons Attribution 4.0 International License. To view a copy of this licence, visit <ext-link ext-link-type="uri" xlink:href="https://creativecommons.org/licenses/by/4.0/">https://creativecommons.org/licenses/by/4.0/</ext-link></license-p></license></permissions><self-uri xlink:href="https://hess.copernicus.org/articles/30/4799/2026/hess-30-4799-2026.html">This article is available from https://hess.copernicus.org/articles/30/4799/2026/hess-30-4799-2026.html</self-uri><self-uri xlink:href="https://hess.copernicus.org/articles/30/4799/2026/hess-30-4799-2026.pdf">The full text article is available as a PDF file from https://hess.copernicus.org/articles/30/4799/2026/hess-30-4799-2026.pdf</self-uri>
      <abstract><title>Abstract</title>

      <p id="d2e130">In mountainous regions orographic effects create strong horizontal gradients of various rainfall statistics such as the frequency of occurrence, the distribution of intensity and the structure of spatial correlation. However, most statistical models of daily rainfall assume spatial stationarity (i.e., the spatial homogeneity of rainfall statistics) and are therefore not well suited for studying the highly non-homogeneous characteristics of orographic rainfall. To overcome this limitation, we design a non-stationary trans-Gaussian geostatistical model for the analysis of daily rainfall fields over complex topography. This framework infers rainfall statistics from sparse rain gauge observations, simulates realistic rainfall fields after calibration and stochastically interpolates rain gauge observations to create rainfall maps. The performance of the model is assessed with data from the Island of Hawai`i where extreme spatial gradients in rainfall are observed. Results demonstrate that the non-stationary trans-Gaussian model can skillfully reproduce orographic rainfall statistics as well as their variations in space.</p>
  </abstract>
    
<funding-group>
<award-group id="gs1">
<funding-source>National Science Foundation</funding-source>
<award-id>OIA-2149133</award-id>
</award-group>
</funding-group>
</article-meta>
  </front>
<body>
      

      
<sec id="Ch1.S1" sec-type="intro">
  <label>1</label><title>Introduction</title>
      <p id="d2e144">Stochastic rainfall models (SRMs) are probabilistic tools that simulate synthetic rainfall datasets with statistical properties that resemble those from observations <xref ref-type="bibr" rid="bib1.bibx88 bib1.bibx98 bib1.bibx91 bib1.bibx3" id="paren.1"/>. These models first infer the probability distribution of rainfall from observations and then generate synthetic datasets by random sampling of this distribution, a process known as stochastic simulation. Stochastic simulation makes SRMs particularly suitable to assess the uncertainty of rainfall estimates <xref ref-type="bibr" rid="bib1.bibx95 bib1.bibx23" id="paren.2"/> and forecasts <xref ref-type="bibr" rid="bib1.bibx19 bib1.bibx69" id="paren.3"/>, and to assess the natural variability of rainfall <xref ref-type="bibr" rid="bib1.bibx32 bib1.bibx80" id="paren.4"/>. The ability of SRMs to simulate probabilistic ensembles of synthetic but realistic rainfall data makes them an important tool for rainfall-related impact studies, for instance to perform dam or drainage system sizing <xref ref-type="bibr" rid="bib1.bibx70" id="paren.5"/>, hydro-meteorological modeling <xref ref-type="bibr" rid="bib1.bibx65 bib1.bibx78" id="paren.6"/>, or crop yield simulation <xref ref-type="bibr" rid="bib1.bibx45 bib1.bibx83" id="paren.7"/>.</p>
      <p id="d2e169">A large variety of stochastic models have been applied to rainfall modeling, the choice of which depends on the features of rainfall to reproduce in priority. For instance, point process models have been used to simulate the occurrence of the main meteorological processes responsible for rainfall generation (e.g., rain cells, rain bands, storms) <xref ref-type="bibr" rid="bib1.bibx72 bib1.bibx27" id="paren.8"/>, models combining Markov chains and parametric distributions of rain intensity <xref ref-type="bibr" rid="bib1.bibx88 bib1.bibx2" id="paren.9"/> as well as resampling approaches <xref ref-type="bibr" rid="bib1.bibx84 bib1.bibx73" id="paren.10"/> have been applied to time-series simulation, generalized linear models have been used to capture the relationships between atmospheric conditions and rainfall <xref ref-type="bibr" rid="bib1.bibx25 bib1.bibx24" id="paren.11"/>, fractal approaches have shown good performance in simulating rainfall scaling properties <xref ref-type="bibr" rid="bib1.bibx67 bib1.bibx85 bib1.bibx66" id="paren.12"/>, and generative AI recently demonstrated promising skills at downscaling and forecasting complex rainfall features <xref ref-type="bibr" rid="bib1.bibx57 bib1.bibx86 bib1.bibx46 bib1.bibx92" id="paren.13"/>.</p>
      <p id="d2e191">When the focus is on spatial patterns and spatial dependencies, models based on Gaussian random fields (GRFs) – also known as geostatistical models – are often chosen because they enable modeling rainfall at any point of the spatial domain while accounting for spatial dependencies <xref ref-type="bibr" rid="bib1.bibx26" id="paren.14"/>. However, the distribution of rainfall intensity is rarely Gaussian at daily to sub-daily resolution, and a parametric transform function is often combined with a GRF to model rainfall at these time scales resulting in so-called trans-Gaussian (or meta-Gaussian) approaches <xref ref-type="bibr" rid="bib1.bibx56 bib1.bibx13 bib1.bibx76" id="paren.15"/>. Trans-Gaussian models can be used to simulate rainfall in two main settings: unconditional simulations allow for the generation of synthetic rainfall fields <xref ref-type="bibr" rid="bib1.bibx77 bib1.bibx79 bib1.bibx94 bib1.bibx97" id="paren.16"/> while conditional simulations are used for mapping rainfall from sparse rain gauge observations <xref ref-type="bibr" rid="bib1.bibx28 bib1.bibx55 bib1.bibx53" id="paren.17"/> and for radar-rain gauge data fusion <xref ref-type="bibr" rid="bib1.bibx29 bib1.bibx33" id="paren.18"/>. In both cases the resulting rainfall datasets can be used to assess input errors in distributed hydrological models <xref ref-type="bibr" rid="bib1.bibx95 bib1.bibx87" id="paren.19"/> or to conduct sensitivity analysis of spatially explicit hydro-meteorological modeling chains <xref ref-type="bibr" rid="bib1.bibx68 bib1.bibx58" id="paren.20"/>.</p>
      <p id="d2e216">In mountainous regions, the performance of trans-Gaussian models is constrained by the strong variability of rainfall statistics through space. Indeed, air masses flowing across mountains are displaced by the topography and forced into successive uplifts and downdrafts. The vertical displacement of air modulates the condensation within the air column, triggering or enhancing precipitation in the case of uplift and, conversely, inhibiting or attenuating rainfall in the case of downdraft. This impact of topography on precipitation is called the orographic effect <xref ref-type="bibr" rid="bib1.bibx89 bib1.bibx47" id="paren.21"/> and results in windward slopes being generally wetter than leeward slopes and the highlands generally wetter than the lowlands <xref ref-type="bibr" rid="bib1.bibx34" id="paren.22"/>. Additionally, fluctuations in the direction and intensity of prevailing winds combined with changes of precipitation regimes lead to complex patterns of orographic rainfall with strong spatial gradients between wet and dry areas <xref ref-type="bibr" rid="bib1.bibx40 bib1.bibx51 bib1.bibx12" id="paren.23"/>.</p>
      <p id="d2e229">In this context, the present study intends to develop a trans-Gaussian model for daily rainfall over complex topography, which requires to adapt the trans-Gaussian framework to the spatial variation of rainfall statistics caused by orographic effects. This implies making some parameters of the model location-dependent, a condition referred to as spatial non-stationarity <xref ref-type="bibr" rid="bib1.bibx90" id="paren.24"/>. Two approaches have been proposed so far to make trans-Gaussian rainfall models non-stationary: either the marginal distribution (i.e., the parameters modeling rainfall occurrence and intensity) is made non-stationary <xref ref-type="bibr" rid="bib1.bibx38 bib1.bibx14 bib1.bibx63" id="paren.25"/>, or the non-stationarity is modeled in the covariance function (i.e., the parameters modeling the spatial dependencies within rainfall fields) <xref ref-type="bibr" rid="bib1.bibx74 bib1.bibx39 bib1.bibx36" id="paren.26"/>. In this paper we aim to combine these two ways of modeling spatial non-stationarity, which leads to what we call a fully non-stationary trans-Gaussian model, i.e., a trans-Gaussian model with all parameters varying in space. This provides a very flexible spatial model for daily rainfall, in which the statistics characterizing (1) rainfall occurrence, (2) the marginal distribution of rainfall intensity and (3) the spatial dependencies within rainfall fields are location-dependent. The performance of the model is illustrated for the Island of Hawai`i (State of Hawaii, USA) where orographic effects are very strong <xref ref-type="bibr" rid="bib1.bibx40" id="paren.27"/>, and for which an extensive and high-quality rain gauge dataset enables the calibration of a highly parametrized model. The model is designed and tested with two specific applications in mind: the interpolation of rain gauge data to generate daily rainfall maps for the Hawai`i Climate Data Portal (HCDP) <xref ref-type="bibr" rid="bib1.bibx62" id="paren.28"/>, and the stochastic generation of spatially explicit rainfall fields to foster hydrological modeling in Hawai`i <xref ref-type="bibr" rid="bib1.bibx49 bib1.bibx93" id="paren.29"/>.</p>
      <p id="d2e251">The rest of the paper is structured as follows: Sect. <xref ref-type="sec" rid="Ch1.S2"/> illustrates orographic precipitation on the Island of Hawai`i and motivates the need for a non-stationary rainfall model. Section <xref ref-type="sec" rid="Ch1.S3"/> describes the trans-Gaussian model being used, explains how to make it non-stationary in space and proposes a method for model calibration. Section <xref ref-type="sec" rid="Ch1.S4"/> applies the model to the simulation of orographic rainfall on the Island of Hawai`i and assesses the performance of the model. Finally, Sect. <xref ref-type="sec" rid="Ch1.S5"/> discusses the advantages and limitations of the model with respect to orographic rainfall modeling and proposes some lines of inquiry for future research.</p>
</sec>
<sec id="Ch1.S2">
  <label>2</label><title>Example dataset: orographic precipitation on the Island of Hawai`i</title>
      <p id="d2e270">Due to the location of the Island of Hawai`i (State of Hawaii – USA, area <inline-formula><mml:math id="M1" display="inline"><mml:mo>=</mml:mo></mml:math></inline-formula> 10 432 km<sup>2</sup>, highest point: Mauna Kea – 4207 m) in the middle of the subtropical Pacific (Fig <xref ref-type="fig" rid="F1"/>a), the climate of the island is shaped by prevailing easterly trade winds which blow 85 %–95 % of the time in summer and 50 %–80 % of the time in winter <xref ref-type="bibr" rid="bib1.bibx61" id="paren.30"/>. When they reach the Island of Hawai`i, trade winds produce the orographic lifting of moist oceanic air masses, which triggers shallow convection leading to frequent and abundant rain showers in the east facing slopes and generally dry conditions on the leeward west side of the island (Fig <xref ref-type="fig" rid="F1"/>b) <xref ref-type="bibr" rid="bib1.bibx40" id="paren.31"/>. An exception to these generally dry weather conditions is a distinct rainfall maximum in the Kona area (West from Mauna Loa, at around 5 km from the coast) which is the result of mechanically diverted tradewinds being directed upslope, enhanced in the afternoon by strong solar heating of the west-facing slope <xref ref-type="bibr" rid="bib1.bibx48" id="paren.32"/>.</p>

      <fig id="F1" specific-use="star"><label>Figure 1</label><caption><p id="d2e305">Geographical and climatological context of the Island of Hawai`i. <bold>(a)</bold> Situation map and main topo-climatic features (adapted from an ETM+ Landsat 7 mosaic produced by NOAA Coastal Services Center as part of the Hawaii Land Cover Analysis project), <bold>(b)</bold> mean annual rainfall (adapted from <xref ref-type="bibr" rid="bib1.bibx40" id="text.33"/>).</p></caption>
        <graphic xlink:href="https://hess.copernicus.org/articles/30/4799/2026/hess-30-4799-2026-f01.png"/>

      </fig>

      <p id="d2e323">In Hawai`i weather conditions are often affected by the presence of the trade wind inversion (TWI, average inversion base height around 2200 m) that caps the moist oceanic air and creates very dry conditions at high altitudes located in the center of the island (Fig <xref ref-type="fig" rid="F1"/>b) <xref ref-type="bibr" rid="bib1.bibx59" id="paren.34"/>. This predominant pattern of precipitation is drastically modified when atmospheric disturbances originating from the mid-latitudes (e.g., cold fronts or Kona lows) eliminate the TWI, produce southerly, southwesterly, or westerly winds at the regional scale, and allow deep convection to develop. Under atmospheric disturbance conditions, widespread rainfall occurs throughout the island, and the west-facing slopes as well as the high altitude locations, which are usually dry, receive a significant part of their annual precipitation <xref ref-type="bibr" rid="bib1.bibx61" id="paren.35"/>.</p>
      <p id="d2e335">To account for the diversity of climate patterns in the State of Hawaii, <xref ref-type="bibr" rid="bib1.bibx64" id="text.36"/> proposed a partitioning of the archipelago into twelve climate divisions (Fig <xref ref-type="fig" rid="F2"/>). Climate divisions constitute the basic geographic unit used by the National Oceanic and Atmospheric Administration's National Centers for Environmental Information (NCEI-NOAA) for climate analyses at the scale of the United States of America <xref ref-type="bibr" rid="bib1.bibx44" id="paren.37"/>. The Hawai`i climate divisions have been defined based on a cluster analysis on monthly rainfall maps and local expert knowledge <xref ref-type="bibr" rid="bib1.bibx64" id="paren.38"/>, and will be used in the present study to delineate six sub-domains of the island of Hawai`i within which the rainfall climatology is assumed to be relatively homogeneous (Fig. <xref ref-type="fig" rid="F2"/>a).</p>

      <fig id="F2" specific-use="star"><label>Figure 2</label><caption><p id="d2e353">Climate divisions of the Island of Hawai`i. <bold>(a)</bold> Footprint of the climate divisions (adapted from <xref ref-type="bibr" rid="bib1.bibx64" id="text.39"/>; the numbering over the Island of Hawai`i starts at 7 because the original zonation covers the whole State of Hawaii). <bold>(b)</bold> Rainfall seasonality and <bold>(c)</bold> rainfall inter-annual variability for 6 rain gauges spread in the different climate divisions (gauge locations are denoted by black dots in <bold>a</bold>).</p></caption>
        <graphic xlink:href="https://hess.copernicus.org/articles/30/4799/2026/hess-30-4799-2026-f02.png"/>

      </fig>

      <p id="d2e377">Figures <xref ref-type="fig" rid="F1"/>b and <xref ref-type="fig" rid="F2"/>b–c illustrate the diversity of rainfall climatology over the Island of Hawai`i. This diversity translates into a strong heterogeneity of rainfall statistics throughout the island, which calls for a non-stationary trans-Gaussian model for the spatial analysis of daily rainfall. Such a model is introduced in the next section and applied to the Island of Hawai`i in Sect. <xref ref-type="sec" rid="Ch1.S4"/>.</p>
</sec>
<sec id="Ch1.S3">
  <label>3</label><title>Non-stationary trans-Gaussian rainfall model</title>
      <p id="d2e394">In the following, we model daily rainfall as a stochastic process studied over a spatial domain <inline-formula><mml:math id="M3" display="inline"><mml:mi mathvariant="script">D</mml:mi></mml:math></inline-formula>: <inline-formula><mml:math id="M4" display="inline"><mml:mrow><mml:mi>R</mml:mi><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">s</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> with <inline-formula><mml:math id="M5" display="inline"><mml:mrow><mml:mi mathvariant="bold-italic">s</mml:mi><mml:mo>∈</mml:mo><mml:mi mathvariant="script">D</mml:mi><mml:mo>⊂</mml:mo><mml:msup><mml:mi mathvariant="double-struck">R</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msup></mml:mrow></mml:math></inline-formula>. As the focus of the study is on the spatial modeling of rainfall, we model the temporal variability separately (and beforehand) following a rain-typing approach <xref ref-type="bibr" rid="bib1.bibx3 bib1.bibx18 bib1.bibx94" id="paren.40"/>. We therefore assume that days can preliminarily be pooled into <inline-formula><mml:math id="M6" display="inline"><mml:mrow><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="normal">clust</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> clusters referred to hereafter as rain types, within which rainfall fields are statistically similar to each other. All the information about the temporal variability of rainfall is therefore encoded into the sequence of rain types, which has been shown to be a reasonable assumption for daily rainfall in tropical islands, and in particular in Hawai`i <xref ref-type="bibr" rid="bib1.bibx15" id="paren.41"/>. As a result, daily rainfall fields are assumed independent to each other conditionally to rain types. The spatial modeling is therefore performed independently for each rain type, and for the sake of simplicity we assume a single rain type for the description of the model in Sect. <xref ref-type="sec" rid="Ch1.S3.SS1"/> to <xref ref-type="sec" rid="Ch1.S3.SS5"/>. How to deal with multiple rain types when conditioning daily rainfall maps to monthly totals will be addressed in Sect. <xref ref-type="sec" rid="Ch1.S3.SS6"/>, and the practical delineation of rain types from an actual dataset will be addressed in Sect. <xref ref-type="sec" rid="Ch1.S4.SS1"/>.</p>
<sec id="Ch1.S3.SS1">
  <label>3.1</label><title>Trans-Gaussian geostatistics applied to rainfall modeling</title>
      <p id="d2e470">When observed at a single site and at daily resolution, rainfall is featured by a large number of zeros (i.e. dry days) and a distribution of non-zero rainfall intensities that strongly differs from the normal distribution <xref ref-type="bibr" rid="bib1.bibx32 bib1.bibx18 bib1.bibx15" id="paren.42"/>. In addition, when observed simultaneously at neighboring locations, rainfall is structured spatially with inter-site dependencies decreasing with the separation distance and vanishing at distances of dozens to hundreds of kilometers depending on the regional climate <xref ref-type="bibr" rid="bib1.bibx29 bib1.bibx43" id="paren.43"/>. In this study we adopt a trans-Gaussian approach to model the above features of rainfall <xref ref-type="bibr" rid="bib1.bibx4 bib1.bibx13 bib1.bibx76 bib1.bibx94" id="paren.44"/>. Trans-Gaussian geostatistics assume that a rainfall observation <inline-formula><mml:math id="M7" display="inline"><mml:mrow><mml:mi>R</mml:mi><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">s</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> performed at location <inline-formula><mml:math id="M8" display="inline"><mml:mrow><mml:mi mathvariant="bold-italic">s</mml:mi><mml:mo>∈</mml:mo><mml:mi mathvariant="script">D</mml:mi></mml:mrow></mml:math></inline-formula> originates from a latent and standardized (i.e., with zero mean and unit variance) Gaussian random variable <inline-formula><mml:math id="M9" display="inline"><mml:mrow><mml:mi>Y</mml:mi><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">s</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> through a transform function <inline-formula><mml:math id="M10" display="inline"><mml:mi mathvariant="normal">Ψ</mml:mi></mml:math></inline-formula> which combines a truncation at threshold <inline-formula><mml:math id="M11" display="inline"><mml:mrow><mml:msub><mml:mi>a</mml:mi><mml:mn mathvariant="normal">0</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula> and a monotonic transformation <inline-formula><mml:math id="M12" display="inline"><mml:mi mathvariant="italic">ψ</mml:mi></mml:math></inline-formula> of the non-censored part of the latent variable. The spatial dependencies observed between a set of <inline-formula><mml:math id="M13" display="inline"><mml:mi>N</mml:mi></mml:math></inline-formula> rain observations performed at different locations <inline-formula><mml:math id="M14" display="inline"><mml:mrow><mml:mi>R</mml:mi><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">s</mml:mi><mml:mi>i</mml:mi></mml:msub><mml:mo>)</mml:mo><mml:mo>,</mml:mo><mml:mi>i</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">1</mml:mn><mml:mo>,</mml:mo><mml:mi mathvariant="normal">…</mml:mi><mml:mo>,</mml:mo><mml:msub><mml:mi>N</mml:mi><mml:mi>G</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> are modeled by assuming that the associated latent variables <inline-formula><mml:math id="M15" display="inline"><mml:mrow><mml:mi>Y</mml:mi><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">s</mml:mi><mml:mi>i</mml:mi></mml:msub><mml:mo>)</mml:mo><mml:mo>,</mml:mo><mml:mi>i</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">1</mml:mn><mml:mo>,</mml:mo><mml:mi mathvariant="normal">…</mml:mi><mml:mo>,</mml:mo><mml:msub><mml:mi>N</mml:mi><mml:mi>G</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> form a random vector <inline-formula><mml:math id="M16" display="inline"><mml:mrow><mml:mi mathvariant="bold-italic">Y</mml:mi><mml:mo>=</mml:mo><mml:mo>[</mml:mo><mml:mi>Y</mml:mi><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">s</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msub><mml:mo>)</mml:mo><mml:mo>,</mml:mo><mml:mi>Y</mml:mi><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">s</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msub><mml:mo>)</mml:mo><mml:mo>,</mml:mo><mml:mi mathvariant="normal">…</mml:mi><mml:mo>,</mml:mo><mml:mi>Y</mml:mi><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">s</mml:mi><mml:mrow><mml:msub><mml:mi>N</mml:mi><mml:mi>G</mml:mi></mml:msub></mml:mrow></mml:msub><mml:mo>)</mml:mo><mml:mo>]</mml:mo></mml:mrow></mml:math></inline-formula> that follows a standardized multivariate Gaussian distribution with covariance function <inline-formula><mml:math id="M17" display="inline"><mml:mrow><mml:msub><mml:mi>C</mml:mi><mml:mi>Y</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>.</p>
      <p id="d2e701">In the following of Sect. <xref ref-type="sec" rid="Ch1.S3.SS1"/> and in Sect. <xref ref-type="sec" rid="Ch1.S3.SS2"/> we develop a Trans-Gaussian rainfall model tailored to the example dataset introduced in Sect. <xref ref-type="sec" rid="Ch1.S2"/>, which entails choosing parameterizations of <inline-formula><mml:math id="M18" display="inline"><mml:mi mathvariant="italic">ψ</mml:mi></mml:math></inline-formula> and <inline-formula><mml:math id="M19" display="inline"><mml:mrow><mml:msub><mml:mi>C</mml:mi><mml:mi>Y</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> that best fit the statistical signature of rainfall in the Island of Hawai`i. A different dataset, in particular from a different climate, could require different parameterizations of these functions without calling into question the non-stationary Trans-Gaussian framework deployed in this study.</p>
      <p id="d2e728">Here we assume a Gamma distribution for single-site rain intensity <xref ref-type="bibr" rid="bib1.bibx98 bib1.bibx20" id="paren.45"/> because this distribution has easy-to-interpolate parameters (i.e., with high auto-correlation and low cross-correlation) and because when combined with rain types the Gamma distribution has been shown to accurately model daily rainfall intensity <xref ref-type="bibr" rid="bib1.bibx18" id="paren.46"/>. In addition we assume a Matérn covariance function for the latent Gaussian random field because this model of covariance is very flexible <xref ref-type="bibr" rid="bib1.bibx82" id="paren.47"/> and has shown good skills in modeling the spatial dependencies of most atmospheric variables, including rainfall, at daily resolution <xref ref-type="bibr" rid="bib1.bibx71" id="paren.48"/>. Finally, a geometric anisotropy is added to the model of covariance to allow spatial dependencies to vary with the direction of interest <xref ref-type="bibr" rid="bib1.bibx5" id="paren.49"/>. Overall, the trans-Gaussian model for daily rainfall is defined as:

            <disp-formula id="Ch1.E1" content-type="numbered"><label>1</label><mml:math id="M20" display="block"><mml:mtable rowspacing="0.2ex" class="split" displaystyle="true" columnalign="right left"><mml:mtr><mml:mtd><mml:mrow><mml:mi>R</mml:mi><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">s</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:mtd><mml:mtd><mml:mrow><mml:mo>=</mml:mo><mml:mi mathvariant="normal">Ψ</mml:mi><mml:mo>(</mml:mo><mml:mi>Y</mml:mi><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">s</mml:mi><mml:mo>)</mml:mo><mml:mo>)</mml:mo></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd/><mml:mtd><mml:mrow><mml:mo>=</mml:mo><mml:mfenced close="" open="{"><mml:mtable class="array" columnalign="left"><mml:mtr><mml:mtd><mml:mrow><mml:mn mathvariant="normal">0</mml:mn><mml:mspace width="0.25em" linebreak="nobreak"/><mml:mi mathvariant="normal">if</mml:mi><mml:mspace linebreak="nobreak" width="0.25em"/><mml:mi>Y</mml:mi><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">s</mml:mi><mml:mo>)</mml:mo><mml:mo>≤</mml:mo><mml:msub><mml:mi>a</mml:mi><mml:mn mathvariant="normal">0</mml:mn></mml:msub></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd><mml:mrow><mml:msup><mml:mi mathvariant="normal">Gamma</mml:mi><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msup><mml:mo>(</mml:mo><mml:mi mathvariant="normal">Φ</mml:mi><mml:mo>(</mml:mo><mml:mi>Y</mml:mi><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">s</mml:mi><mml:mo>)</mml:mo><mml:mo>)</mml:mo><mml:mo>;</mml:mo><mml:mi>k</mml:mi><mml:mo>,</mml:mo><mml:mi mathvariant="italic">θ</mml:mi><mml:mo>)</mml:mo><mml:mspace linebreak="nobreak" width="0.25em"/><mml:mi mathvariant="normal">if</mml:mi><mml:mspace linebreak="nobreak" width="0.25em"/><mml:mi>Y</mml:mi><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">s</mml:mi><mml:mo>)</mml:mo><mml:mo>&gt;</mml:mo><mml:msub><mml:mi>a</mml:mi><mml:mn mathvariant="normal">0</mml:mn></mml:msub></mml:mrow></mml:mtd></mml:mtr></mml:mtable></mml:mfenced></mml:mrow></mml:mtd></mml:mtr></mml:mtable></mml:math></disp-formula>

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<inline-formula><mml:math id="M24" display="inline"><mml:mrow><mml:mi mathvariant="bold">Σ</mml:mi><mml:mo>=</mml:mo><mml:mi mathvariant="bold-italic">V</mml:mi><mml:mo>×</mml:mo><mml:mi mathvariant="bold">Λ</mml:mi><mml:mo>×</mml:mo><mml:msup><mml:mi mathvariant="bold-italic">V</mml:mi><mml:mi>T</mml:mi></mml:msup></mml:mrow></mml:math></inline-formula>; <inline-formula><mml:math id="M25" display="inline"><mml:mrow><mml:mi mathvariant="bold-italic">V</mml:mi><mml:mo>=</mml:mo><mml:mfenced close="]" open="["><mml:mtable class="matrix" columnalign="center center" framespacing="0em"><mml:mtr><mml:mtd><mml:mstyle displaystyle="false"><mml:mfrac style="text"><mml:mrow><mml:msub><mml:mi mathvariant="italic">γ</mml:mi><mml:mrow><mml:mi>a</mml:mi><mml:mo>,</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msub></mml:mrow><mml:msqrt><mml:mrow><mml:msubsup><mml:mi mathvariant="italic">γ</mml:mi><mml:mrow><mml:mi>a</mml:mi><mml:mo>,</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow><mml:mn mathvariant="normal">2</mml:mn></mml:msubsup><mml:mo>+</mml:mo><mml:msubsup><mml:mi mathvariant="italic">γ</mml:mi><mml:mrow><mml:mi>a</mml:mi><mml:mo>,</mml:mo><mml:mn mathvariant="normal">2</mml:mn></mml:mrow><mml:mn mathvariant="normal">2</mml:mn></mml:msubsup></mml:mrow></mml:msqrt></mml:mfrac></mml:mstyle></mml:mtd><mml:mtd><mml:mrow><mml:mo>-</mml:mo><mml:mstyle displaystyle="false"><mml:mfrac style="text"><mml:mrow><mml:msub><mml:mi mathvariant="italic">γ</mml:mi><mml:mrow><mml:mi>a</mml:mi><mml:mo>,</mml:mo><mml:mn mathvariant="normal">2</mml:mn></mml:mrow></mml:msub></mml:mrow><mml:msqrt><mml:mrow><mml:msubsup><mml:mi mathvariant="italic">γ</mml:mi><mml:mrow><mml:mi>a</mml:mi><mml:mo>,</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow><mml:mn mathvariant="normal">2</mml:mn></mml:msubsup><mml:mo>+</mml:mo><mml:msubsup><mml:mi mathvariant="italic">γ</mml:mi><mml:mrow><mml:mi>a</mml:mi><mml:mo>,</mml:mo><mml:mn mathvariant="normal">2</mml:mn></mml:mrow><mml:mn mathvariant="normal">2</mml:mn></mml:msubsup></mml:mrow></mml:msqrt></mml:mfrac></mml:mstyle></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd><mml:mstyle displaystyle="false"><mml:mfrac style="text"><mml:mrow><mml:msub><mml:mi mathvariant="italic">γ</mml:mi><mml:mrow><mml:mi>a</mml:mi><mml:mo>,</mml:mo><mml:mn mathvariant="normal">2</mml:mn></mml:mrow></mml:msub></mml:mrow><mml:msqrt><mml:mrow><mml:msubsup><mml:mi mathvariant="italic">γ</mml:mi><mml:mrow><mml:mi>a</mml:mi><mml:mo>,</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow><mml:mn mathvariant="normal">2</mml:mn></mml:msubsup><mml:mo>+</mml:mo><mml:msubsup><mml:mi mathvariant="italic">γ</mml:mi><mml:mrow><mml:mi>a</mml:mi><mml:mo>,</mml:mo><mml:mn mathvariant="normal">2</mml:mn></mml:mrow><mml:mn mathvariant="normal">2</mml:mn></mml:msubsup></mml:mrow></mml:msqrt></mml:mfrac></mml:mstyle></mml:mtd><mml:mtd><mml:mstyle displaystyle="false"><mml:mfrac style="text"><mml:mrow><mml:msub><mml:mi mathvariant="italic">γ</mml:mi><mml:mrow><mml:mi>a</mml:mi><mml:mo>,</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msub></mml:mrow><mml:msqrt><mml:mrow><mml:msubsup><mml:mi mathvariant="italic">γ</mml:mi><mml:mrow><mml:mi>a</mml:mi><mml:mo>,</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow><mml:mn mathvariant="normal">2</mml:mn></mml:msubsup><mml:mo>+</mml:mo><mml:msubsup><mml:mi mathvariant="italic">γ</mml:mi><mml:mrow><mml:mi>a</mml:mi><mml:mo>,</mml:mo><mml:mn mathvariant="normal">2</mml:mn></mml:mrow><mml:mn mathvariant="normal">2</mml:mn></mml:msubsup></mml:mrow></mml:msqrt></mml:mfrac></mml:mstyle></mml:mtd></mml:mtr></mml:mtable></mml:mfenced></mml:mrow></mml:math></inline-formula>;  <inline-formula><mml:math id="M26" display="inline"><mml:mrow><mml:mi mathvariant="bold">Λ</mml:mi><mml:mo>=</mml:mo><mml:mfenced close="]" open="["><mml:mtable class="matrix" columnalign="center center" framespacing="0em"><mml:mtr><mml:mtd><mml:mrow><mml:msubsup><mml:mi mathvariant="italic">γ</mml:mi><mml:mrow><mml:mi>a</mml:mi><mml:mo>,</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow><mml:mn mathvariant="normal">2</mml:mn></mml:msubsup><mml:mo>+</mml:mo><mml:msubsup><mml:mi mathvariant="italic">γ</mml:mi><mml:mrow><mml:mi>a</mml:mi><mml:mo>,</mml:mo><mml:mn mathvariant="normal">2</mml:mn></mml:mrow><mml:mn mathvariant="normal">2</mml:mn></mml:msubsup></mml:mrow></mml:mtd><mml:mtd><mml:mn mathvariant="normal">0</mml:mn></mml:mtd></mml:mtr><mml:mtr><mml:mtd><mml:mn mathvariant="normal">0</mml:mn></mml:mtd><mml:mtd><mml:mrow><mml:msubsup><mml:mi mathvariant="italic">ρ</mml:mi><mml:mi>b</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msubsup></mml:mrow></mml:mtd></mml:mtr></mml:mtable></mml:mfenced></mml:mrow></mml:math></inline-formula> where <inline-formula><mml:math id="M27" display="inline"><mml:mrow><mml:mi mathvariant="normal">Gamma</mml:mi><mml:mo>(</mml:mo><mml:mo>⋅</mml:mo><mml:mo>;</mml:mo><mml:mi>k</mml:mi><mml:mo>,</mml:mo><mml:mi mathvariant="italic">θ</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> is the cumulative distribution function (cdf) of the Gamma distribution with parameters <inline-formula><mml:math id="M28" display="inline"><mml:mrow><mml:mi>k</mml:mi><mml:mo>&gt;</mml:mo><mml:mn mathvariant="normal">0</mml:mn></mml:mrow></mml:math></inline-formula> (shape) and <inline-formula><mml:math id="M29" display="inline"><mml:mrow><mml:mi mathvariant="italic">θ</mml:mi><mml:mo>&gt;</mml:mo><mml:mn mathvariant="normal">0</mml:mn></mml:mrow></mml:math></inline-formula> (scale); <inline-formula><mml:math id="M30" display="inline"><mml:mi mathvariant="normal">Φ</mml:mi></mml:math></inline-formula> is the cdf of the standardized normal distribution; <inline-formula><mml:math id="M31" display="inline"><mml:mi mathvariant="bold-italic">h</mml:mi></mml:math></inline-formula> is the separation vector between two locations <inline-formula><mml:math id="M32" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">s</mml:mi><mml:mi>i</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> and <inline-formula><mml:math id="M33" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">s</mml:mi><mml:mi>j</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>; <inline-formula><mml:math id="M34" display="inline"><mml:mi mathvariant="normal">Γ</mml:mi></mml:math></inline-formula> is the usual gamma function; <inline-formula><mml:math id="M35" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="script">K</mml:mi><mml:mi mathvariant="italic">ν</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> is the modified Bessel function of the second kind with parameter <inline-formula><mml:math id="M36" display="inline"><mml:mrow><mml:mi mathvariant="italic">ν</mml:mi><mml:mo>&gt;</mml:mo><mml:mn mathvariant="normal">0</mml:mn></mml:mrow></mml:math></inline-formula>, and <inline-formula><mml:math id="M37" display="inline"><mml:mi mathvariant="italic">ν</mml:mi></mml:math></inline-formula> is the shape parameter of the Matérn covariance function that controls the regularity of the latent process <inline-formula><mml:math id="M38" display="inline"><mml:mi>Y</mml:mi></mml:math></inline-formula> at short separation lags; <inline-formula><mml:math id="M39" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">γ</mml:mi><mml:mrow><mml:mi>a</mml:mi><mml:mo>,</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msub><mml:mo>∈</mml:mo><mml:mi mathvariant="double-struck">R</mml:mi></mml:mrow></mml:math></inline-formula> and <inline-formula><mml:math id="M40" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">γ</mml:mi><mml:mrow><mml:mi>a</mml:mi><mml:mo>,</mml:mo><mml:mn mathvariant="normal">2</mml:mn></mml:mrow></mml:msub><mml:mo>∈</mml:mo><mml:mi mathvariant="double-struck">R</mml:mi></mml:mrow></mml:math></inline-formula> are the two components of the vector defining the major anisotropy axis (whose direction corresponds to the direction of maximum spatial correlation of the latent process <inline-formula><mml:math id="M41" display="inline"><mml:mi>Y</mml:mi></mml:math></inline-formula> and whose norm <inline-formula><mml:math id="M42" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">ρ</mml:mi><mml:mi>a</mml:mi></mml:msub><mml:mo>=</mml:mo><mml:msqrt><mml:mrow><mml:msubsup><mml:mi mathvariant="italic">γ</mml:mi><mml:mrow><mml:mi>a</mml:mi><mml:mo>,</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow><mml:mn mathvariant="normal">2</mml:mn></mml:msubsup><mml:mo>+</mml:mo><mml:msubsup><mml:mi mathvariant="italic">γ</mml:mi><mml:mrow><mml:mi>a</mml:mi><mml:mo>,</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow><mml:mn mathvariant="normal">2</mml:mn></mml:msubsup></mml:mrow></mml:msqrt></mml:mrow></mml:math></inline-formula> controls the variability of <inline-formula><mml:math id="M43" display="inline"><mml:mi>Y</mml:mi></mml:math></inline-formula> in that direction); and <inline-formula><mml:math id="M44" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">ρ</mml:mi><mml:mi>b</mml:mi></mml:msub><mml:mo>&gt;</mml:mo><mml:mn mathvariant="normal">0</mml:mn></mml:mrow></mml:math></inline-formula> is the norm of the minor anisotropy axis vector (which is orthogonal to the major anisotropy axis vector).</p>
</sec>
<sec id="Ch1.S3.SS2">
  <label>3.2</label><title>Making the trans-Gaussian model non-stationary</title>
      <p id="d2e1527">The trans-Gaussian model of Eq. (<xref ref-type="disp-formula" rid="Ch1.E1"/>) is made fully non-stationary in space by allowing the parameters of the marginal distribution and those of the dependence structure to vary through space. To this end, the parameters of the transform function <inline-formula><mml:math id="M45" display="inline"><mml:mi mathvariant="normal">Ψ</mml:mi></mml:math></inline-formula> (i.e., <inline-formula><mml:math id="M46" display="inline"><mml:mrow><mml:msub><mml:mi>a</mml:mi><mml:mn mathvariant="normal">0</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula>, <inline-formula><mml:math id="M47" display="inline"><mml:mi>k</mml:mi></mml:math></inline-formula> and <inline-formula><mml:math id="M48" display="inline"><mml:mi mathvariant="italic">θ</mml:mi></mml:math></inline-formula>) are first defined for each observation location separately, and then interpolated at ungauged locations <xref ref-type="bibr" rid="bib1.bibx18 bib1.bibx14 bib1.bibx66" id="paren.50"/>. Making the parameters of the covariance function <inline-formula><mml:math id="M49" display="inline"><mml:mrow><mml:msub><mml:mi>C</mml:mi><mml:mi>Y</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> (i.e., <inline-formula><mml:math id="M50" display="inline"><mml:mi mathvariant="italic">ν</mml:mi></mml:math></inline-formula>, <inline-formula><mml:math id="M51" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">γ</mml:mi><mml:mrow><mml:mi>a</mml:mi><mml:mo>,</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msub></mml:mrow></mml:math></inline-formula>, <inline-formula><mml:math id="M52" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">γ</mml:mi><mml:mrow><mml:mi>a</mml:mi><mml:mo>,</mml:mo><mml:mn mathvariant="normal">2</mml:mn></mml:mrow></mml:msub></mml:mrow></mml:math></inline-formula>, and <inline-formula><mml:math id="M53" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">ρ</mml:mi><mml:mi>b</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>) non-stationary is more challenging because the resulting covariance function must be a valid model of covariance over the whole domain of interest <xref ref-type="bibr" rid="bib1.bibx26" id="paren.51"/>. Different approaches have been proposed to obtain valid non-stationary covariance models, for instance the convolution of locally stationary covariance kernels <xref ref-type="bibr" rid="bib1.bibx74 bib1.bibx36" id="paren.52"/>, the space deformation of the modeling domain <xref ref-type="bibr" rid="bib1.bibx90 bib1.bibx35" id="paren.53"/>, and the use of a locally varying diffusion operator in stochastic partial differential equations <xref ref-type="bibr" rid="bib1.bibx39 bib1.bibx81" id="paren.54"/>. Here we follow the convolution approach because it provides a direct extension of the Matérn covariance function defined in Eq. (<xref ref-type="disp-formula" rid="Ch1.E1"/>) to the non-stationary case, and because the use of locally stationary covariance kernels simplifies the calibration of the model based on sparse rain gauge observations (cf. Sect. <xref ref-type="sec" rid="Ch1.S3.SS3"/>). We adopt the parametrization of <xref ref-type="bibr" rid="bib1.bibx74" id="text.55"/> to derive the non-stationary and anisotropic covariance function of Matérn type between two observation locations <inline-formula><mml:math id="M54" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">s</mml:mi><mml:mi>i</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> and <inline-formula><mml:math id="M55" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">s</mml:mi><mml:mi>j</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>:

            <disp-formula id="Ch1.E2" content-type="numbered"><label>2</label><mml:math id="M56" display="block"><mml:mrow><mml:mtable class="split" rowspacing="0.2ex" displaystyle="true" columnalign="right left"><mml:mtr><mml:mtd><mml:mrow><mml:msub><mml:mi>C</mml:mi><mml:mi>Y</mml:mi></mml:msub></mml:mrow></mml:mtd><mml:mtd><mml:mrow><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">s</mml:mi><mml:mi>i</mml:mi></mml:msub><mml:mo>,</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">s</mml:mi><mml:mi>j</mml:mi></mml:msub><mml:mo>;</mml:mo><mml:msub><mml:mi mathvariant="italic">ν</mml:mi><mml:mi>i</mml:mi></mml:msub><mml:mo>,</mml:mo><mml:msub><mml:mi mathvariant="italic">ν</mml:mi><mml:mi>j</mml:mi></mml:msub><mml:mo>,</mml:mo><mml:msub><mml:msub><mml:mi mathvariant="italic">γ</mml:mi><mml:mrow><mml:mi>a</mml:mi><mml:mo>,</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msub><mml:mi>i</mml:mi></mml:msub><mml:mo>,</mml:mo><mml:msub><mml:msub><mml:mi mathvariant="italic">γ</mml:mi><mml:mrow><mml:mi>a</mml:mi><mml:mo>,</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msub><mml:mi>j</mml:mi></mml:msub><mml:mo>,</mml:mo><mml:msub><mml:msub><mml:mi mathvariant="italic">γ</mml:mi><mml:mrow><mml:mi>a</mml:mi><mml:mo>,</mml:mo><mml:mn mathvariant="normal">2</mml:mn></mml:mrow></mml:msub><mml:mi>i</mml:mi></mml:msub><mml:mo>,</mml:mo><mml:msub><mml:msub><mml:mi mathvariant="italic">γ</mml:mi><mml:mrow><mml:mi>a</mml:mi><mml:mo>,</mml:mo><mml:mn mathvariant="normal">2</mml:mn></mml:mrow></mml:msub><mml:mi>j</mml:mi></mml:msub><mml:mo>,</mml:mo><mml:msub><mml:msub><mml:mi mathvariant="italic">ρ</mml:mi><mml:mi>b</mml:mi></mml:msub><mml:mi>i</mml:mi></mml:msub><mml:mo>,</mml:mo><mml:msub><mml:msub><mml:mi mathvariant="italic">ρ</mml:mi><mml:mi>b</mml:mi></mml:msub><mml:mi>j</mml:mi></mml:msub><mml:mo>)</mml:mo></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd/><mml:mtd><mml:mrow><mml:mo>=</mml:mo><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mrow><mml:msup><mml:mn mathvariant="normal">2</mml:mn><mml:mrow><mml:mn mathvariant="normal">1</mml:mn><mml:mo>-</mml:mo><mml:msub><mml:mi mathvariant="italic">ν</mml:mi><mml:mrow><mml:mi>i</mml:mi><mml:mi>j</mml:mi></mml:mrow></mml:msub></mml:mrow></mml:msup></mml:mrow><mml:msqrt><mml:mrow><mml:mi mathvariant="normal">Γ</mml:mi><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="italic">ν</mml:mi><mml:mi>i</mml:mi></mml:msub><mml:mo>)</mml:mo><mml:mi mathvariant="normal">Γ</mml:mi><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="italic">ν</mml:mi><mml:mi>j</mml:mi></mml:msub><mml:mo>)</mml:mo></mml:mrow></mml:msqrt></mml:mfrac></mml:mstyle><mml:msup><mml:mfenced open="|" close="|"><mml:mrow><mml:msub><mml:mi mathvariant="bold">Σ</mml:mi><mml:mi>i</mml:mi></mml:msub></mml:mrow></mml:mfenced><mml:mstyle scriptlevel="+1"><mml:mfrac><mml:mn mathvariant="normal">1</mml:mn><mml:mn mathvariant="normal">4</mml:mn></mml:mfrac></mml:mstyle></mml:msup><mml:msup><mml:mfenced open="|" close="|"><mml:mrow><mml:msub><mml:mi mathvariant="bold">Σ</mml:mi><mml:mi>j</mml:mi></mml:msub></mml:mrow></mml:mfenced><mml:mstyle scriptlevel="+1"><mml:mfrac><mml:mn mathvariant="normal">1</mml:mn><mml:mn mathvariant="normal">4</mml:mn></mml:mfrac></mml:mstyle></mml:msup><mml:msup><mml:mfenced open="|" close="|"><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mrow><mml:msub><mml:mi mathvariant="bold">Σ</mml:mi><mml:mi>i</mml:mi></mml:msub><mml:mo>+</mml:mo><mml:msub><mml:mi mathvariant="bold">Σ</mml:mi><mml:mi>j</mml:mi></mml:msub></mml:mrow><mml:mn mathvariant="normal">2</mml:mn></mml:mfrac></mml:mstyle></mml:mfenced><mml:mrow><mml:mo>-</mml:mo><mml:mstyle scriptlevel="+1"><mml:mfrac><mml:mn mathvariant="normal">1</mml:mn><mml:mn mathvariant="normal">2</mml:mn></mml:mfrac></mml:mstyle></mml:mrow></mml:msup><mml:msup><mml:mfenced close=")" open="("><mml:msqrt><mml:mrow><mml:msub><mml:mi>Q</mml:mi><mml:mrow><mml:mi>i</mml:mi><mml:mi>j</mml:mi></mml:mrow></mml:msub></mml:mrow></mml:msqrt></mml:mfenced><mml:mrow><mml:msub><mml:mi mathvariant="italic">ν</mml:mi><mml:mrow><mml:mi>i</mml:mi><mml:mi>j</mml:mi></mml:mrow></mml:msub></mml:mrow></mml:msup><mml:msub><mml:mi mathvariant="script">K</mml:mi><mml:mrow><mml:msub><mml:mi mathvariant="italic">ν</mml:mi><mml:mrow><mml:mi>i</mml:mi><mml:mi>j</mml:mi></mml:mrow></mml:msub></mml:mrow></mml:msub><mml:mfenced open="(" close=")"><mml:msqrt><mml:mrow><mml:msub><mml:mi>Q</mml:mi><mml:mrow><mml:mi>i</mml:mi><mml:mi>j</mml:mi></mml:mrow></mml:msub></mml:mrow></mml:msqrt></mml:mfenced></mml:mrow></mml:mtd></mml:mtr></mml:mtable></mml:mrow></mml:math></disp-formula>

          with  <inline-formula><mml:math id="M57" display="inline"><mml:mrow><mml:msub><mml:mi>Q</mml:mi><mml:mrow><mml:mi>i</mml:mi><mml:mi>j</mml:mi></mml:mrow></mml:msub><mml:mo>=</mml:mo><mml:msup><mml:mfenced close=")" open="("><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">s</mml:mi><mml:mi>i</mml:mi></mml:msub><mml:mo>-</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">s</mml:mi><mml:mi>j</mml:mi></mml:msub></mml:mrow></mml:mfenced><mml:mi>T</mml:mi></mml:msup><mml:msup><mml:mfenced close=")" open="("><mml:mstyle displaystyle="false"><mml:mfrac style="text"><mml:mrow><mml:msub><mml:mi mathvariant="bold">Σ</mml:mi><mml:mi>i</mml:mi></mml:msub><mml:mo>+</mml:mo><mml:msub><mml:mi mathvariant="bold">Σ</mml:mi><mml:mi>j</mml:mi></mml:msub></mml:mrow><mml:mn mathvariant="normal">2</mml:mn></mml:mfrac></mml:mstyle></mml:mfenced><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msup><mml:mfenced open="(" close=")"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">s</mml:mi><mml:mi>i</mml:mi></mml:msub><mml:mo>-</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">s</mml:mi><mml:mi>j</mml:mi></mml:msub></mml:mrow></mml:mfenced></mml:mrow></mml:math></inline-formula>, with <inline-formula><mml:math id="M58" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">ν</mml:mi><mml:mrow><mml:mi>i</mml:mi><mml:mi>j</mml:mi></mml:mrow></mml:msub><mml:mo>=</mml:mo><mml:mstyle displaystyle="false"><mml:mfrac style="text"><mml:mrow><mml:msub><mml:mi mathvariant="italic">ν</mml:mi><mml:mi>i</mml:mi></mml:msub><mml:mo>+</mml:mo><mml:msub><mml:mi mathvariant="italic">ν</mml:mi><mml:mi>j</mml:mi></mml:msub></mml:mrow><mml:mn mathvariant="normal">2</mml:mn></mml:mfrac></mml:mstyle></mml:mrow></mml:math></inline-formula> and with <inline-formula><mml:math id="M59" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold">Σ</mml:mi><mml:mi>i</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>  and <inline-formula><mml:math id="M60" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold">Σ</mml:mi><mml:mi>j</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> defined as in Eq. (<xref ref-type="disp-formula" rid="Ch1.E1"/>).</p>
</sec>
<sec id="Ch1.S3.SS3">
  <label>3.3</label><title>Model calibration</title>
      <p id="d2e2088">Model calibration starts with the estimation of model parameters at the local scale assuming local stationarity, and continues with the interpolation of these parameters to create a non-stationary model. The data used for calibration are daily rainfall measurements performed by a rain gauge network encompassing a set <inline-formula><mml:math id="M61" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="script">N</mml:mi><mml:mi mathvariant="normal">etwork</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> of <inline-formula><mml:math id="M62" display="inline"><mml:mrow><mml:msub><mml:mi>N</mml:mi><mml:mi>g</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> observation locations <inline-formula><mml:math id="M63" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">s</mml:mi><mml:mi mathvariant="normal">g</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> positioned within the study domain <inline-formula><mml:math id="M64" display="inline"><mml:mi mathvariant="script">D</mml:mi></mml:math></inline-formula>: <inline-formula><mml:math id="M65" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">s</mml:mi><mml:mi mathvariant="normal">g</mml:mi></mml:msub><mml:mo>∈</mml:mo><mml:msub><mml:mi mathvariant="script">N</mml:mi><mml:mi mathvariant="normal">etwork</mml:mi></mml:msub><mml:mo>⊂</mml:mo><mml:mi mathvariant="script">D</mml:mi><mml:mo>,</mml:mo></mml:mrow></mml:math></inline-formula> <inline-formula><mml:math id="M66" display="inline"><mml:mrow><mml:mi>g</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">1</mml:mn><mml:mo>,</mml:mo><mml:mi mathvariant="normal">…</mml:mi><mml:mo>,</mml:mo><mml:msub><mml:mi>N</mml:mi><mml:mi>g</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>.</p>
<sec id="Ch1.S3.SS3.SSS1">
  <label>3.3.1</label><title>Estimation of model parameters assuming local stationarity</title>
      <p id="d2e2186">The basic unit for the estimation of locally stationary parameters of the transform function is the rain gauge. Hence, for a given rain gauge at location <inline-formula><mml:math id="M67" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">s</mml:mi><mml:mi mathvariant="normal">g</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>, the truncation threshold <inline-formula><mml:math id="M68" display="inline"><mml:mrow><mml:msub><mml:mi>a</mml:mi><mml:mn mathvariant="normal">0</mml:mn></mml:msub><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">s</mml:mi><mml:mi mathvariant="normal">g</mml:mi></mml:msub><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> is obtained from the proportion <inline-formula><mml:math id="M69" display="inline"><mml:mrow><mml:mi>d</mml:mi><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">s</mml:mi><mml:mi mathvariant="normal">g</mml:mi></mml:msub><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> of dry measurements observed at this location by simply inverting the cdf of a standardized normal distribution <inline-formula><mml:math id="M70" display="inline"><mml:mrow><mml:msub><mml:mi>a</mml:mi><mml:mn mathvariant="normal">0</mml:mn></mml:msub><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">s</mml:mi><mml:mi mathvariant="normal">g</mml:mi></mml:msub><mml:mo>)</mml:mo><mml:mo>=</mml:mo><mml:msup><mml:mi mathvariant="normal">Φ</mml:mi><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msup><mml:mo>(</mml:mo><mml:mi>d</mml:mi><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">s</mml:mi><mml:mi mathvariant="normal">g</mml:mi></mml:msub><mml:mo>)</mml:mo><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula>, and then the parameters of the marginal distribution of non-zero daily intensities (i.e. <inline-formula><mml:math id="M71" display="inline"><mml:mi>k</mml:mi></mml:math></inline-formula> and <inline-formula><mml:math id="M72" display="inline"><mml:mi mathvariant="italic">θ</mml:mi></mml:math></inline-formula>) are estimated by marginal likelihood maximization. The log-likelihood of the parameters <inline-formula><mml:math id="M73" display="inline"><mml:mi>k</mml:mi></mml:math></inline-formula> and <inline-formula><mml:math id="M74" display="inline"><mml:mi mathvariant="italic">θ</mml:mi></mml:math></inline-formula> given a set of <inline-formula><mml:math id="M75" display="inline"><mml:mrow><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="normal">obs</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> non-zero rain observations performed at location <inline-formula><mml:math id="M76" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">s</mml:mi><mml:mi mathvariant="normal">g</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> (i.e., <inline-formula><mml:math id="M77" display="inline"><mml:mrow><mml:msub><mml:mi>R</mml:mi><mml:mi>j</mml:mi></mml:msub><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">s</mml:mi><mml:mi mathvariant="normal">g</mml:mi></mml:msub><mml:mo>)</mml:mo><mml:mo>&gt;</mml:mo><mml:mn mathvariant="normal">0</mml:mn></mml:mrow></mml:math></inline-formula>, <inline-formula><mml:math id="M78" display="inline"><mml:mrow><mml:mi>j</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">1</mml:mn><mml:mo>,</mml:mo><mml:mi mathvariant="normal">…</mml:mi><mml:mo>,</mml:mo><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="normal">obs</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>) is:

              <disp-formula id="Ch1.E3" content-type="numbered"><label>3</label><mml:math id="M79" display="block"><mml:mrow><mml:mi>l</mml:mi><mml:mo>(</mml:mo><mml:mi>k</mml:mi><mml:mo>,</mml:mo><mml:mi mathvariant="italic">θ</mml:mi><mml:mo>)</mml:mo><mml:mo>=</mml:mo><mml:munderover><mml:mo movablelimits="false">∑</mml:mo><mml:mrow><mml:mi>j</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow><mml:mrow><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="normal">obs</mml:mi></mml:msub></mml:mrow></mml:munderover><mml:mfenced open="(" close=")"><mml:mrow><mml:mi mathvariant="normal">ln</mml:mi><mml:mfenced close=")" open="("><mml:mrow><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mn mathvariant="normal">1</mml:mn><mml:mrow><mml:mi mathvariant="normal">Γ</mml:mi><mml:mo>(</mml:mo><mml:mi>k</mml:mi><mml:mo>)</mml:mo><mml:msup><mml:mi mathvariant="italic">θ</mml:mi><mml:mi>k</mml:mi></mml:msup></mml:mrow></mml:mfrac></mml:mstyle><mml:msub><mml:mi>R</mml:mi><mml:mi>j</mml:mi></mml:msub><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">s</mml:mi><mml:mi mathvariant="normal">g</mml:mi></mml:msub><mml:msup><mml:mo>)</mml:mo><mml:mrow><mml:mi>k</mml:mi><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msup><mml:msup><mml:mi>e</mml:mi><mml:mrow><mml:mo>-</mml:mo><mml:mstyle scriptlevel="+1"><mml:mfrac><mml:mrow><mml:msub><mml:mi>R</mml:mi><mml:mi>j</mml:mi></mml:msub><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">s</mml:mi><mml:mi mathvariant="normal">g</mml:mi></mml:msub><mml:mo>)</mml:mo></mml:mrow><mml:mi mathvariant="italic">θ</mml:mi></mml:mfrac></mml:mstyle></mml:mrow></mml:msup></mml:mrow></mml:mfenced></mml:mrow></mml:mfenced></mml:mrow></mml:math></disp-formula></p>
      <p id="d2e2488">The estimation of covariance parameters requires observations from several rain gauges simultaneously to capture spatial dependence, and therefore the basic unit used for the estimation of locally stationary parameters of the covariance function is the climate division. Climate divisions form sub-domains of the target area within which the climatology of rainfall is deemed relatively homogeneous (cf. Sect. <xref ref-type="sec" rid="Ch1.S2"/>), which allows us to make an assumption of local stationarity for the dependence structure. The size of the climate divisions used as sub-domains where local stationarity is postulated derives from the tradeoff between (i) the number of rain gauges within each division that should be maximized to improve the estimation of the covariance parameters and (ii) the distance between climate divisions that should be minimized to improve the performance of the interpolation used to build the non-stationary covariance model. After the delineation of climate divisions, the parameters of the covariance function <inline-formula><mml:math id="M80" display="inline"><mml:mrow><mml:msub><mml:mi>C</mml:mi><mml:mi>Y</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> of the latent field are estimated for each division separately using pairwise likelihood maximization, which has been proved to be an efficient and unbiased method for the estimation of covariance parameters <xref ref-type="bibr" rid="bib1.bibx17" id="paren.56"/>. For a given pair of rain observations <inline-formula><mml:math id="M81" display="inline"><mml:mrow><mml:mi>R</mml:mi><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">s</mml:mi><mml:mrow><mml:msub><mml:mi>g</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msub></mml:mrow></mml:msub><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> and <inline-formula><mml:math id="M82" display="inline"><mml:mrow><mml:mi>R</mml:mi><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">s</mml:mi><mml:mrow><mml:msub><mml:mi>g</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msub></mml:mrow></mml:msub><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> recorded the same day by two rain gauges at locations <inline-formula><mml:math id="M83" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">s</mml:mi><mml:mrow><mml:msub><mml:mi>g</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msub></mml:mrow></mml:msub><mml:mo>∈</mml:mo><mml:msub><mml:mi mathvariant="script">N</mml:mi><mml:mi mathvariant="normal">etwork</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> and <inline-formula><mml:math id="M84" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">s</mml:mi><mml:mrow><mml:msub><mml:mi>g</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msub></mml:mrow></mml:msub><mml:mo>∈</mml:mo><mml:msub><mml:mi mathvariant="script">N</mml:mi><mml:mi mathvariant="normal">etwork</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> with separation vector <inline-formula><mml:math id="M85" display="inline"><mml:mrow><mml:mi mathvariant="bold-italic">h</mml:mi><mml:mo>=</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">s</mml:mi><mml:mrow><mml:msub><mml:mi>g</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msub></mml:mrow></mml:msub><mml:mo>-</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">s</mml:mi><mml:mrow><mml:msub><mml:mi>g</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msub></mml:mrow></mml:msub></mml:mrow></mml:math></inline-formula> the log-likelihood of the parameters <inline-formula><mml:math id="M86" display="inline"><mml:mi mathvariant="italic">ν</mml:mi></mml:math></inline-formula>, <inline-formula><mml:math id="M87" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">γ</mml:mi><mml:mrow><mml:mi>a</mml:mi><mml:mo>,</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msub></mml:mrow></mml:math></inline-formula>, <inline-formula><mml:math id="M88" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">γ</mml:mi><mml:mrow><mml:mi>a</mml:mi><mml:mo>,</mml:mo><mml:mn mathvariant="normal">2</mml:mn></mml:mrow></mml:msub></mml:mrow></mml:math></inline-formula> and <inline-formula><mml:math id="M89" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">ρ</mml:mi><mml:mi>b</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> can be written as <xref ref-type="bibr" rid="bib1.bibx4" id="paren.57"/>:

              <disp-formula id="Ch1.E4" content-type="numbered"><label>4</label><mml:math id="M90" display="block"><mml:mrow><mml:mtable rowspacing="0.2ex" class="split" displaystyle="true" columnalign="right left"><mml:mtr><mml:mtd><mml:mrow><mml:mi>l</mml:mi></mml:mrow></mml:mtd><mml:mtd><mml:mrow><mml:mo>(</mml:mo><mml:mi mathvariant="italic">ν</mml:mi><mml:mo>,</mml:mo><mml:msub><mml:mi mathvariant="italic">γ</mml:mi><mml:mrow><mml:mi>a</mml:mi><mml:mo>,</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msub><mml:mo>,</mml:mo><mml:msub><mml:mi mathvariant="italic">γ</mml:mi><mml:mrow><mml:mi>a</mml:mi><mml:mo>,</mml:mo><mml:mn mathvariant="normal">2</mml:mn></mml:mrow></mml:msub><mml:mo>,</mml:mo><mml:msub><mml:mi mathvariant="italic">ρ</mml:mi><mml:mi>b</mml:mi></mml:msub><mml:mo>)</mml:mo><mml:mo>=</mml:mo><mml:mi mathvariant="normal">ln</mml:mi><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="normal">Φ</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msub><mml:mo>(</mml:mo><mml:msub><mml:mi>a</mml:mi><mml:mn mathvariant="normal">0</mml:mn></mml:msub><mml:mo>,</mml:mo><mml:msub><mml:mi>a</mml:mi><mml:mn mathvariant="normal">0</mml:mn></mml:msub><mml:mo>;</mml:mo><mml:msub><mml:mi>C</mml:mi><mml:mi>Y</mml:mi></mml:msub><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">h</mml:mi><mml:mo>;</mml:mo><mml:mi mathvariant="italic">ν</mml:mi><mml:mo>,</mml:mo><mml:msub><mml:mi mathvariant="italic">γ</mml:mi><mml:mrow><mml:mi>a</mml:mi><mml:mo>,</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msub><mml:mo>,</mml:mo><mml:msub><mml:mi mathvariant="italic">γ</mml:mi><mml:mrow><mml:mi>a</mml:mi><mml:mo>,</mml:mo><mml:mn mathvariant="normal">2</mml:mn></mml:mrow></mml:msub><mml:mo>,</mml:mo><mml:msub><mml:mi mathvariant="italic">ρ</mml:mi><mml:mi>b</mml:mi></mml:msub><mml:mo>)</mml:mo><mml:mo>)</mml:mo><mml:mo>)</mml:mo></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd/><mml:mtd><mml:mrow><mml:mi mathvariant="normal">if</mml:mi><mml:mspace width="0.25em" linebreak="nobreak"/><mml:mi>R</mml:mi><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">s</mml:mi><mml:mrow><mml:msub><mml:mi>g</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msub></mml:mrow></mml:msub><mml:mo>)</mml:mo><mml:mo>=</mml:mo><mml:mi>R</mml:mi><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">s</mml:mi><mml:mrow><mml:msub><mml:mi>g</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msub></mml:mrow></mml:msub><mml:mo>)</mml:mo><mml:mo>=</mml:mo><mml:mn mathvariant="normal">0</mml:mn></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd/><mml:mtd><mml:mrow><mml:mi>l</mml:mi><mml:mo>(</mml:mo><mml:mi mathvariant="italic">ν</mml:mi><mml:mo>,</mml:mo><mml:msub><mml:mi mathvariant="italic">γ</mml:mi><mml:mrow><mml:mi>a</mml:mi><mml:mo>,</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msub><mml:mo>,</mml:mo><mml:msub><mml:mi mathvariant="italic">γ</mml:mi><mml:mrow><mml:mi>a</mml:mi><mml:mo>,</mml:mo><mml:mn mathvariant="normal">2</mml:mn></mml:mrow></mml:msub><mml:mo>,</mml:mo><mml:msub><mml:mi mathvariant="italic">ρ</mml:mi><mml:mi>b</mml:mi></mml:msub><mml:mo>)</mml:mo><mml:mo>=</mml:mo><mml:mi mathvariant="normal">ln</mml:mi><mml:mo>(</mml:mo><mml:mi mathvariant="normal">Φ</mml:mi><mml:mo>(</mml:mo><mml:msub><mml:mi>a</mml:mi><mml:mn mathvariant="normal">0</mml:mn></mml:msub><mml:mo>)</mml:mo><mml:mo>-</mml:mo><mml:msub><mml:mi mathvariant="normal">Φ</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msub><mml:mo>(</mml:mo><mml:msub><mml:mi>a</mml:mi><mml:mn mathvariant="normal">0</mml:mn></mml:msub><mml:mo>,</mml:mo><mml:msub><mml:mi>a</mml:mi><mml:mn mathvariant="normal">0</mml:mn></mml:msub><mml:mo>;</mml:mo><mml:msub><mml:mi>C</mml:mi><mml:mi>Y</mml:mi></mml:msub><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">h</mml:mi><mml:mo>;</mml:mo><mml:mi mathvariant="italic">ν</mml:mi><mml:mo>,</mml:mo><mml:msub><mml:mi mathvariant="italic">γ</mml:mi><mml:mrow><mml:mi>a</mml:mi><mml:mo>,</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msub><mml:mo>,</mml:mo><mml:msub><mml:mi mathvariant="italic">γ</mml:mi><mml:mrow><mml:mi>a</mml:mi><mml:mo>,</mml:mo><mml:mn mathvariant="normal">2</mml:mn></mml:mrow></mml:msub><mml:mo>,</mml:mo><mml:msub><mml:mi mathvariant="italic">ρ</mml:mi><mml:mi>b</mml:mi></mml:msub><mml:mo>)</mml:mo><mml:mo>)</mml:mo><mml:mo>)</mml:mo></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd/><mml:mtd><mml:mrow><mml:mo>+</mml:mo><mml:mi mathvariant="normal">ln</mml:mi><mml:mo>(</mml:mo><mml:mi mathvariant="italic">ϕ</mml:mi><mml:mo>(</mml:mo><mml:mi>Y</mml:mi><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">s</mml:mi><mml:mrow><mml:msub><mml:mi>g</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msub></mml:mrow></mml:msub><mml:mo>)</mml:mo><mml:mo>)</mml:mo><mml:mo>)</mml:mo></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd/><mml:mtd><mml:mrow><mml:mi mathvariant="normal">if</mml:mi><mml:mspace width="0.25em" linebreak="nobreak"/><mml:mi>R</mml:mi><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">s</mml:mi><mml:mrow><mml:msub><mml:mi>g</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msub></mml:mrow></mml:msub><mml:mo>)</mml:mo><mml:mo>=</mml:mo><mml:mn mathvariant="normal">0</mml:mn><mml:mspace linebreak="nobreak" width="0.25em"/><mml:mi mathvariant="normal">and</mml:mi><mml:mspace width="0.25em" linebreak="nobreak"/><mml:mi>R</mml:mi><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">s</mml:mi><mml:mrow><mml:msub><mml:mi>g</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msub></mml:mrow></mml:msub><mml:mo>)</mml:mo><mml:mo>&gt;</mml:mo><mml:mn mathvariant="normal">0</mml:mn></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd/><mml:mtd><mml:mrow><mml:mi>l</mml:mi><mml:mo>(</mml:mo><mml:mi mathvariant="italic">ν</mml:mi><mml:mo>,</mml:mo><mml:msub><mml:mi mathvariant="italic">γ</mml:mi><mml:mrow><mml:mi>a</mml:mi><mml:mo>,</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msub><mml:mo>,</mml:mo><mml:msub><mml:mi mathvariant="italic">γ</mml:mi><mml:mrow><mml:mi>a</mml:mi><mml:mo>,</mml:mo><mml:mn mathvariant="normal">2</mml:mn></mml:mrow></mml:msub><mml:mo>,</mml:mo><mml:msub><mml:mi mathvariant="italic">ρ</mml:mi><mml:mi>b</mml:mi></mml:msub><mml:mo>)</mml:mo><mml:mo>=</mml:mo><mml:mi mathvariant="normal">ln</mml:mi><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="italic">ϕ</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msub><mml:mo>(</mml:mo><mml:mi>Y</mml:mi><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">s</mml:mi><mml:mrow><mml:msub><mml:mi>g</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msub></mml:mrow></mml:msub><mml:mo>)</mml:mo><mml:mo>,</mml:mo><mml:mi>Y</mml:mi><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">s</mml:mi><mml:mrow><mml:msub><mml:mi>g</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msub></mml:mrow></mml:msub><mml:mo>)</mml:mo><mml:mo>;</mml:mo><mml:msub><mml:mi>C</mml:mi><mml:mi>Y</mml:mi></mml:msub><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">h</mml:mi><mml:mo>;</mml:mo><mml:mi mathvariant="italic">ν</mml:mi><mml:mo>,</mml:mo><mml:msub><mml:mi mathvariant="italic">γ</mml:mi><mml:mrow><mml:mi>a</mml:mi><mml:mo>,</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msub><mml:mo>,</mml:mo><mml:msub><mml:mi mathvariant="italic">γ</mml:mi><mml:mrow><mml:mi>a</mml:mi><mml:mo>,</mml:mo><mml:mn mathvariant="normal">2</mml:mn></mml:mrow></mml:msub><mml:mo>,</mml:mo><mml:msub><mml:mi mathvariant="italic">ρ</mml:mi><mml:mi>b</mml:mi></mml:msub><mml:mo>)</mml:mo><mml:mo>)</mml:mo><mml:mo>)</mml:mo></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd/><mml:mtd><mml:mrow><mml:mi mathvariant="normal">if</mml:mi><mml:mspace linebreak="nobreak" width="0.25em"/><mml:mi>R</mml:mi><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">s</mml:mi><mml:mrow><mml:msub><mml:mi>g</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msub></mml:mrow></mml:msub><mml:mo>)</mml:mo><mml:mo>&gt;</mml:mo><mml:mn mathvariant="normal">0</mml:mn><mml:mspace width="0.25em" linebreak="nobreak"/><mml:mi mathvariant="normal">and</mml:mi><mml:mspace linebreak="nobreak" width="0.25em"/><mml:mi>R</mml:mi><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">s</mml:mi><mml:mrow><mml:msub><mml:mi>g</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msub></mml:mrow></mml:msub><mml:mo>)</mml:mo><mml:mo>&gt;</mml:mo><mml:mn mathvariant="normal">0</mml:mn></mml:mrow></mml:mtd></mml:mtr></mml:mtable></mml:mrow></mml:math></disp-formula>

            where <inline-formula><mml:math id="M91" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="normal">Φ</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula> and <inline-formula><mml:math id="M92" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">ϕ</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula> are respectively the cdf and the probability density function (pdf) of the bivariate standard normal distribution, <inline-formula><mml:math id="M93" display="inline"><mml:mi mathvariant="italic">ϕ</mml:mi></mml:math></inline-formula> is the pdf of the univariate standard normal distribution, and <inline-formula><mml:math id="M94" display="inline"><mml:mrow><mml:mi>Y</mml:mi><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">s</mml:mi><mml:mrow><mml:msub><mml:mi>g</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msub></mml:mrow></mml:msub><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> is the latent counterpart of the rainfall observation <inline-formula><mml:math id="M95" display="inline"><mml:mrow><mml:mi>R</mml:mi><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">s</mml:mi><mml:mrow><mml:msub><mml:mi>g</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msub></mml:mrow></mml:msub><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula>.</p>
      <p id="d2e3338">The log-likelihoods of the marginal distribution and covariance function are maximized sequentially using the <monospace>fmincon</monospace> function in Matlab (using the default interior point algorithm <xref ref-type="bibr" rid="bib1.bibx22" id="paren.58"/>). This sequential estimation scheme has shown good performance in estimating the parameters of trans-Gaussian models of rainfall <xref ref-type="bibr" rid="bib1.bibx56 bib1.bibx23 bib1.bibx76" id="paren.59"/>.</p>
</sec>
<sec id="Ch1.S3.SS3.SSS2">
  <label>3.3.2</label><title>Spatial interpolation of model parameters</title>
      <p id="d2e3358">Once the parameters of the model are known locally for each rain gauge and climate division, they can be propagated to the entire domain of interest by spatial interpolation.</p>
      <p id="d2e3361">To interpolate the parameters of the transform function <inline-formula><mml:math id="M96" display="inline"><mml:mi mathvariant="normal">Ψ</mml:mi></mml:math></inline-formula> we use ordinary Kriging with a nugget term and a Matérn covariance function <xref ref-type="bibr" rid="bib1.bibx10" id="paren.60"/> applied directly to the parameters inferred at rain gauge locations. To interpolate the parameters of the covariance function <inline-formula><mml:math id="M97" display="inline"><mml:mrow><mml:msub><mml:mi>C</mml:mi><mml:mi>Y</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> we assign the locally stationary values to the barycenter of each climate division, and then interpolate them through space using a squared inverse distance interpolation because in the targeted application the small number of climate divisions does not allow for more complex interpolation techniques such as Kriging <xref ref-type="bibr" rid="bib1.bibx7" id="paren.61"/>.</p>
      <p id="d2e3388">After interpolation, all parameters of the trans-Gaussian model are known at every point of the study domain <inline-formula><mml:math id="M98" display="inline"><mml:mi mathvariant="script">D</mml:mi></mml:math></inline-formula>. The parameters of the transform function <inline-formula><mml:math id="M99" display="inline"><mml:mi mathvariant="normal">Ψ</mml:mi></mml:math></inline-formula> can be used to transform rainfall values to their latent counterpart (and vice versa), and the parameters of the covariance function <inline-formula><mml:math id="M100" display="inline"><mml:mrow><mml:msub><mml:mi>C</mml:mi><mml:mi>Y</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> can be used to build a model of non-stationary covariance as defined in Eq. (<xref ref-type="disp-formula" rid="Ch1.E2"/>).</p>
</sec>
</sec>
<sec id="Ch1.S3.SS4">
  <label>3.4</label><title>Simulating synthetic rainfall fields by stochastic simulation</title>
      <p id="d2e3428">Synthetic rainfall fields reproducing the statistics of the training dataset are generated by stochastic simulation performed at a set of <inline-formula><mml:math id="M101" display="inline"><mml:mrow><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="normal">T</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> target locations  <inline-formula><mml:math id="M102" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">u</mml:mi><mml:mi>i</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> often located on a regular lattice grid to comply with the requirement of impact models: <inline-formula><mml:math id="M103" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">u</mml:mi><mml:mi>i</mml:mi></mml:msub><mml:mo>∈</mml:mo><mml:mi mathvariant="script">G</mml:mi><mml:mi mathvariant="italic">rid</mml:mi><mml:mo>⊂</mml:mo><mml:mi mathvariant="script">D</mml:mi><mml:mo>,</mml:mo><mml:mi>i</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">1</mml:mn><mml:mo>,</mml:mo><mml:mi mathvariant="normal">…</mml:mi><mml:mo>,</mml:mo><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="normal">T</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>. Note that target locations are denoted by <inline-formula><mml:math id="M104" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">u</mml:mi><mml:mi>i</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> to distinguish them from rain gauge locations <inline-formula><mml:math id="M105" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">s</mml:mi><mml:mi mathvariant="normal">g</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>, and we recall here that model parameters at target locations derive from the spatial interpolation of the parameter values estimated at gauge locations.</p>
      <p id="d2e3516">To simulate synthetic rainfall fields, a realization of the latent field is first generated by geostatistical simulation. A simple way to draw this realization is by Cholesky decomposition of the covariance matrix <inline-formula><mml:math id="M106" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold">C</mml:mi><mml:mi>Y</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> <xref ref-type="bibr" rid="bib1.bibx30" id="paren.62"/>:

            <disp-formula id="Ch1.E5" content-type="numbered"><label>5</label><mml:math id="M107" display="block"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">Y</mml:mi><mml:mi mathvariant="normal">us</mml:mi></mml:msub><mml:mo>=</mml:mo><mml:mi mathvariant="bold">L</mml:mi><mml:mo>×</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">V</mml:mi><mml:mi mathvariant="normal">iid</mml:mi></mml:msub></mml:mrow></mml:math></disp-formula>

          where <inline-formula><mml:math id="M108" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">Y</mml:mi><mml:mi mathvariant="normal">us</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> is the vector containing the realization of the latent field <inline-formula><mml:math id="M109" display="inline"><mml:mrow><mml:msub><mml:mi>Y</mml:mi><mml:mi mathvariant="normal">us</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> at target locations  <inline-formula><mml:math id="M110" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">u</mml:mi><mml:mi>i</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>, <inline-formula><mml:math id="M111" display="inline"><mml:mi mathvariant="bold">L</mml:mi></mml:math></inline-formula> is the lower triangular matrix resulting from the Choleski decomposition of the covariance matrix <inline-formula><mml:math id="M112" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold">C</mml:mi><mml:mi>Y</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> evaluated at the target locations (i.e., <inline-formula><mml:math id="M113" display="inline"><mml:mrow><mml:msub><mml:mi>C</mml:mi><mml:mi>Y</mml:mi></mml:msub><mml:mo>=</mml:mo><mml:mi mathvariant="bold">L</mml:mi><mml:mo>×</mml:mo><mml:msup><mml:mi mathvariant="bold">L</mml:mi><mml:mi mathvariant="normal">T</mml:mi></mml:msup></mml:mrow></mml:math></inline-formula>) and <inline-formula><mml:math id="M114" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">V</mml:mi><mml:mi mathvariant="normal">iid</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> is an independent and identically distributed standardized normal vector of size <inline-formula><mml:math id="M115" display="inline"><mml:mrow><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="normal">T</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>.</p>
      <p id="d2e3651">Standard algorithms for the Cholesky decomposition of the covariance matrix have a complexity of <inline-formula><mml:math id="M116" display="inline"><mml:mrow><mml:mi mathvariant="script">O</mml:mi><mml:mo>(</mml:mo><mml:mi>N</mml:mi><mml:msup><mml:msub><mml:mi/><mml:mi>T</mml:mi></mml:msub><mml:mn mathvariant="normal">3</mml:mn></mml:msup><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> point operations and a memory footprint of <inline-formula><mml:math id="M117" display="inline"><mml:mrow><mml:mi mathvariant="script">O</mml:mi><mml:mo>(</mml:mo><mml:mi>N</mml:mi><mml:msup><mml:msub><mml:mi/><mml:mi>T</mml:mi></mml:msub><mml:mn mathvariant="normal">2</mml:mn></mml:msup><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> <xref ref-type="bibr" rid="bib1.bibx1" id="paren.63"/>, which can be prohibitive when more than a few thousands of simulation points are intended. When more target points are requested the simulation based on the Cholesky decomposition of the covariance matrix can be replaced by an approximate but more scalable simulation method, for instance based on a spectral approach that scales linearly with the number of simulation points <xref ref-type="bibr" rid="bib1.bibx31 bib1.bibx6" id="paren.64"/>.</p>
      <p id="d2e3702">A synthetic rainfall field is finally obtained by transformation of the latent field:

            <disp-formula id="Ch1.E6" content-type="numbered"><label>6</label><mml:math id="M118" display="block"><mml:mrow><mml:msub><mml:mi>R</mml:mi><mml:mi mathvariant="normal">us</mml:mi></mml:msub><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">u</mml:mi><mml:mi>i</mml:mi></mml:msub><mml:mo>)</mml:mo><mml:mo>=</mml:mo><mml:msub><mml:mi mathvariant="normal">Ψ</mml:mi><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">u</mml:mi><mml:mi>i</mml:mi></mml:msub></mml:mrow></mml:msub><mml:mo>(</mml:mo><mml:msub><mml:mi>Y</mml:mi><mml:mi mathvariant="normal">us</mml:mi></mml:msub><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">u</mml:mi><mml:mi>i</mml:mi></mml:msub><mml:mo>)</mml:mo><mml:mo>)</mml:mo></mml:mrow></mml:math></disp-formula>

          where <inline-formula><mml:math id="M119" display="inline"><mml:mrow><mml:msub><mml:mi>Y</mml:mi><mml:mi mathvariant="normal">us</mml:mi></mml:msub><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">u</mml:mi><mml:mi>i</mml:mi></mml:msub><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> is the realization of latent field at target location <inline-formula><mml:math id="M120" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">u</mml:mi><mml:mi>i</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> and <inline-formula><mml:math id="M121" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="normal">Ψ</mml:mi><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">u</mml:mi><mml:mi>i</mml:mi></mml:msub></mml:mrow></mml:msub></mml:mrow></mml:math></inline-formula> is the local transform function at the same location. Note that an ensemble of <inline-formula><mml:math id="M122" display="inline"><mml:mrow><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="normal">sim</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> realizations (i.e., <inline-formula><mml:math id="M123" display="inline"><mml:mrow><mml:msubsup><mml:mi>R</mml:mi><mml:mi mathvariant="normal">us</mml:mi><mml:mi>k</mml:mi></mml:msubsup><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">u</mml:mi><mml:mi>i</mml:mi></mml:msub><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula>, <inline-formula><mml:math id="M124" display="inline"><mml:mrow><mml:mi>i</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">1</mml:mn><mml:mo>,</mml:mo><mml:mi mathvariant="normal">…</mml:mi><mml:mo>,</mml:mo><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="normal">T</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>, <inline-formula><mml:math id="M125" display="inline"><mml:mrow><mml:mi>k</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">1</mml:mn><mml:mo>,</mml:mo><mml:mi mathvariant="normal">…</mml:mi><mml:mo>,</mml:mo><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="normal">sim</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>) can be obtained by iterating <inline-formula><mml:math id="M126" display="inline"><mml:mrow><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="normal">sim</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> times the Eqs. (<xref ref-type="disp-formula" rid="Ch1.E5"/>) and (<xref ref-type="disp-formula" rid="Ch1.E6"/>) with different realizations of the vector <inline-formula><mml:math id="M127" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">V</mml:mi><mml:mi mathvariant="normal">iid</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>.</p>
</sec>
<sec id="Ch1.S3.SS5">
  <label>3.5</label><title>Rainfall mapping by stochastic interpolation of daily rain gauge observations</title>
      <p id="d2e3916">Rainfall maps and associated uncertainty estimations can be obtained by the stochastic interpolation of the rain gauge observations. To this end, the ensemble of synthetic rainfall fields <inline-formula><mml:math id="M128" display="inline"><mml:mrow><mml:msubsup><mml:mi>R</mml:mi><mml:mi mathvariant="normal">us</mml:mi><mml:mi>k</mml:mi></mml:msubsup></mml:mrow></mml:math></inline-formula> described above is modified by a process called conditioning that forces them to reproduce rain gauge observations. An efficient way to perform conditioning in the framework of Geostatistics is conditioning by Kriging <xref ref-type="bibr" rid="bib1.bibx26" id="paren.65"/>. Since conditioning by Kriging requires a target variable with a multivariate Gaussian distribution, it should be performed on the latent field <inline-formula><mml:math id="M129" display="inline"><mml:mrow><mml:msubsup><mml:mi>Y</mml:mi><mml:mi mathvariant="normal">us</mml:mi><mml:mi>k</mml:mi></mml:msubsup></mml:mrow></mml:math></inline-formula>. Hence, conditioning a synthetic rainfall field requires the computation of the latent counterparts of rainfall observations <inline-formula><mml:math id="M130" display="inline"><mml:mrow><mml:mi>Y</mml:mi><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">s</mml:mi><mml:mo>)</mml:mo><mml:mo>=</mml:mo><mml:msubsup><mml:mi mathvariant="normal">Ψ</mml:mi><mml:mi>s</mml:mi><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msubsup><mml:mo>(</mml:mo><mml:mi>R</mml:mi><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">s</mml:mi><mml:mo>)</mml:mo><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula>, which are referred to as pseudo-observations. For the observation locations <inline-formula><mml:math id="M131" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">s</mml:mi><mml:mi>w</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> where some rainfall is recorded (i.e., <inline-formula><mml:math id="M132" display="inline"><mml:mrow><mml:mi>R</mml:mi><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">s</mml:mi><mml:mi>w</mml:mi></mml:msub><mml:mo>)</mml:mo><mml:mo>&gt;</mml:mo><mml:mn mathvariant="normal">0</mml:mn></mml:mrow></mml:math></inline-formula>), the pseudo-observation is obtained by simply inverting the parametric transform function <inline-formula><mml:math id="M133" display="inline"><mml:mi mathvariant="italic">ψ</mml:mi></mml:math></inline-formula>. In contrast, at observation locations <inline-formula><mml:math id="M134" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">s</mml:mi><mml:mi>d</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> where no rainfall is recorded (i.e., <inline-formula><mml:math id="M135" display="inline"><mml:mrow><mml:mi>R</mml:mi><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">s</mml:mi><mml:mi>d</mml:mi></mml:msub><mml:mo>)</mml:mo><mml:mo>=</mml:mo><mml:mn mathvariant="normal">0</mml:mn></mml:mrow></mml:math></inline-formula>), the pseudo-observation <inline-formula><mml:math id="M136" display="inline"><mml:mrow><mml:mi>Y</mml:mi><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">s</mml:mi><mml:mi>d</mml:mi></mml:msub><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> is not explicitly defined because the latent field <inline-formula><mml:math id="M137" display="inline"><mml:mi>Y</mml:mi></mml:math></inline-formula> is censored. To circumvent this problem we propose to use a Gibbs sampler to simulate the censored latent values <inline-formula><mml:math id="M138" display="inline"><mml:mrow><mml:mi>Y</mml:mi><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">s</mml:mi><mml:mi>d</mml:mi></mml:msub><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> conditional to the uncensored latent values <inline-formula><mml:math id="M139" display="inline"><mml:mrow><mml:mi>Y</mml:mi><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">s</mml:mi><mml:mi>w</mml:mi></mml:msub><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> and under the constraint that <inline-formula><mml:math id="M140" display="inline"><mml:mrow><mml:mi>Y</mml:mi><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">s</mml:mi><mml:mi>d</mml:mi></mml:msub><mml:mo>)</mml:mo><mml:mo>&lt;</mml:mo><mml:msub><mml:mi>a</mml:mi><mml:mn mathvariant="normal">0</mml:mn></mml:msub><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">s</mml:mi><mml:mi>d</mml:mi></mml:msub><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> <xref ref-type="bibr" rid="bib1.bibx54 bib1.bibx13" id="paren.66"/>. The Gibbs sampler algorithm adapted to the simulation of the censored pseudo-observations of rainfall is detailed in Appendix <xref ref-type="sec" rid="App1.Ch1.S1"/>. Once the pseudo-observations <inline-formula><mml:math id="M141" display="inline"><mml:mrow><mml:mi>Y</mml:mi><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">s</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> are known at all observation locations, conditioning by Kriging is performed by adding to the original simulations <inline-formula><mml:math id="M142" display="inline"><mml:mrow><mml:msubsup><mml:mi>Y</mml:mi><mml:mi mathvariant="normal">us</mml:mi><mml:mi>k</mml:mi></mml:msubsup></mml:mrow></mml:math></inline-formula> the result of the simple Kriging of the residuals between the simulations of the latent field <inline-formula><mml:math id="M143" display="inline"><mml:mrow><mml:msubsup><mml:mi>Y</mml:mi><mml:mi mathvariant="normal">us</mml:mi><mml:mi>k</mml:mi></mml:msubsup><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">s</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> and the pseudo-observations <inline-formula><mml:math id="M144" display="inline"><mml:mrow><mml:mi>Y</mml:mi><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">s</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> <xref ref-type="bibr" rid="bib1.bibx26" id="paren.67"/>:

            <disp-formula id="Ch1.E7" content-type="numbered"><label>7</label><mml:math id="M145" display="block"><mml:mrow><mml:msubsup><mml:mi>Y</mml:mi><mml:mi mathvariant="normal">cs</mml:mi><mml:mi>k</mml:mi></mml:msubsup><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">u</mml:mi><mml:mo>)</mml:mo><mml:mo>=</mml:mo><mml:msubsup><mml:mi>Y</mml:mi><mml:mi mathvariant="normal">us</mml:mi><mml:mi>k</mml:mi></mml:msubsup><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">u</mml:mi><mml:mo>)</mml:mo><mml:mo>+</mml:mo><mml:munderover><mml:mo movablelimits="false">∑</mml:mo><mml:mrow><mml:mi>i</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow><mml:mrow><mml:msub><mml:mi>N</mml:mi><mml:mi>G</mml:mi></mml:msub></mml:mrow></mml:munderover><mml:msubsup><mml:mi mathvariant="italic">λ</mml:mi><mml:mi>i</mml:mi><mml:mrow><mml:mi>S</mml:mi><mml:mi>K</mml:mi></mml:mrow></mml:msubsup><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">u</mml:mi><mml:mo>)</mml:mo><mml:mfenced open="(" close=")"><mml:mrow><mml:mi>Y</mml:mi><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">s</mml:mi><mml:mi>i</mml:mi></mml:msub><mml:mo>)</mml:mo><mml:mo>-</mml:mo><mml:msubsup><mml:mi>Y</mml:mi><mml:mi mathvariant="normal">us</mml:mi><mml:mi>k</mml:mi></mml:msubsup><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">s</mml:mi><mml:mi>i</mml:mi></mml:msub><mml:mo>)</mml:mo></mml:mrow></mml:mfenced></mml:mrow></mml:math></disp-formula>

          where <inline-formula><mml:math id="M146" display="inline"><mml:mrow><mml:msubsup><mml:mi mathvariant="italic">λ</mml:mi><mml:mi>i</mml:mi><mml:mrow><mml:mi>S</mml:mi><mml:mi>K</mml:mi></mml:mrow></mml:msubsup><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">u</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> is the solution of the simple Kriging system: <inline-formula><mml:math id="M147" display="inline"><mml:mrow><mml:msubsup><mml:mo>∑</mml:mo><mml:mrow><mml:mi>j</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow><mml:mrow><mml:msub><mml:mi>N</mml:mi><mml:mi>G</mml:mi></mml:msub></mml:mrow></mml:msubsup><mml:msubsup><mml:mi mathvariant="italic">λ</mml:mi><mml:mi>j</mml:mi><mml:mrow><mml:mi>S</mml:mi><mml:mi>K</mml:mi></mml:mrow></mml:msubsup><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">u</mml:mi><mml:mo>)</mml:mo><mml:msub><mml:mi>C</mml:mi><mml:mi>Y</mml:mi></mml:msub><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">s</mml:mi><mml:mi>i</mml:mi></mml:msub><mml:mo>,</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">s</mml:mi><mml:mi>j</mml:mi></mml:msub><mml:mo>)</mml:mo><mml:mo>=</mml:mo><mml:msub><mml:mi>C</mml:mi><mml:mi>Y</mml:mi></mml:msub><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">u</mml:mi><mml:mo>,</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">s</mml:mi><mml:mi>i</mml:mi></mml:msub><mml:mo>)</mml:mo><mml:mo>,</mml:mo><mml:mo>∀</mml:mo><mml:mi>i</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">1</mml:mn><mml:mi mathvariant="normal">…</mml:mi><mml:msub><mml:mi>N</mml:mi><mml:mi>G</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>. Finally the realizations of the interpolated rainfall field are retrieved by applying the local transform function at each target location:

            <disp-formula id="Ch1.E8" content-type="numbered"><label>8</label><mml:math id="M148" display="block"><mml:mrow><mml:msubsup><mml:mi>R</mml:mi><mml:mi mathvariant="normal">cs</mml:mi><mml:mi>k</mml:mi></mml:msubsup><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">u</mml:mi><mml:mo>)</mml:mo><mml:mo>=</mml:mo><mml:msub><mml:mi mathvariant="normal">Ψ</mml:mi><mml:mi>u</mml:mi></mml:msub><mml:mo>(</mml:mo><mml:msubsup><mml:mi>Y</mml:mi><mml:mi mathvariant="normal">cs</mml:mi><mml:mi>k</mml:mi></mml:msubsup><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">u</mml:mi><mml:mo>)</mml:mo><mml:mo>)</mml:mo></mml:mrow></mml:math></disp-formula>

          and the uncertainty of the stochastic interpolation is assessed by evaluating the dispersion of the ensemble of <inline-formula><mml:math id="M149" display="inline"><mml:mrow><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="normal">sim</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> realizations.</p>
</sec>
<sec id="Ch1.S3.SS6">
  <label>3.6</label><title>Conditioning daily rainfall maps to monthly totals</title>
      <p id="d2e4504">The uncertainty in daily rainfall maps derived from the stochastic interpolation of rain gauge observations increases with the distance to the rain gauges, and the variance of the interpolation uncertainty tends to the variance of the rainfall signal itself at grid points far from any rain gauge. This leads to a high uncertainty of rainfall interpolation in sparsely gauged areas and at the edges of the interpolation domain. To reduce the uncertainty of daily rainfall maps in data-poor areas, it is possible to generate daily rainfall maps conditioned not only to daily rain gauge observations, but also to monthly rainfall totals derived for instance from monthly rainfall maps incorporating additional observations recorded by rain gauges operating at the monthly resolution, as well as information about long-term rainfall patterns <xref ref-type="bibr" rid="bib1.bibx40 bib1.bibx38 bib1.bibx63" id="paren.68"/>.</p>
      <p id="d2e4510">In the present framework, conditioning daily rainfall maps to monthly totals is made complicated by the fact that daily rainfall can originate from different rain types within a given month. This implies resorting to different statistical models for the spatial modeling of the daily rainfall fields, and makes it difficult to use direct conditioning approaches. We therefore use a Markov Chain Monte Carlo (MCMC) simulation approach to deal with the complex statistical setup imposed by the coexistence of multiple rain types <xref ref-type="bibr" rid="bib1.bibx9" id="paren.69"/>. Among MCMC approaches we select the Metropolis within Gibbs algorithm to condition the daily rainfall simulations to monthly totals, in which a Gibbs sampler is used for simulating spatial patterns of daily rainfall conditional to rain gauge observations and a Metropolis acceptance rule is leveraged for conditioning the local sum of daily rainfall to a monthly total.</p>
      <p id="d2e4516">The main elements of this algorithm are introduced hereafter and a full description is provided in Appendix <xref ref-type="sec" rid="App1.Ch1.S2"/>. Let <inline-formula><mml:math id="M150" display="inline"><mml:mi>m</mml:mi></mml:math></inline-formula> be the tag of a target month encompassing <inline-formula><mml:math id="M151" display="inline"><mml:mrow><mml:msub><mml:mi>N</mml:mi><mml:mi>D</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> days <inline-formula><mml:math id="M152" display="inline"><mml:mrow><mml:msub><mml:mi>d</mml:mi><mml:mi mathvariant="normal">t</mml:mi></mml:msub><mml:mo>,</mml:mo><mml:mi>t</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">1</mml:mn><mml:mo>,</mml:mo><mml:mi mathvariant="normal">…</mml:mi><mml:mo>,</mml:mo><mml:msub><mml:mi>N</mml:mi><mml:mi>D</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>, and consider a simulation grid encompassing <inline-formula><mml:math id="M153" display="inline"><mml:mrow><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="normal">T</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> target locations <inline-formula><mml:math id="M154" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">u</mml:mi><mml:mi>i</mml:mi></mml:msub><mml:mo>,</mml:mo><mml:mi>i</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">1</mml:mn><mml:mo>,</mml:mo><mml:mi mathvariant="normal">…</mml:mi><mml:mo>,</mml:mo><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="normal">T</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>. Assume that the monthly rainfall amount <inline-formula><mml:math id="M155" display="inline"><mml:mrow><mml:mi>R</mml:mi><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">u</mml:mi><mml:mi>i</mml:mi></mml:msub><mml:mo>,</mml:mo><mml:mi>m</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> is known at each target location, and that daily rainfall observations <inline-formula><mml:math id="M156" display="inline"><mml:mrow><mml:mi>R</mml:mi><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">s</mml:mi><mml:mi>j</mml:mi></mml:msub><mml:mo>,</mml:mo><mml:msub><mml:mi>d</mml:mi><mml:mi mathvariant="normal">t</mml:mi></mml:msub><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> are available at a set of <inline-formula><mml:math id="M157" display="inline"><mml:mrow><mml:msub><mml:mi>N</mml:mi><mml:mi>G</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> rain gauge locations <inline-formula><mml:math id="M158" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">s</mml:mi><mml:mi>j</mml:mi></mml:msub><mml:mo>,</mml:mo><mml:mi>j</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">1</mml:mn><mml:mo>,</mml:mo><mml:mi mathvariant="normal">…</mml:mi><mml:mo>,</mml:mo><mml:msub><mml:mi>N</mml:mi><mml:mi>G</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> (distinct from the target locations <inline-formula><mml:math id="M159" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">u</mml:mi><mml:mi>i</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>). Then the main steps of the Metropolis within Gibbs algorithm are:
<list list-type="order"><list-item>
      <p id="d2e4713"><italic>Initialization.</italic>
<list list-type="custom"><list-item><label>a.</label>
      <p id="d2e4720">At each rain gauge location and for each target day, compute pseudo-observations <inline-formula><mml:math id="M160" display="inline"><mml:mrow><mml:mi>Y</mml:mi><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">s</mml:mi><mml:mi>j</mml:mi></mml:msub><mml:mo>,</mml:mo><mml:msub><mml:mi>d</mml:mi><mml:mi mathvariant="normal">t</mml:mi></mml:msub><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> by inverting Eq. (<xref ref-type="disp-formula" rid="Ch1.E1"/>) (rainy observations) or by Gibbs sampling following Appendix <xref ref-type="sec" rid="App1.Ch1.S1"/> (dry observations).</p></list-item><list-item><label>b.</label>
      <p id="d2e4752">For each target day, simulate separately a latent field <inline-formula><mml:math id="M161" display="inline"><mml:mrow><mml:msub><mml:mi>Y</mml:mi><mml:mi mathvariant="normal">cs</mml:mi></mml:msub><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">u</mml:mi><mml:mi>i</mml:mi></mml:msub><mml:mo>,</mml:mo><mml:msub><mml:mi>d</mml:mi><mml:mi mathvariant="normal">t</mml:mi></mml:msub><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> conditional to the pseudo-observations <inline-formula><mml:math id="M162" display="inline"><mml:mrow><mml:mi>Y</mml:mi><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">s</mml:mi><mml:mi>j</mml:mi></mml:msub><mml:mo>,</mml:mo><mml:msub><mml:mi>d</mml:mi><mml:mi mathvariant="normal">t</mml:mi></mml:msub><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> using Eqs. (<xref ref-type="disp-formula" rid="Ch1.E5"/>) and (<xref ref-type="disp-formula" rid="Ch1.E7"/>), and then initialize the MCMC sampler by setting <inline-formula><mml:math id="M163" display="inline"><mml:mrow><mml:msubsup><mml:mi>Y</mml:mi><mml:mrow><mml:mi mathvariant="normal">iter</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">0</mml:mn></mml:mrow><mml:mi mathvariant="normal">MCMC</mml:mi></mml:msubsup><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">u</mml:mi><mml:mi>i</mml:mi></mml:msub><mml:mo>,</mml:mo><mml:msub><mml:mi>d</mml:mi><mml:mi mathvariant="normal">t</mml:mi></mml:msub><mml:mo>)</mml:mo><mml:mo>=</mml:mo><mml:msub><mml:mi>Y</mml:mi><mml:mi mathvariant="normal">cs</mml:mi></mml:msub><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">u</mml:mi><mml:mi>i</mml:mi></mml:msub><mml:mo>,</mml:mo><mml:msub><mml:mi>d</mml:mi><mml:mi mathvariant="normal">t</mml:mi></mml:msub><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula>.</p></list-item></list></p></list-item><list-item>
      <p id="d2e4869"><italic>MCMC sampling.</italic> (for a large number of iterations it, and for all days <inline-formula><mml:math id="M164" display="inline"><mml:mrow><mml:msub><mml:mi>d</mml:mi><mml:mi mathvariant="normal">t</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> and all target locations <inline-formula><mml:math id="M165" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">u</mml:mi><mml:mi>i</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>) <list list-type="custom"><list-item><label>a.</label>
      <p id="d2e4898">Simulate a candidate latent value <inline-formula><mml:math id="M166" display="inline"><mml:mrow><mml:msubsup><mml:mi>Y</mml:mi><mml:mi mathvariant="normal">candidate</mml:mi><mml:mi mathvariant="normal">MCMC</mml:mi></mml:msubsup><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">u</mml:mi><mml:mi>i</mml:mi></mml:msub><mml:mo>,</mml:mo><mml:msub><mml:mi>d</mml:mi><mml:mi mathvariant="normal">t</mml:mi></mml:msub><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> by Gibbs sampling (cf. Gibbs sampling step in Appendix <xref ref-type="sec" rid="App1.Ch1.S2"/>) conditional to the current latent values at all other locations (i.e., <inline-formula><mml:math id="M167" display="inline"><mml:mrow><mml:msubsup><mml:mi>Y</mml:mi><mml:mrow><mml:mi mathvariant="normal">iter</mml:mi><mml:mo>=</mml:mo><mml:mi mathvariant="normal">it</mml:mi></mml:mrow><mml:mi mathvariant="normal">MCMC</mml:mi></mml:msubsup><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">u</mml:mi><mml:mi>j</mml:mi></mml:msub><mml:mo>,</mml:mo><mml:msub><mml:mi>d</mml:mi><mml:mi mathvariant="normal">t</mml:mi></mml:msub><mml:mo>)</mml:mo><mml:mo>,</mml:mo><mml:mi>j</mml:mi><mml:mo>≠</mml:mo><mml:mi>i</mml:mi></mml:mrow></mml:math></inline-formula>) and conditional to all pseudo-observations <inline-formula><mml:math id="M168" display="inline"><mml:mrow><mml:mi>Y</mml:mi><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">s</mml:mi><mml:mi>j</mml:mi></mml:msub><mml:mo>,</mml:mo><mml:msub><mml:mi>d</mml:mi><mml:mi mathvariant="normal">t</mml:mi></mml:msub><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> of day <inline-formula><mml:math id="M169" display="inline"><mml:mrow><mml:msub><mml:mi>d</mml:mi><mml:mi mathvariant="normal">t</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>.</p></list-item><list-item><label>b.</label>
      <p id="d2e5010">Accept or reject the candidate latent value based on the Metropolis acceptance probability (cf. Metropolis acceptance rule in Appendix <xref ref-type="sec" rid="App1.Ch1.S2"/>) applied to the difference between observed and simulated monthly rainfall totals, i.e.,<disp-formula id="Ch1.Ex1"><mml:math id="M170" display="block"><mml:mtable class="split" rowspacing="0.2ex" displaystyle="true" columnalign="right left"><mml:mtr><mml:mtd><mml:mrow><mml:mi>R</mml:mi><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">u</mml:mi><mml:mi>i</mml:mi></mml:msub><mml:mo>,</mml:mo><mml:msub><mml:mi>d</mml:mi><mml:mi mathvariant="normal">t</mml:mi></mml:msub><mml:mo>)</mml:mo></mml:mrow></mml:mtd><mml:mtd><mml:mrow><mml:mo>-</mml:mo><mml:mfenced open="(" close=""><mml:mrow><mml:munder><mml:mo movablelimits="false">∑</mml:mo><mml:mrow><mml:msup><mml:mi>t</mml:mi><mml:mo>′</mml:mo></mml:msup><mml:mo>=</mml:mo><mml:mn mathvariant="normal">1</mml:mn><mml:mn mathvariant="normal">..</mml:mn><mml:msub><mml:mi>N</mml:mi><mml:mi>D</mml:mi></mml:msub><mml:mo>,</mml:mo><mml:msup><mml:mi>t</mml:mi><mml:mo>′</mml:mo></mml:msup><mml:mo>≠</mml:mo><mml:mi>t</mml:mi></mml:mrow></mml:munder><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="normal">Ψ</mml:mi><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">u</mml:mi><mml:mi>i</mml:mi></mml:msub></mml:mrow></mml:msub><mml:mspace linebreak="nobreak" width="0.25em"/><mml:mo>(</mml:mo><mml:msubsup><mml:mi>Y</mml:mi><mml:mrow><mml:mi mathvariant="normal">iter</mml:mi><mml:mo>=</mml:mo><mml:mi mathvariant="normal">it</mml:mi></mml:mrow><mml:mi mathvariant="normal">MCMC</mml:mi></mml:msubsup><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">u</mml:mi><mml:mi>i</mml:mi></mml:msub><mml:mo>,</mml:mo><mml:msub><mml:mi>d</mml:mi><mml:mrow><mml:msup><mml:mi>t</mml:mi><mml:mo>′</mml:mo></mml:msup></mml:mrow></mml:msub><mml:mo>)</mml:mo><mml:mo>)</mml:mo><mml:mo>)</mml:mo></mml:mrow></mml:mfenced></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd/><mml:mtd><mml:mrow><mml:mfenced close=")" open=""><mml:mrow><mml:mo>+</mml:mo><mml:msub><mml:mi mathvariant="normal">Ψ</mml:mi><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">u</mml:mi><mml:mi>i</mml:mi></mml:msub></mml:mrow></mml:msub><mml:mo>(</mml:mo><mml:msubsup><mml:mi>Y</mml:mi><mml:mi mathvariant="normal">candidate</mml:mi><mml:mi mathvariant="normal">MCMC</mml:mi></mml:msubsup><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">u</mml:mi><mml:mi>i</mml:mi></mml:msub><mml:mo>,</mml:mo><mml:msub><mml:mi>d</mml:mi><mml:mi mathvariant="normal">t</mml:mi></mml:msub><mml:mo>)</mml:mo><mml:mo>)</mml:mo></mml:mrow></mml:mfenced><mml:mo>.</mml:mo></mml:mrow></mml:mtd></mml:mtr></mml:mtable></mml:math></disp-formula>In case of acceptance set<disp-formula id="Ch1.Ex2"><mml:math id="M171" display="block"><mml:mrow><mml:msubsup><mml:mi>Y</mml:mi><mml:mrow><mml:mi mathvariant="normal">iter</mml:mi><mml:mo>=</mml:mo><mml:mi mathvariant="normal">it</mml:mi></mml:mrow><mml:mi mathvariant="normal">MCMC</mml:mi></mml:msubsup><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">u</mml:mi><mml:mi>i</mml:mi></mml:msub><mml:mo>,</mml:mo><mml:msub><mml:mi>d</mml:mi><mml:mi>t</mml:mi></mml:msub><mml:mo>)</mml:mo><mml:mo>=</mml:mo><mml:msubsup><mml:mi>Y</mml:mi><mml:mi mathvariant="normal">candidate</mml:mi><mml:mi mathvariant="normal">MCMC</mml:mi></mml:msubsup><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">u</mml:mi><mml:mi>i</mml:mi></mml:msub><mml:mo>,</mml:mo><mml:msub><mml:mi>d</mml:mi><mml:mi mathvariant="normal">t</mml:mi></mml:msub><mml:mo>)</mml:mo><mml:mo>.</mml:mo></mml:mrow></mml:math></disp-formula></p></list-item></list></p></list-item><list-item>
      <p id="d2e5238"><italic>Retrieving daily rainfall maps.</italic>
<list list-type="custom"><list-item><label>a.</label>
      <p id="d2e5245">Select a set of iterations it<sub>keep</sub> that will be used to derive the daily rainfall maps. A warm-up period of a few thousand iterations is set aside to allow for the initial convergence of the MCMC algorithm, and then it<sub>keep</sub> are separated by a thousand iterations from each other to avoid inter-samples correlation <xref ref-type="bibr" rid="bib1.bibx41" id="paren.70"/>.</p></list-item><list-item><label>b.</label>
      <p id="d2e5270">Transform the latent fields <inline-formula><mml:math id="M174" display="inline"><mml:mrow><mml:msubsup><mml:mi>Y</mml:mi><mml:mrow><mml:msub><mml:mi mathvariant="normal">it</mml:mi><mml:mi mathvariant="normal">keep</mml:mi></mml:msub></mml:mrow><mml:mi mathvariant="normal">MCMC</mml:mi></mml:msubsup><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">u</mml:mi><mml:mi>i</mml:mi></mml:msub><mml:mo>,</mml:mo><mml:msub><mml:mi>d</mml:mi><mml:mi mathvariant="normal">t</mml:mi></mml:msub><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> using Eq. (1) to get an ensemble of daily rainfall fields</p>
      <p id="d2e5306"><inline-formula><mml:math id="M175" display="inline"><mml:mrow><mml:msubsup><mml:mi>R</mml:mi><mml:mrow><mml:msub><mml:mi mathvariant="normal">it</mml:mi><mml:mi mathvariant="normal">keep</mml:mi></mml:msub></mml:mrow><mml:mi mathvariant="normal">MCMC</mml:mi></mml:msubsup><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">u</mml:mi><mml:mi>i</mml:mi></mml:msub><mml:mo>,</mml:mo><mml:msub><mml:mi>d</mml:mi><mml:mi mathvariant="normal">t</mml:mi></mml:msub><mml:mo>)</mml:mo><mml:mo>,</mml:mo><mml:mi>i</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">1</mml:mn><mml:mo>,</mml:mo><mml:mi mathvariant="normal">…</mml:mi><mml:mo>,</mml:mo><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="normal">T</mml:mi></mml:msub><mml:mo>,</mml:mo><mml:mi>t</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">1</mml:mn><mml:mo>,</mml:mo><mml:mi mathvariant="normal">…</mml:mi><mml:mo>,</mml:mo><mml:msub><mml:mi>N</mml:mi><mml:mi>D</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> which are finally used to derive daily rainfall maps and the associated uncertainty.</p></list-item></list></p></list-item></list></p>
      <p id="d2e5380">The main limitation of this algorithm is its low computational efficiency, which is typical of MCMC techniques <xref ref-type="bibr" rid="bib1.bibx41" id="paren.71"/>. In consequence, the Metropolis within Gibbs algorithm is only applied to a restricted set of locations, which are selected in such a way that the density of conditioning locations becomes relatively homogeneous in space.</p>
</sec>
</sec>
<sec id="Ch1.S4">
  <label>4</label><title>Model assessment and application to the Island of Hawai`i</title>
      <p id="d2e5397">The Non-Stationary Trans-Gaussian rainfall model – hereafter refereed to as NSTG model – is assessed on the Island of Hawai`i where orographic effects are very strong (cf. Sect <xref ref-type="sec" rid="Ch1.S2"/>). The following case study resorts to daily observations from 2000 to 2019 recorded by a network of 79 rain gauges distributed across the island. We use quality-controlled and gap-filled data from <xref ref-type="bibr" rid="bib1.bibx60" id="text.72"/>, which are now publicly available on the Hawai`i Climate Data Portal (<uri>https://www.hawaii.edu/climate-data-portal/</uri>, last access: 25 July 2026). The following processing steps will be illustrated hereafter: <list list-type="bullet"><list-item>
      <p id="d2e5410">Sect. <xref ref-type="sec" rid="Ch1.S4.SS1"/>: Identify and delineate rain types and estimate the parameters of the NSTG model for each type.</p></list-item><list-item>
      <p id="d2e5416">Sect. <xref ref-type="sec" rid="Ch1.S4.SS2"/>: Generate an ensemble of synthetic rainfall fields reproducing the statistics of observations.</p></list-item><list-item>
      <p id="d2e5422">Sect. <xref ref-type="sec" rid="Ch1.S4.SS3"/>: Condition the synthetic rainfall fields to rain gauge observations in order to generate daily rainfall maps.</p></list-item><list-item>
      <p id="d2e5428">Sect. <xref ref-type="sec" rid="Ch1.S4.SS4"/>: Condition daily rainfall maps to monthly totals to improve daily rainfall estimation in poorly gauged areas.</p></list-item></list></p>
<sec id="Ch1.S4.SS1">
  <label>4.1</label><title>Model settings</title>
      <p id="d2e5440">To acknowledge the temporal variability of the rainfall patterns on the Island of Hawai`i the 20-year dataset is split into rain types within which the statistics of rainfall are as homogeneous as possible. The main patterns of daily precipitation are delineated by unsupervised clustering of days based on rain gauge observations. We follow the approach of <xref ref-type="bibr" rid="bib1.bibx15" id="text.73"/> and use the following indicators to characterize daily rainfall fields at the scale of the island: (1) the proportion of rain gauges recording a wet day, (2–3) the shape and skewness parameters of the distribution of daily rainfall intensity recorded across the island, and (4–6) the first three components of the Karhunen–Loève expansion of the (preliminarily standardized) rain gauge observations. Based on these indicators, the clustering is performed using a Gaussian Mixture Model (GMM; see e.g., <xref ref-type="bibr" rid="bib1.bibx37" id="paren.74"/>), which approximates the joint pdf of the indicators as a weighted sum of multivariate normal distributions. In the present case the indicators characterizing rainfall intensity (1–3) and rainfall spatial distribution (4–6) are assumed to be only slightly correlated to each other and the covariance matrices used in the GMM are therefore assumed to be diagonal. The number of clusters, hereafter referred to as rain types, is set to six as a compromise between taking into account the diversity of rainfall patterns and keeping the analysis parsimonious.</p>
      <p id="d2e5449">The rainfall data from the six rain types are processed separately, and one rainfall model is set up for each cluster. Hence, the observation dataset is split into rain types prior to model calibration, and one set of model parameters is estimated for each rain type separately in order to account for the temporal variability of daily rainfall patterns. Figure <xref ref-type="fig" rid="F3"/> displays for each rain type the seasonality of occurrence, the spatial patterns of mean daily rainfall observed by the rain gauge network, as well as the estimated model parameters. Rain typing results show strong contrasts in seasonality and spatial distribution of rainfall between rain types, which translates into contrasting maps of model parameters. It is interesting to notice that the stronger spatial dependencies (denoted by bigger ellipses of anisotropy in Fig. <xref ref-type="fig" rid="F3"/>, right column) occur in the North-East of the island, in the wet windward areas. In these areas the spatial dependencies tend to be significantly stronger in the direction parallel to the topography than across it, which is in line with strong rainfall gradients being correlated with gradients of topography. One can also notice the prevalence of rain type 5 during summer months, which brings us to link this rain type with trade wind conditions. This view is reinforced by the observed pattern of daily rainfall, which combines all distinctive marks of trade winds induced orographic rainfall, namely moderately wet windward (East facing) slopes, very dry inland areas because of the presence of the TWI, and some thermally driven rain showers on the Kona coast on the west side of the island.</p>

      <fig id="F3" specific-use="star"><label>Figure 3</label><caption><p id="d2e5458">Daily rainfall patterns of the six rain types of the Island of Hawai`i and associated model parameters. Different rows denote different rain types. The first column shows the seasonality of rain type occurrence, column 2 displays the mean daily rainfall, columns 3–5 display maps of the estimated marginal parameters, and column 6 displays maps of the estimated covariance parameters, namely the shape parameter <inline-formula><mml:math id="M176" display="inline"><mml:mi mathvariant="italic">ν</mml:mi></mml:math></inline-formula> of the covariance function (background color) and ellipses of anisotropy (overprint) that denote the value of the range parameters <inline-formula><mml:math id="M177" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">ρ</mml:mi><mml:mi>a</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> and <inline-formula><mml:math id="M178" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">ρ</mml:mi><mml:mi>b</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> for different directions and for each climate division.</p></caption>
          <graphic xlink:href="https://hess.copernicus.org/articles/30/4799/2026/hess-30-4799-2026-f03.png"/>

        </fig>

</sec>
<sec id="Ch1.S4.SS2">
  <label>4.2</label><title>Stochastic generation of orographic rainfall</title>
<sec id="Ch1.S4.SS2.SSS1">
  <label>4.2.1</label><title>Multi-site rainfall simulation</title>
      <p id="d2e5511">We first assess the ability of the NSTG model to capture and reproduce the statistical signature of rainfall at gauge locations, which corresponds to setting-up and deploying a multi-site stochastic rainfall generator. Synthetic rainfall is generated by stochastic simulation (cf. Sect. <xref ref-type="sec" rid="Ch1.S3.SS4"/>) performed on an irregular grid whose nodes are the locations of the rain gauges. For comparison purposes the simulation is repeated the same number of times as the number of days within each rain type, and the 7305 daily simulations are ordered and concatenated to create a single 20-year time series with the same rain type timeline as the observations. Section S1 in the Supplement displays the seasonality and inter-annual variability of the 20-year time series simulated at the six locations used in Fig. <xref ref-type="fig" rid="F2"/> to investigate the diversity of rainfall climatology over the Island of Hawai`i, and shows that the NSTG model coupled with rain types is able to reproduce rainfall seasonality and inter-annual variability across the island.</p>
      <p id="d2e5518">To explore the spatial patterns of daily rainfall emerging from the simulations, the statistical distribution of the simulated daily rainfall is subsequently mapped and compared to the distribution of observations. The following statistics are used to assess the distribution of rainfall at each site: the mean daily rainfall, the frequency of rainfall occurrence, the median of daily rainfall during wet days (with wet days defined at the rain gauge level, i.e., the day <inline-formula><mml:math id="M179" display="inline"><mml:mi>d</mml:mi></mml:math></inline-formula> is considered as wet at location <inline-formula><mml:math id="M180" display="inline"><mml:mi mathvariant="bold-italic">s</mml:mi></mml:math></inline-formula> if <inline-formula><mml:math id="M181" display="inline"><mml:mrow><mml:mi>R</mml:mi><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">s</mml:mi><mml:mo>,</mml:mo><mml:mi>d</mml:mi><mml:mo>)</mml:mo><mml:mo>&gt;</mml:mo><mml:mn mathvariant="normal">0</mml:mn></mml:mrow></mml:math></inline-formula>), and the quantile 95 % of daily rainfall during wet days. In addition, the whole distributions of simulations and observations are compared at each location using the 1-Wasserstein distance <xref ref-type="bibr" rid="bib1.bibx75 bib1.bibx96" id="paren.75"/>:

              <disp-formula id="Ch1.E9" content-type="numbered"><label>9</label><mml:math id="M182" display="block"><mml:mrow><mml:msub><mml:mi>W</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msub><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">R</mml:mi><mml:mi mathvariant="normal">obs</mml:mi></mml:msub><mml:mo>,</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">R</mml:mi><mml:mi mathvariant="normal">sim</mml:mi></mml:msub><mml:mo>)</mml:mo><mml:mo>=</mml:mo><mml:munderover><mml:mo movablelimits="false">∑</mml:mo><mml:mrow><mml:mi>i</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow><mml:mi>n</mml:mi></mml:munderover><mml:mo>|</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">R</mml:mi><mml:mrow><mml:mi mathvariant="normal">obs</mml:mi><mml:mo>(</mml:mo><mml:mi>i</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:msub><mml:mo>-</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">R</mml:mi><mml:mrow><mml:mi mathvariant="normal">sim</mml:mi><mml:mo>(</mml:mo><mml:mi>i</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:msub><mml:mo>|</mml:mo></mml:mrow></mml:math></disp-formula>

            where <inline-formula><mml:math id="M183" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">R</mml:mi><mml:mrow><mml:mi mathvariant="normal">obs</mml:mi><mml:mo>(</mml:mo><mml:mi>i</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:msub></mml:mrow></mml:math></inline-formula> (resp. <inline-formula><mml:math id="M184" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">R</mml:mi><mml:mrow><mml:mi mathvariant="normal">sim</mml:mi><mml:mo>(</mml:mo><mml:mi>i</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:msub></mml:mrow></mml:math></inline-formula>) is the element of rank <inline-formula><mml:math id="M185" display="inline"><mml:mi>i</mml:mi></mml:math></inline-formula> of the vector <inline-formula><mml:math id="M186" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">R</mml:mi><mml:mi mathvariant="normal">obs</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> (resp. <inline-formula><mml:math id="M187" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">R</mml:mi><mml:mi mathvariant="normal">sim</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>).</p>
      <p id="d2e5698">The performance of the NSTG model is benchmarked against the model of <xref ref-type="bibr" rid="bib1.bibx15" id="text.76"/>, hereafter refereed to as BSNLG2022. BSNLG2022 is a multi-site stochastic rainfall generator that has been designed specifically for tropical islands with complex topography. It draws on rain types to model the temporal evolution of rainfall statistics and on a combination of empirical copulas and Gamma distribution to model the multi-site distribution of rainfall conditional to rain types (see Appendix <xref ref-type="sec" rid="App1.Ch1.S3"/> for a comparison between BSNLG2022 and the trans-Gaussian model of this study). In the following the BSNLG2022 model is calibrated using the same training dataset and the same rain type time series as the ones used to calibrate the NSTG model.</p>
      <p id="d2e5706">Figure <xref ref-type="fig" rid="F4"/> compares the pointwise statistical signature of rainfall observations for the period 2000–2019 with the one of the 20-year synthetic rainfall simulations performed by the NSTG model (see Sect. S2   for a comparison stratified by rain types) and by the BSNLG2022 benchmark model. Results show that both models reproduce very well the four diagnostic statistics, and that the NSTG model slightly outperforms BSNLG2022 in terms of 1-Wasserstein distance with observations, in particular in places where the gradients of rainfall statistics are the strongest (i.e., the northern and eastern endpoints of the island). The only area where the proposed model is less effective than BSNLG2022 is on the East side of the island where the density of rain gauges is the highest. In this area one can notice that the NSTG model does not perfectly captures the strong variability of rain statistics between very nearby locations, and tends to slightly over-smooth rainfall statistics in space. This can be explained by the inclusion of a nugget term in the Kriging system used to interpolate the parameters of the transform function <inline-formula><mml:math id="M188" display="inline"><mml:mi mathvariant="normal">Ψ</mml:mi></mml:math></inline-formula> (cf. Sect. <xref ref-type="sec" rid="Ch1.S3.SS3"/>), which is necessary to filter local errors during the interpolation but leads to parameter maps that do not exactly honor point parameter estimates, and therefore results in rainfall simulations that do not perfectly reproduce rainfall statistics at observation locations. Apart for this minor over-smoothing of rain statistics in densely gauged areas, the NSTG model is able to simulate synthetic multi-site daily rainfall events that closely mimic observations.</p>

      <fig id="F4" specific-use="star"><label>Figure 4</label><caption><p id="d2e5723">Statistical signature of rainfall derived from observations (first row), stochastic simulations performed by the NSTG model (second row), and stochastic simulations performed by the BSNLG2022 benchmark model (fourth row). The third (resp. fifth) row displays the scatter-plots of the observed versus simulated (resp. benchmark simulation) statistics of interest as well as the associated Root Mean Square Error (RMSE). The first column displays the mean daily rainfall, column 2 displays the frequency of rainfall occurrence, columns 3 and 4 display the quantiles 50 % and 95 % of daily rainfall during wet days, and column 5 displays the 1-Wasserstein distance between observations and simulations.</p></caption>
            <graphic xlink:href="https://hess.copernicus.org/articles/30/4799/2026/hess-30-4799-2026-f04.png"/>

          </fig>

</sec>
<sec id="Ch1.S4.SS2.SSS2">
  <label>4.2.2</label><title>Rainfall fields simulation</title>
      <p id="d2e5740">The NSTG model has the ability to simulate rainfall not only at gauge locations, but also across the whole domain of interest <inline-formula><mml:math id="M189" display="inline"><mml:mi mathvariant="script">D</mml:mi></mml:math></inline-formula>. To assess this ability to simulate spatially continuous rainfall fields, the NSTG model is set-up to simulate rainfall on a 2 km-resolution regular grid. In contrast, the BSNLG2022 benchmark model remains multi-site because it is by construction unable to interpolate rainfall between observation locations (due to the use of empirical copulas – cf. Appendix <xref ref-type="sec" rid="App1.Ch1.S3"/> – the spatial dependencies can only be modeled between locations where observations are available).</p>
      <p id="d2e5752">Synthetic rainfall is generated by stochastic simulation (cf. Sect. <xref ref-type="sec" rid="Ch1.S3.SS4"/>). As in Sect. <xref ref-type="sec" rid="Ch1.S4.SS2.SSS1"/> the simulation is repeated the same number of times as the number of days within each rain type, and the 7305 daily simulations are ordered and concatenated to create a single 20-year time series with the same rain type timeline as the observations. To explore the performance of the simulations to generate realistic spatial patterns of rainfall, we map the similarity of rainfall time series simulated at three specific locations with the time series simulated in the rest of the target area. We also look at scatter-plots of similarity statistics between all pairs of rain gauge locations to assess spatial patterns at the scale of the island. The similarity of time series of rainfall occurrence is quantified by the Jaccard Index of Rainfall Occurrence (JI-RO) <xref ref-type="bibr" rid="bib1.bibx52" id="paren.77"/>, while the similarity of time series of rainfall intensity is quantified by the Pearson Correlation Coefficient of Rainfall Intensity (PCC-RI, evaluated solely on wet days):

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mathvariant="normal">‾</mml:mo></mml:mover><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">s</mml:mi><mml:mi>j</mml:mi></mml:msub><mml:mo>)</mml:mo><mml:mo>=</mml:mo><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mn mathvariant="normal">1</mml:mn><mml:mrow><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="normal">w</mml:mi></mml:msub></mml:mrow></mml:mfrac></mml:mstyle><mml:munderover><mml:mo movablelimits="false">∑</mml:mo><mml:mrow><mml:msub><mml:mi>t</mml:mi><mml:mi mathvariant="normal">w</mml:mi></mml:msub><mml:mo>=</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow><mml:mrow><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="normal">w</mml:mi></mml:msub></mml:mrow></mml:munderover><mml:mi>R</mml:mi><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">s</mml:mi><mml:mi>j</mml:mi></mml:msub><mml:mo>,</mml:mo><mml:msub><mml:mi>t</mml:mi><mml:mi mathvariant="normal">w</mml:mi></mml:msub><mml:mo>)</mml:mo></mml:mrow></mml:mtd></mml:mtr></mml:mtable></mml:mrow></mml:mtd></mml:mlabeledtr></mml:mtable></mml:math></disp-formula>

            where <inline-formula><mml:math id="M191" display="inline"><mml:mrow><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="normal">T</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> is the number of days in the dataset (here <inline-formula><mml:math id="M192" display="inline"><mml:mrow><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="normal">T</mml:mi></mml:msub><mml:mo>=</mml:mo><mml:mn mathvariant="normal">7305</mml:mn></mml:mrow></mml:math></inline-formula>), <inline-formula><mml:math id="M193" display="inline"><mml:mrow><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="normal">w</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> is the number of wet days, and <inline-formula><mml:math id="M194" display="inline"><mml:mrow><mml:mstyle background="https://hess.copernicus.org/articles/30/4799/2026/hess-30-4799-2026-g01.png"/><mml:mo>[</mml:mo><mml:mo>.</mml:mo><mml:mo>]</mml:mo></mml:mrow></mml:math></inline-formula> is the indicator function that takes the value 1 if the event in brackets is true and 0 otherwise.</p>
      <p id="d2e6509">Figure <xref ref-type="fig" rid="F5"/> compares the spatial structure of rainfall observations with those of the synthetic rainfall datasets simulated by the NSTG model on one hand (see Sect. S2 for a comparison stratified by rain types), and of the BSNLG2022 benchmark model on the other hand. Results show that when focusing on the ability of the models to reproduce the spatial patterns of rainfall occurrence evaluated through JI-RO (Fig. <xref ref-type="fig" rid="F5"/>a, b, e, f), both models perform equally well and almost perfectly simulate these patterns. Focusing next on the spatial patterns of rainfall intensity during rainy days evaluated through PCC-RI (Fig. <xref ref-type="fig" rid="F5"/>c, d, g, h), one can notice that the BSNLG2022 benchmark model simulates them very well while the NSTG model presents a few imperfections, with some correlations of moderate intensity being underestimated (Fig. <xref ref-type="fig" rid="F5"/>g). Underestimated spatial correlations mostly involve pairs of locations that are far from each others, and are apparent at the South-East of the island in Fig. <xref ref-type="fig" rid="F5"/>c (top row), and also detectable at the North-East of the island in Fig. <xref ref-type="fig" rid="F5"/>c (top row) and at the East of the island in Fig. <xref ref-type="fig" rid="F5"/>c (bottom row). This imperfect modeling of some long range correlations is likely due to the use of relatively large climate divisions when estimating the parameters of the covariance function at the local scale, which is necessary in the present setting to ensure that enough observations are available for a robust estimation of the covariance parameters (cf. Sect. <xref ref-type="sec" rid="Ch1.S3.SS3"/>). The interpolation of these parameters to build an island-scale non-stationary covariance function can misrepresent the actual values in areas where the covariance parameters vary strongly in space as well as at the edge of the climate divisions, leading to an imperfect modeling of the spatial dependencies in these areas. The spatial interpolation of the covariance parameters could be improved by extending the rain gauge network in poorly gauged locations, and in turn defining smaller climate divisions. The densification of the rain gauge network may also provide more detailed insights on the patterns of spatial dependencies, which could call for the use of a more refined covariance model accounting for instance for barrier effects <xref ref-type="bibr" rid="bib1.bibx8" id="paren.78"/> that may be induced by the drying effect of the TWI in the center of the island. On the positive side, the short to medium range correlations are very well simulated by the trans-Gaussian model, including the patterns of non-stationarity and anisotropy. One should in particular notice the ability of the model to simulate sinuous contours of iso-correlation (i.e., not circular nor elliptic) in Fig. <xref ref-type="fig" rid="F5"/>c, which is made possible by the use of a non-stationary and anisotropic covariance function to model spatial dependencies within the latent field. In addition, Fig. <xref ref-type="fig" rid="F5"/>g shows that the NSTG model properly simulates medium to strong correlations (Pearson correlation <inline-formula><mml:math id="M195" display="inline"><mml:mo>&gt;</mml:mo></mml:math></inline-formula> 0.5) for all pairs of gauges, which is of particular importance for rainfall mapping because they are the ones that influence the most the spatial interpolation.</p>

      <fig id="F5" specific-use="star"><label>Figure 5</label><caption><p id="d2e6547">Spatial patterns of rainfall generated by stochastic simulations performed by the NSTG model <bold>(a, c, e, g)</bold> and by the BSNLG2022 benchmark model <bold>(b, d, f, h)</bold>. The panels <bold>(a)</bold> and <bold>(b)</bold> display the Jaccard Index of rainfall occurrence (JI-RO) with respect to three locations denoted by a star (<sup>*</sup>), and the panels <bold>(c)</bold> and <bold>(d)</bold> display the Pearson Correlation Coefficient of rain intensity evaluated solely on wet days (PCC-RI) with respect to the same locations. The panel <bold>(e)</bold> (resp. <bold>f</bold>) displays scatter-plots of observed versus simulated Jaccard index for all pairs of rain gauge locations for the NSTG model (resp. the BSNLG2022 benchmark model). The panel <bold>(g)</bold> (resp. <bold>h</bold>) displays scatter-plots of observed versus simulated Pearson correlation for all pairs of rain gauge locations and for the NSTG model (resp. the BSNLG2022 benchmark model). In <bold>(c)</bold> the grey color denotes areas where less than 5 % of the days are wet simultaneously with the target location, and where the estimation of PCC-RI is therefore deemed unrealiable. In <bold>(a)</bold>, <bold>(b)</bold>, <bold>(c)</bold>, <bold>(d)</bold> the foreground circles denote observation data, the continuous background color (in <bold>a</bold>, <bold>c</bold>) denotes simulations from NSTG model, and the background squares (in <bold>b</bold>, <bold>d</bold>) denote simulations from the BSNLG2022 benchmark model.</p></caption>
            <graphic xlink:href="https://hess.copernicus.org/articles/30/4799/2026/hess-30-4799-2026-f05.png"/>

          </fig>

      <p id="d2e6625">In summary, Fig. <xref ref-type="fig" rid="F4"/> shows that the NSTG model is able to simulate rainfall fields with point statistics reproducing almost perfectly the marginal distribution of the observations. Figure <xref ref-type="fig" rid="F5"/> shows that the NSTG model can simulate rainfall fields with realistic patterns of rainfall occurrence and intensity, and is in particular able to reproduce the sinuous contours of iso-correlation emerging from the Hawai`i observation dataset. The use of a parametric covariance function is the keystone for the design of a stochastic rainfall generator able to simulate spatially continuous rainfall fields, which is a requirement to generate rainfall maps from sparse rain gauge observations as detailed hereafter.</p>
</sec>
</sec>
<sec id="Ch1.S4.SS3">
  <label>4.3</label><title>Mapping daily rainfall over complex topography</title>
      <p id="d2e6641">Building on the ability of the NSTG model to simulate realistic rainfall fields between observation locations, we next assess its ability to predict rainfall at ungauged locations, which corresponds to rainfall mapping. This is evaluated through a cross-validation procedure, in which we iteratively select a target rain gauge, remove it from the training dataset (as well as the data from all gauges belonging to a 5 km-radius circular area centered on this target gauge in order to mitigate the effect of near co-located gauges), re-estimate model parameters for the new training dataset, predict rainfall at the target location, and finally compare the predicted and observed rainfall values. The same procedure is applied to all gauges sequentially, and ultimately the cross-validation implemented here is equivalent to a leave-one-out approach. The quality of the rainfall prediction is evaluated with respect to the ability of the model to estimate rainfall occurrence as well as rainfall intensity during wet days. The prediction of rainfall occurrence is evaluated at each gauge location through the following metrics: the mean bias of the predicted rainfall occurrence (MB-RO), the mean absolute error of rainfall occurrence (MAE-RO), and the Brier score of rainfall occurrence (BS-RO) that measures the accuracy of the probabilistic prediction <xref ref-type="bibr" rid="bib1.bibx21" id="paren.79"/>:

                <disp-formula specific-use="gather" content-type="numbered"><mml:math id="M197" display="block"><mml:mtable displaystyle="true"><mml:mlabeledtr id="Ch1.E12"><mml:mtd><mml:mtext>12</mml:mtext></mml:mtd><mml:mtd><mml:mrow><mml:mstyle class="stylechange" displaystyle="true"/><mml:mtable rowspacing="0.2ex" class="split" displaystyle="true" columnalign="right left"><mml:mtr><mml:mtd/><mml:mtd><mml:mrow><mml:mtext>MB-RO</mml:mtext><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">s</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd/><mml:mtd><mml:mrow><mml:mo>=</mml:mo><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mn mathvariant="normal">1</mml:mn><mml:mrow><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="normal">T</mml:mi></mml:msub></mml:mrow></mml:mfrac></mml:mstyle><mml:munderover><mml:mo movablelimits="false">∑</mml:mo><mml:mrow><mml:mi>t</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow><mml:mrow><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="normal">T</mml:mi></mml:msub></mml:mrow></mml:munderover><mml:mo>(</mml:mo><mml:mstyle background="https://hess.copernicus.org/articles/30/4799/2026/hess-30-4799-2026-g01.png"/><mml:mfenced open="[" close="]"><mml:mrow><mml:mover accent="true"><mml:mi>R</mml:mi><mml:mo mathvariant="normal" stretchy="false">^</mml:mo></mml:mover><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">s</mml:mi><mml:mo>,</mml:mo><mml:mi>t</mml:mi><mml:mo>)</mml:mo><mml:mo>&gt;</mml:mo><mml:mn mathvariant="normal">0</mml:mn></mml:mrow></mml:mfenced><mml:mo>-</mml:mo><mml:mstyle background="https://hess.copernicus.org/articles/30/4799/2026/hess-30-4799-2026-g01.png"/><mml:mfenced close="]" open="["><mml:mrow><mml:msub><mml:mi>R</mml:mi><mml:mi mathvariant="normal">obs</mml:mi></mml:msub><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">s</mml:mi><mml:mo>,</mml:mo><mml:mi>t</mml:mi><mml:mo>)</mml:mo><mml:mo>&gt;</mml:mo><mml:mn mathvariant="normal">0</mml:mn></mml:mrow></mml:mfenced><mml:mo>)</mml:mo></mml:mrow></mml:mtd></mml:mtr></mml:mtable></mml:mrow></mml:mtd></mml:mlabeledtr><mml:mlabeledtr id="Ch1.E13"><mml:mtd><mml:mtext>13</mml:mtext></mml:mtd><mml:mtd><mml:mrow><mml:mstyle class="stylechange" displaystyle="true"/><mml:mtable class="split" rowspacing="0.2ex" displaystyle="true" columnalign="right left"><mml:mtr><mml:mtd/><mml:mtd><mml:mrow><mml:mtext>MAE-RO</mml:mtext><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">s</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd/><mml:mtd><mml:mrow><mml:mo>=</mml:mo><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mn mathvariant="normal">1</mml:mn><mml:mrow><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="normal">T</mml:mi></mml:msub></mml:mrow></mml:mfrac></mml:mstyle><mml:munderover><mml:mo movablelimits="false">∑</mml:mo><mml:mrow><mml:mi>t</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow><mml:mrow><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="normal">T</mml:mi></mml:msub></mml:mrow></mml:munderover><mml:mo>|</mml:mo><mml:mstyle background="https://hess.copernicus.org/articles/30/4799/2026/hess-30-4799-2026-g01.png"/><mml:mfenced close="]" open="["><mml:mrow><mml:mover accent="true"><mml:mi>R</mml:mi><mml:mo mathvariant="normal" stretchy="false">^</mml:mo></mml:mover><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">s</mml:mi><mml:mo>,</mml:mo><mml:mi>t</mml:mi><mml:mo>)</mml:mo><mml:mo>&gt;</mml:mo><mml:mn mathvariant="normal">0</mml:mn></mml:mrow></mml:mfenced><mml:mo>-</mml:mo><mml:mstyle background="https://hess.copernicus.org/articles/30/4799/2026/hess-30-4799-2026-g01.png"/><mml:mfenced open="[" close="]"><mml:mrow><mml:msub><mml:mi>R</mml:mi><mml:mi mathvariant="normal">obs</mml:mi></mml:msub><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">s</mml:mi><mml:mo>,</mml:mo><mml:mi>t</mml:mi><mml:mo>)</mml:mo><mml:mo>&gt;</mml:mo><mml:mn mathvariant="normal">0</mml:mn></mml:mrow></mml:mfenced><mml:mo>|</mml:mo></mml:mrow></mml:mtd></mml:mtr></mml:mtable></mml:mrow></mml:mtd></mml:mlabeledtr><mml:mlabeledtr id="Ch1.E14"><mml:mtd><mml:mtext>14</mml:mtext></mml:mtd><mml:mtd><mml:mrow><mml:mstyle displaystyle="true" class="stylechange"/><mml:mtable class="split" rowspacing="0.2ex" displaystyle="true" columnalign="right left"><mml:mtr><mml:mtd/><mml:mtd><mml:mrow><mml:mtext>BS-RO</mml:mtext><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">s</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd/><mml:mtd><mml:mrow><mml:mo>=</mml:mo><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mn mathvariant="normal">1</mml:mn><mml:mrow><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="normal">T</mml:mi></mml:msub></mml:mrow></mml:mfrac></mml:mstyle><mml:munderover><mml:mo movablelimits="false">∑</mml:mo><mml:mrow><mml:mi>t</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow><mml:mrow><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="normal">T</mml:mi></mml:msub></mml:mrow></mml:munderover><mml:mo>(</mml:mo><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mn mathvariant="normal">1</mml:mn><mml:mrow><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="normal">sim</mml:mi></mml:msub></mml:mrow></mml:mfrac></mml:mstyle><mml:mo>(</mml:mo><mml:munderover><mml:mo movablelimits="false">∑</mml:mo><mml:mrow><mml:mi mathvariant="normal">sim</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow><mml:mrow><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="normal">sim</mml:mi></mml:msub></mml:mrow></mml:munderover><mml:mstyle background="https://hess.copernicus.org/articles/30/4799/2026/hess-30-4799-2026-g01.png"/><mml:mo>[</mml:mo><mml:msub><mml:mi>R</mml:mi><mml:mi mathvariant="normal">sim</mml:mi></mml:msub><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">s</mml:mi><mml:mo>,</mml:mo><mml:mi>t</mml:mi><mml:mo>)</mml:mo><mml:mo>&gt;</mml:mo><mml:mn mathvariant="normal">0</mml:mn><mml:mo>]</mml:mo><mml:mo>)</mml:mo><mml:mo>-</mml:mo><mml:mstyle background="https://hess.copernicus.org/articles/30/4799/2026/hess-30-4799-2026-g01.png"/><mml:mfenced open="[" close="]"><mml:mrow><mml:msub><mml:mi>R</mml:mi><mml:mi mathvariant="normal">obs</mml:mi></mml:msub><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">s</mml:mi><mml:mo>,</mml:mo><mml:mi>t</mml:mi><mml:mo>)</mml:mo><mml:mo>&gt;</mml:mo><mml:mn mathvariant="normal">0</mml:mn></mml:mrow></mml:mfenced><mml:msup><mml:mo>)</mml:mo><mml:mn mathvariant="normal">2</mml:mn></mml:msup></mml:mrow></mml:mtd></mml:mtr></mml:mtable></mml:mrow></mml:mtd></mml:mlabeledtr></mml:mtable></mml:math></disp-formula>

          where <inline-formula><mml:math id="M198" display="inline"><mml:mrow><mml:mover accent="true"><mml:mi>R</mml:mi><mml:mo mathvariant="normal" stretchy="false">^</mml:mo></mml:mover><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">s</mml:mi><mml:mo>,</mml:mo><mml:mi>t</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> is the prediction of rainfall at location <inline-formula><mml:math id="M199" display="inline"><mml:mi mathvariant="bold-italic">s</mml:mi></mml:math></inline-formula> and day <inline-formula><mml:math id="M200" display="inline"><mml:mi>t</mml:mi></mml:math></inline-formula> (here the median of 100 simulations is selected as rainfall prediction for the NSTG model), and <inline-formula><mml:math id="M201" display="inline"><mml:mrow><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="normal">sim</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> is the number of conditional simulations (here <inline-formula><mml:math id="M202" display="inline"><mml:mrow><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="normal">sim</mml:mi></mml:msub><mml:mo>=</mml:mo><mml:mn mathvariant="normal">100</mml:mn></mml:mrow></mml:math></inline-formula>). To complement the evaluation of rainfall occurrence prediction, we assess the prediction of rainfall intensity conditionally to the occurrence of rainfall (in the following, the occurrence of rainfall is always determined from observations). The prediction of rainfall intensity during wet days is evaluated through the following metrics, evaluated solely on wet days: the mean bias of the predicted intensity (MB-RI), the mean absolute error of rainfall intensity (MAE-RI), and the mean continuous ranked probability score of rainfall intensity (MCRPS-RI, <xref ref-type="bibr" rid="bib1.bibx42" id="paren.80"/>) that measures the accuracy of the probabilistic prediction and corresponds to the integral of the Brier score associated with all possible rainfall intensity thresholds greater than zero:

                <disp-formula specific-use="gather" content-type="numbered"><mml:math id="M203" display="block"><mml:mtable displaystyle="true"><mml:mlabeledtr id="Ch1.E15"><mml:mtd><mml:mtext>15</mml:mtext></mml:mtd><mml:mtd><mml:mrow><mml:mstyle displaystyle="true" class="stylechange"/><mml:mi mathvariant="normal">MB</mml:mi><mml:mo>-</mml:mo><mml:mi mathvariant="normal">RI</mml:mi><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">s</mml:mi><mml:mo>)</mml:mo><mml:mo>=</mml:mo><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mn mathvariant="normal">1</mml:mn><mml:mrow><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="normal">w</mml:mi></mml:msub></mml:mrow></mml:mfrac></mml:mstyle><mml:munderover><mml:mo movablelimits="false">∑</mml:mo><mml:mrow><mml:msub><mml:mi>t</mml:mi><mml:mi mathvariant="normal">w</mml:mi></mml:msub><mml:mo>=</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow><mml:mrow><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="normal">w</mml:mi></mml:msub></mml:mrow></mml:munderover><mml:mfenced open="(" close=")"><mml:mrow><mml:mover accent="true"><mml:mi>R</mml:mi><mml:mo mathvariant="normal" stretchy="false">^</mml:mo></mml:mover><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">s</mml:mi><mml:mo>,</mml:mo><mml:msub><mml:mi>t</mml:mi><mml:mi mathvariant="normal">w</mml:mi></mml:msub><mml:mo>)</mml:mo><mml:mo>-</mml:mo><mml:msub><mml:mi>R</mml:mi><mml:mi mathvariant="normal">obs</mml:mi></mml:msub><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">s</mml:mi><mml:mo>,</mml:mo><mml:msub><mml:mi>t</mml:mi><mml:mi mathvariant="normal">w</mml:mi></mml:msub><mml:mo>)</mml:mo></mml:mrow></mml:mfenced></mml:mrow></mml:mtd></mml:mlabeledtr><mml:mlabeledtr id="Ch1.E16"><mml:mtd><mml:mtext>16</mml:mtext></mml:mtd><mml:mtd><mml:mrow><mml:mstyle displaystyle="true" class="stylechange"/><mml:mi mathvariant="normal">MAE</mml:mi><mml:mo>-</mml:mo><mml:mi mathvariant="normal">RI</mml:mi><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">s</mml:mi><mml:mo>)</mml:mo><mml:mo>=</mml:mo><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mn mathvariant="normal">1</mml:mn><mml:mrow><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="normal">w</mml:mi></mml:msub></mml:mrow></mml:mfrac></mml:mstyle><mml:munderover><mml:mo movablelimits="false">∑</mml:mo><mml:mrow><mml:msub><mml:mi>t</mml:mi><mml:mi mathvariant="normal">w</mml:mi></mml:msub><mml:mo>=</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow><mml:mrow><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="normal">w</mml:mi></mml:msub></mml:mrow></mml:munderover><mml:mfenced open="|" close="|"><mml:mrow><mml:mover accent="true"><mml:mi>R</mml:mi><mml:mo stretchy="false" mathvariant="normal">^</mml:mo></mml:mover><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">s</mml:mi><mml:mo>,</mml:mo><mml:msub><mml:mi>t</mml:mi><mml:mi mathvariant="normal">w</mml:mi></mml:msub><mml:mo>)</mml:mo><mml:mo>-</mml:mo><mml:msub><mml:mi>R</mml:mi><mml:mi mathvariant="normal">obs</mml:mi></mml:msub><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">s</mml:mi><mml:mo>,</mml:mo><mml:msub><mml:mi>t</mml:mi><mml:mi mathvariant="normal">w</mml:mi></mml:msub><mml:mo>)</mml:mo></mml:mrow></mml:mfenced></mml:mrow></mml:mtd></mml:mlabeledtr><mml:mlabeledtr id="Ch1.E17"><mml:mtd><mml:mtext>17</mml:mtext></mml:mtd><mml:mtd><mml:mrow><mml:mstyle class="stylechange" displaystyle="true"/><mml:mtable class="split" rowspacing="0.2ex" displaystyle="true" columnalign="right left"><mml:mtr><mml:mtd/><mml:mtd><mml:mrow><mml:mi mathvariant="normal">MCRPS</mml:mi><mml:mo>-</mml:mo><mml:mi mathvariant="normal">RI</mml:mi><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">s</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd/><mml:mtd><mml:mrow><mml:mo>=</mml:mo><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mn mathvariant="normal">1</mml:mn><mml:mrow><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="normal">w</mml:mi></mml:msub></mml:mrow></mml:mfrac></mml:mstyle><mml:munderover><mml:mo movablelimits="false">∑</mml:mo><mml:mrow><mml:msub><mml:mi>t</mml:mi><mml:mi mathvariant="normal">w</mml:mi></mml:msub><mml:mo>=</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow><mml:mrow><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="normal">w</mml:mi></mml:msub></mml:mrow></mml:munderover><mml:munderover><mml:mo movablelimits="false">∫</mml:mo><mml:mrow><mml:mi>r</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">0</mml:mn></mml:mrow><mml:mrow><mml:mo>+</mml:mo><mml:mi mathvariant="normal">∞</mml:mi></mml:mrow></mml:munderover><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="normal">F</mml:mi><mml:mrow><mml:msub><mml:mi>R</mml:mi><mml:mi mathvariant="normal">sim</mml:mi></mml:msub><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">s</mml:mi><mml:mo>,</mml:mo><mml:msub><mml:mi>t</mml:mi><mml:mi mathvariant="normal">w</mml:mi></mml:msub><mml:mo>)</mml:mo></mml:mrow></mml:msub><mml:mo>(</mml:mo><mml:mi>r</mml:mi><mml:mo>)</mml:mo><mml:mo>-</mml:mo><mml:mstyle background="https://hess.copernicus.org/articles/30/4799/2026/hess-30-4799-2026-g01.png"/><mml:mo>[</mml:mo><mml:mi>r</mml:mi><mml:mo>≥</mml:mo><mml:msub><mml:mi>R</mml:mi><mml:mi mathvariant="normal">obs</mml:mi></mml:msub><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">s</mml:mi><mml:mo>,</mml:mo><mml:msub><mml:mi>t</mml:mi><mml:mi mathvariant="normal">w</mml:mi></mml:msub><mml:mo>)</mml:mo><mml:mo>]</mml:mo><mml:msup><mml:mo>)</mml:mo><mml:mn mathvariant="normal">2</mml:mn></mml:msup><mml:mi mathvariant="normal">d</mml:mi><mml:mi>r</mml:mi></mml:mrow></mml:mtd></mml:mtr></mml:mtable></mml:mrow></mml:mtd></mml:mlabeledtr></mml:mtable></mml:math></disp-formula>

          where <inline-formula><mml:math id="M204" display="inline"><mml:mrow><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="normal">w</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> is the number of wet days observed at the target location (i.e., days such that <inline-formula><mml:math id="M205" display="inline"><mml:mrow><mml:msub><mml:mi>R</mml:mi><mml:mi mathvariant="normal">obs</mml:mi></mml:msub><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">s</mml:mi><mml:mo>,</mml:mo><mml:msub><mml:mi>t</mml:mi><mml:mi mathvariant="normal">w</mml:mi></mml:msub><mml:mo>)</mml:mo><mml:mo>&gt;</mml:mo><mml:mn mathvariant="normal">0</mml:mn></mml:mrow></mml:math></inline-formula>), and <inline-formula><mml:math id="M206" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="normal">F</mml:mi><mml:mrow><mml:msub><mml:mi>R</mml:mi><mml:mi mathvariant="normal">sim</mml:mi></mml:msub><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">s</mml:mi><mml:mo>,</mml:mo><mml:msub><mml:mi>t</mml:mi><mml:mi mathvariant="normal">w</mml:mi></mml:msub><mml:mo>)</mml:mo></mml:mrow></mml:msub></mml:mrow></mml:math></inline-formula> is the cdf of the rainfall forecast derived from the 100 simulations <inline-formula><mml:math id="M207" display="inline"><mml:mrow><mml:msub><mml:mi>R</mml:mi><mml:mi mathvariant="normal">sim</mml:mi></mml:msub><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">s</mml:mi><mml:mo>,</mml:mo><mml:msub><mml:mi>t</mml:mi><mml:mi mathvariant="normal">w</mml:mi></mml:msub><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula>.</p>
      <p id="d2e7496">The performance of the NSTG model is benchmarked against a Climatically Aided Interpolation (CAI) framework <xref ref-type="bibr" rid="bib1.bibx99 bib1.bibx50" id="paren.81"/>, which has been applied to map monthly rainfall in Hawai`i <xref ref-type="bibr" rid="bib1.bibx63" id="paren.82"/> and is customized hereafter to enable the mapping of daily rainfall. CAI is used in place of BSNLG2022 to benchmark rainfall mapping because the latter model only allows for multi-site modeling and therefore lacks the interpolation skills necessary for mapping. CAI involves firstly to derive a mean Climatological Rainfall Pattern (CRP) at each gauge location for the period of interest, secondly to define RainFall Anomalies (RFA) to the CRP, thirdly to interpolate CRP and RFA at ungauged locations, and fourthly to retrieve the interpolated rainfall fields by back-transformation of RFA. To allow a fair comparison with the NSTG model, one CAI model is set up for each rain type separately and the exact same dataset is used for model calibration. In this setting and for a given rain gauge location <inline-formula><mml:math id="M208" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">s</mml:mi><mml:mi mathvariant="normal">g</mml:mi></mml:msub><mml:mo>∈</mml:mo><mml:msub><mml:mi mathvariant="script">N</mml:mi><mml:mi mathvariant="normal">etwork</mml:mi></mml:msub><mml:mo>⊂</mml:mo><mml:mi mathvariant="script">D</mml:mi></mml:mrow></mml:math></inline-formula> we define the CRP as the mean daily rainfall during the rain type of interest (i.e., <inline-formula><mml:math id="M209" display="inline"><mml:mrow><mml:mi mathvariant="normal">CRP</mml:mi><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">s</mml:mi><mml:mi mathvariant="normal">g</mml:mi></mml:msub><mml:mo>)</mml:mo><mml:mo>=</mml:mo><mml:mstyle displaystyle="false"><mml:mfrac style="text"><mml:mn mathvariant="normal">1</mml:mn><mml:mrow><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="normal">obs</mml:mi></mml:msub></mml:mrow></mml:mfrac></mml:mstyle><mml:msubsup><mml:mo>∑</mml:mo><mml:mrow><mml:mi>j</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow><mml:mrow><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="normal">obs</mml:mi></mml:msub></mml:mrow></mml:msubsup><mml:mfenced close=")" open="("><mml:mrow><mml:msub><mml:mi>R</mml:mi><mml:mi>j</mml:mi></mml:msub><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">s</mml:mi><mml:mi mathvariant="normal">g</mml:mi></mml:msub><mml:mo>)</mml:mo></mml:mrow></mml:mfenced></mml:mrow></mml:math></inline-formula>), and the RFA of a given day <inline-formula><mml:math id="M210" display="inline"><mml:mi>j</mml:mi></mml:math></inline-formula> as: <inline-formula><mml:math id="M211" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="normal">RFA</mml:mi><mml:mi>j</mml:mi></mml:msub><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">s</mml:mi><mml:mi mathvariant="normal">g</mml:mi></mml:msub><mml:mo>)</mml:mo><mml:mo>=</mml:mo><mml:mi>log⁡</mml:mi><mml:mfenced open="(" close=")"><mml:mrow><mml:mstyle displaystyle="false"><mml:mfrac style="text"><mml:mrow><mml:msub><mml:mi>R</mml:mi><mml:mi>j</mml:mi></mml:msub><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">s</mml:mi><mml:mi mathvariant="normal">g</mml:mi></mml:msub><mml:mo>)</mml:mo></mml:mrow><mml:mrow><mml:mi mathvariant="normal">CRP</mml:mi><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">s</mml:mi><mml:mi mathvariant="normal">g</mml:mi></mml:msub><mml:mo>)</mml:mo></mml:mrow></mml:mfrac></mml:mstyle><mml:mo>+</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:mfenced></mml:mrow></mml:math></inline-formula>. The interpolation of the CRP at ungauged locations is performed by Ordinary Kriging using a stationary Matérn covariance function with Nugget, and the interpolation of RFA is performed by Ordinary Kriging using a stationary Matérn covariance function without Nugget. With the above definitions the CAI model can be understood as a deterministic spatial interpolator (i.e., it provides a single estimation of daily rainfall at each target location, which is in contrast with stochastic interpolation that provides an ensemble prediction), which accounts for the non-stationarity of rainfall marginal distribution through the CRP, but assumes a stationary covariance for the spatial interpolation.</p>
      <p id="d2e7655">Figure <xref ref-type="fig" rid="F6"/>a–d displays the results of the cross-validation focusing on the spatial prediction of rainfall occurrence. It shows that the NSTG model performs very well except for a few stations located in sparsely gauged areas and at the transition between a domain where rainfall is very frequent (North-East coast and mountain slopes) and another domain with very rare precipitation (summits in the center of the island and North-West coast). In that context, the withdrawal of the target rain gauge from the training and conditioning datasets leads to a lack of information about the exact location of the gradient of rainfall occurrence, and in the absence of such information the model generates a smooth transition which misrepresents the actual gradient. This artifact is absent from more densely gauged areas (e.g., the West and North-East coasts), and one can therefore infer that the density of the rain gauge network is crucial to get accurate rain occurrence maps in areas with strong rainfall gradients. When comparing the above results with the CAI, one can notice that the NSTG model outperforms the CAI benchmark model both in terms of bias (Fig. <xref ref-type="fig" rid="F6"/>b) and magnitude of the prediction errors (Fig. <xref ref-type="fig" rid="F6"/>c). This can be explained by the tendency of the CAI benchmark model to over-predict very light rain in place of dry conditions because it does not explicitly account for the zero-inflated nature of daily rainfall data. In contrast, the explicit modeling of this feature in the trans-Gaussian framework allows the NSTG model to map rainfall occurrence more effectively.</p>

      <fig id="F6" specific-use="star"><label>Figure 6</label><caption><p id="d2e7667">Cross-validation assessment of rainfall mapping performance. <bold>(a–d)</bold> Evaluation of rain occurrence prediction. <bold>(e–h)</bold> Evaluation of the prediction of daily rainfall intensity conditionally to the occurrence of rainfall.</p></caption>
          <graphic xlink:href="https://hess.copernicus.org/articles/30/4799/2026/hess-30-4799-2026-f06.png"/>

        </fig>

      <p id="d2e7682">Figure <xref ref-type="fig" rid="F6"/>e–h investigates the interpolation of rainfall intensity conditionally to the occurrence of rainfall. One can notice that in contrast with rainfall occurrence, rainfall intensity varies substantially between nearby locations, which is particularly visible in the densely gauged area in the East of the island (Fig <xref ref-type="fig" rid="F6"/>e). This feature is not perfectly captured by the NSTG model nor by the CAI benchmark model, and both models smooth-out the local variability of rainfall intensity. This is because all data from the gauges located in a 5km radius around the target gauge are discarded from the cross-validation, which prevents the models from learning the local behavior of rainfall and leads to biases of opposite signs for neighbouring gauges (Fig <xref ref-type="fig" rid="F6"/>f). The second artefact in rainfall intensity mapping is the imperfect depiction of rainfall intensity gradients in sparsely gauged areas, which is caused by the same reasons as discussed for rainfall occurrence. When comparing the skills of the two rainfall mapping approaches, one can notice that the CAI benchmark model marginally outperforms the NSTG model when averaging the MB-RI and MAE-RI metrics over all gauges, but that the patterns and overall magnitude of the interpolation errors are very similar for both models. This suggests that using a non-stationary covariance in the NSTG model does not improve rainfall mapping in sparsely gauged areas, even though the non-stationary covariance effectively improves the realism of the stochastic rainfall field simulations (cf. Sect. <xref ref-type="sec" rid="Ch1.S4.SS2.SSS2"/>) used as a basis for the stochastic interpolation.</p>
      <p id="d2e7693">On another note, Fig. <xref ref-type="fig" rid="F6"/>d and h show that a significant advantage of the NSTG model is its ability to provide probabilistic estimates of rainfall by means of an ensemble of conditional simulations, which CAI cannot do. The better scores obtained for the probabilistic forecasts (BS-RO in Fig. <xref ref-type="fig" rid="F6"/>d, and MCRPS-RI in Fig. <xref ref-type="fig" rid="F6"/>h) than for their deterministic counterparts (MAE-RO in Fig. <xref ref-type="fig" rid="F6"/>c, and MAE-RI in Fig. <xref ref-type="fig" rid="F6"/>g) show the additional information brought by the ensemble approach.</p>
</sec>
<sec id="Ch1.S4.SS4">
  <label>4.4</label><title>Conditioning daily rainfall maps to monthly totals</title>
      <p id="d2e7715">Section <xref ref-type="sec" rid="Ch1.S4.SS3"/> showed that, like every interpolation method, the NSTG model has decreasing skills in rainfall mapping when the density of the rain gauge network decreases. This is often unavoidable in mountainous regions because the rough topography makes the setup and maintenance of rain gauge networks challenging. To improve the representation of rainfall gradients in poorly gauged areas, we propose conditioning daily rainfall maps not only to daily rain gauge observations as demonstrated in Sect. <xref ref-type="sec" rid="Ch1.S4.SS3"/>, but also to monthly totals derived from monthly rainfall maps that incorporate more information about rainfall patterns than is provided by the daily rain gauge network.</p>
      <p id="d2e7722">Conditioning daily maps to monthly totals is obtained by adding a Metropolis within Gibbs step in the processing framework (see Sect. <xref ref-type="sec" rid="Ch1.S3.SS6"/>), and hereafter we apply this step at 200 virtual stations spread throughout the Island of Hawai`i (white crosses in Fig. <xref ref-type="fig" rid="F7"/>, bottom left) to compensate for the large gaps existing in the rain gauge network. The impact of conditioning daily rainfall maps to monthly totals is illustrated for the months of January, April, July and October 2018, which have been selected to cover a wide range of weather conditions and sample all rain types observed in Hawai`i.</p>

      <fig id="F7" specific-use="star"><label>Figure 7</label><caption><p id="d2e7731">Maps of monthly rainfall for the months of January, April, July and October 2018 derived from the HCDP monthly historical rainfall dataset (top row), the sum of 30 or 31 daily rainfall maps obtained by the stochastic interpolation of rain gauge observations (middle row), and the sum of daily rainfall maps obtained by the stochastic interpolation of rain gauge observations constrained to honor HCDP monthly totals at 200 virtual stations (bottom row). In the bottom plot of January 2018 the dots denote the locations of the 79 rain gauges and the crosses denote the locations of the 200 virtual stations.</p></caption>
          <graphic xlink:href="https://hess.copernicus.org/articles/30/4799/2026/hess-30-4799-2026-f07.png"/>

        </fig>

      <p id="d2e7741">Figure <xref ref-type="fig" rid="F7"/> compares the reference HCDP monthly rainfall maps (Fig. <xref ref-type="fig" rid="F7"/>, top row) with the monthly accumulations obtained by summing the 30 or 31 daily rainfall maps derived from daily rain gauge observations only (Fig. <xref ref-type="fig" rid="F7"/>, middle row), and with the sum of daily maps also conditioned to HCDP monthly totals at 200 virtual stations (Fig. <xref ref-type="fig" rid="F7"/>, bottom row). The daily rainfall fields associated to Fig. <xref ref-type="fig" rid="F7"/> middle row and Fig. <xref ref-type="fig" rid="F7"/> bottom row are displayed in Sect. S3–S6. Results show that conditioning daily rainfall maps to monthly totals enables to transpose the features of the reference HCDP maps into the daily rainfall maps derived from rain gauge observations, and in their monthly sum displayed in Fig. <xref ref-type="fig" rid="F7"/> bottom row. In particular, one can notice in Fig. <xref ref-type="fig" rid="F7"/> bottom row the emergence of a monthly spatial maximum at an ungauged location that is located on the East side of Mauna Loa for the four months of interest. In addition, the spatial gradients of rainfall occurring in the North and South of this wet area are sharper when the daily maps are conditioned to monthly totals, leading to more realistic rainfall patterns in the South-East and East feet of Mauna Loa. At higher altitudes, the wet-dry gradient occurring at the East of Mauna Kea and Mauna Loa summits is more sinuous when adding the monthly conditioning, which again improves the realism of the monthly rainfall patterns. It is worth mentioning that the improved gradients and patterns of monthly rainfall obtained by conditioning daily maps to monthly totals propagate to the daily rainfall maps displayed in Sect. S3–S6 in supplementary material, and that this improvement does not introduce any spurious smoothing nor a drizzle effect (i.e., the under-estimation of dry areas coupled with an over-estimation of very low rainfall intensities) in the daily rainfall maps.</p>
      <p id="d2e7761">To assess how the conditioning to monthly totals impacts daily rainfall maps, we perform a cross-validation study narrowed to three gauges located on the East side of Mauna Kea and on the months of January, April, July and October 2018. This area has been selected because it experiences a strong spatial gradient of rainfall and because it is only sparsely gauged, which leads to a limited performance in rainfall mapping as discussed in Sect. <xref ref-type="sec" rid="Ch1.S4.SS3"/>. The cross-validation is performed as in Sect. <xref ref-type="sec" rid="Ch1.S4.SS3"/> and we use the same evaluation metrics (i.e., Mean Bias – MB, Mean Absolute Error - MAE, and Mean Continuous Ranked Probability Score – MCRPS) but for conciseness these metrics are evaluated hereafter on a monthly basis and on the entire time series (i.e., without separation between rainfall occurrence and rainfall intensity). We compare three methods of rainfall mapping: (1) the stochastic interpolation of daily rain gauge observations with the parameters of the NSTG model assumed to be unknown at the target location, which corresponds to the setting tested in Sect. <xref ref-type="sec" rid="Ch1.S4.SS3"/>; (2) the stochastic interpolation of daily rain gauge observations with the parameters of the NSTG model assumed to be known at the target location, which corresponds to the hypothetical case of a rain gauge that has been discontinued but whose past data are used to estimate the parameters of the model at that location; (3) the stochastic interpolation of daily rain gauge observations with the parameters of the NSTG model assumed to be unknown at the target location, and with an additional conditioning to the monthly total derived from the HCDP reference map.</p>

      <fig id="F8" specific-use="star"><label>Figure 8</label><caption><p id="d2e7772">Cross-validation assessment of the conditioning of daily rainfall maps to monthly totals. <bold>(a)</bold> Location of the three gauges of interest. <bold>(b–e)</bold> Time series of observed (dashed red lines) and interpolated (solid lines) daily rainfall for the three target locations and the months of January, April, July and October 2018. In <bold>(b)</bold>–<bold>(e)</bold> the dark blue lines denote results of stochastic interpolation with unknown model parameters at target location, the light blue lines denote results of stochastic interpolation with known model parameters at target location, and the black lines denote results of stochastic interpolation with unknown model parameters at target location and with additional conditioning to the monthly total.</p></caption>
          <graphic xlink:href="https://hess.copernicus.org/articles/30/4799/2026/hess-30-4799-2026-f08.png"/>

        </fig>

      <p id="d2e7793">Figure <xref ref-type="fig" rid="F8"/> displays the results of the cross-validation for the three settings described above. Results show that the conditioning to monthly totals (black lines in Fig. <xref ref-type="fig" rid="F8"/>) drastically improves the stochastic interpolation when the parameters of the model are unknown at the target location (dark blue lines in Fig. <xref ref-type="fig" rid="F8"/>). The improvement is major for the mean bias (90 % overall improvement) because the conditioning to monthly totals forces the mean monthly bias to be near zero, and the improvement is also very substantial for the mean absolute error (46 % overall improvement) and the mean CRPS (44 % overall improvement). This proves that conditioning to monthly totals not only improves the spatial patterns of rainfall embedded in monthly and daily maps as shown in Fig. <xref ref-type="fig" rid="F7"/> and in Sect. S3–S6, but also substantially improves point prediction – that is, the actual quality of the daily rainfall maps. It is also worth noticing that in the case of a sparsely gauged area the conditioning to monthly totals leads to better results than knowing the true value of model parameters (light blue lines in Fig. <xref ref-type="fig" rid="F8"/>), with an overall improvement of 83 % for the mean bias, 15 % for the mean absolute error, and 13 % for the mean CRPS. This suggests that knowing the local monthly rainfall accumulation brings more information to the stochastic interpolation of daily observations than knowing the long term rainfall statistics at the target location, and supports the idea that combining different temporal resolutions (here daily and monthly) in rainfall mapping effectively improve the high-resolution maps while ensuring consistency between maps at different resolutions.</p>
</sec>
</sec>
<sec id="Ch1.S5" sec-type="conclusions">
  <label>5</label><title>Conclusions</title>
      <p id="d2e7815">In this study we designed a fully non-stationary and trans-Gaussian model that is able to accommodate the steep spatial gradients of daily rainfall observed in mountainous regions. The use of a non-stationary transform function enables the simulation of realistic patterns of daily rainfall occurrence and intensity. In addition, the use of an anisotropic and non-stationary covariance function for the latent field paves the way for the simulation of rainfall fields with realistic spatial dependencies. When applied to data from a network of 79 rain gauges on the Island of Hawai`i, the proposed model is able to infer the spatial distribution of orographic rainfall and simulate gridded rainfall products that skillfully reproduce the observed rainfall statistics. Finally, daily rainfall maps are improved in poorly gauged areas by conditioning rainfall interpolation not only to daily rain gauge observations, but also to monthly totals through a Metropolis within Gibbs approach.</p>
      <p id="d2e7818">When designing the geostatistical model, we chose to follow a data-driven approach using only observations to inform the non-stationarity of rainfall. Hence, the marginal distribution of rainfall is first estimated at each rain gauge location separately and subsequently interpolated at ungauged locations. Similarly, the covariance function of the latent field is first assumed to be stationary within relatively small climate divisions during the estimation of the covariance parameters, then the covariance parameters are assigned to the barycenter of each climate division, and finally these parameters are interpolated through space and incorporated in a model of non-stationary covariance. The choice of a data-driven non-stationary model has the advantage of removing the need for covariates such as elevation or wind to inform the patterns of rainfall non-stationarity. This is of particular interest over complex topography and for high-resolution rainfall modeling because in this context the link between rainfall and topo-climatic covariates tends to be weak and complex <xref ref-type="bibr" rid="bib1.bibx40 bib1.bibx16" id="paren.83"/> and therefore challenging to account for in statistical rainfall models. However, data-driven non-stationary models require a lot of observations for calibration, which restricts the use of our model to densely gauged areas and calls for an increased density of rain gauge networks to improve model performance. Such high-density rain gauge network is currently being implemented in the state of Hawaii by the extension of the HCDP weather station network through the construction of Hawai`i Mesonet <xref ref-type="bibr" rid="bib1.bibx62" id="paren.84"/>.</p>
      <p id="d2e7827">Over the past few decades, automatic rain gauges and weather stations have started to record rainfall data at sub-daily time steps and large observation datasets at a 10 min (and sometimes higher) temporal resolution have become common. Generating high-temporal-resolution rainfall maps at the scale of an island or a mountain range using such rain gauge observations could be addressed using trans-Gaussian stochastic rainfall models. The main difficulty we envision in this endeavor is the modeling of the temporal dependencies that emerge in sub-daily resolution rainfall fields in addition to the spatial dependencies addressed in the present study that focused on daily resolution. Accounting for both spatial and temporal dependencies in the presence of orographic effects will require the development of non-stationary space-time covariance functions to model the latent field <xref ref-type="bibr" rid="bib1.bibx6" id="paren.85"/> and robust estimation methods to infer model parameters from rain gauge observations.</p>
      <p id="d2e7833">In the end, rainfall maps derived from rain gauge observations are expected to complement radar rainfall estimates in mountainous regions where the complex topography challenges this technology with beam blocking and ground clutter, and to substitute the lack of radar products in non-equipped areas. Increasing the accuracy and resolution of rainfall maps is expected to improve hydrological modeling and flood forecasting in small catchments that are widespread in mountainous regions where orographic effects prevail.</p>
</sec>

      
      </body>
    <back><app-group>

<app id="App1.Ch1.S1">
  <label>Appendix A</label><title>Gibbs sampler adapted to the simulation of censored rainfall pseudo-observations</title><boxed-text content-type="algorithm" position="float" id="App1.Ch1.S1.Prog1"><label>Algorithm A1</label><caption><p id="d2e7849">Gibbs sampler.</p></caption><disp-quote content-type="algorithmic" specific-use="numbering{0}"><list>

    <list-item>

      <p id="d2e7856" specific-use="STATE"><bold>Inputs</bold>:</p>
          </list-item>

    <list-item>

      <p id="d2e7864" specific-use="STATE">– A vector <inline-formula><mml:math id="M212" display="inline"><mml:mi mathvariant="bold-italic">R</mml:mi></mml:math></inline-formula> of daily rainfall observations sorted so that its first <inline-formula><mml:math id="M213" display="inline"><mml:mrow><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="normal">d</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> elements correspond to a dry observation (i.e., <inline-formula><mml:math id="M214" display="inline"><mml:mrow><mml:mi mathvariant="bold-italic">R</mml:mi><mml:mo>(</mml:mo><mml:mi>i</mml:mi><mml:mo>)</mml:mo><mml:mo>=</mml:mo><mml:mn mathvariant="normal">0</mml:mn></mml:mrow></mml:math></inline-formula>, <inline-formula><mml:math id="M215" display="inline"><mml:mrow><mml:mo>∀</mml:mo><mml:mi>i</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">1</mml:mn><mml:mo>,</mml:mo><mml:mi mathvariant="normal">…</mml:mi><mml:mo>,</mml:mo><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="normal">d</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>), and the other elements correspond to a non-zero observation (i.e., <inline-formula><mml:math id="M216" display="inline"><mml:mrow><mml:mi mathvariant="bold-italic">R</mml:mi><mml:mo>(</mml:mo><mml:mi>j</mml:mi><mml:mo>)</mml:mo><mml:mo>&gt;</mml:mo><mml:mn mathvariant="normal">0</mml:mn></mml:mrow></mml:math></inline-formula>, <inline-formula><mml:math id="M217" display="inline"><mml:mrow><mml:mo>∀</mml:mo><mml:mi>j</mml:mi><mml:mo>=</mml:mo><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="normal">d</mml:mi></mml:msub><mml:mo>+</mml:mo><mml:mn mathvariant="normal">1</mml:mn><mml:mo>,</mml:mo><mml:mi mathvariant="normal">…</mml:mi><mml:mo>,</mml:mo><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="normal">s</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>).</p>
          </list-item>

    <list-item>

      <p id="d2e7982" specific-use="STATE">– The transform function <inline-formula><mml:math id="M218" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="normal">Ψ</mml:mi><mml:mtext mathvariant="bold">s</mml:mtext></mml:msub></mml:mrow></mml:math></inline-formula> at each observation location.</p>
          </list-item>

    <list-item>

      <p id="d2e7999" specific-use="STATE">– The covariance function <inline-formula><mml:math id="M219" display="inline"><mml:mrow><mml:msub><mml:mi>C</mml:mi><mml:mi>Y</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> between all pairs of observation locations.</p>
          </list-item>

    <list-item>

      <p id="d2e8016" specific-use="STATE">– The number of iterations of the Gibbs sampler <inline-formula><mml:math id="M220" display="inline"><mml:mrow><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="normal">iter</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> (typically <inline-formula><mml:math id="M221" display="inline"><mml:mrow><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="normal">iter</mml:mi></mml:msub><mml:mo>=</mml:mo><mml:mn mathvariant="normal">2500</mml:mn></mml:mrow></mml:math></inline-formula>).</p>
          </list-item>

    <list-item>

      <p id="d2e8049" specific-use="STATE"><bold>Instructions</bold>:</p>
          </list-item>

    <list-item>

      <p id="d2e8057" specific-use="STATE">1. <bold>For</bold> <inline-formula><mml:math id="M222" display="inline"><mml:mrow><mml:mi>d</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:math></inline-formula> <bold>to</bold> <inline-formula><mml:math id="M223" display="inline"><mml:mrow><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="normal">d</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula></p>
          </list-item>

    <list-item>

      <p id="d2e8091" specific-use="STATE">Initialize <inline-formula><mml:math id="M224" display="inline"><mml:mrow><mml:mi mathvariant="bold-italic">Y</mml:mi><mml:mo>(</mml:mo><mml:mi>d</mml:mi><mml:mo>)</mml:mo><mml:mo>=</mml:mo><mml:msub><mml:mi>a</mml:mi><mml:mn mathvariant="normal">0</mml:mn></mml:msub><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">s</mml:mi><mml:mi>d</mml:mi></mml:msub><mml:mo>)</mml:mo><mml:mo>-</mml:mo><mml:mn mathvariant="normal">0.1</mml:mn></mml:mrow></mml:math></inline-formula></p>
          </list-item>

    <list-item>

      <p id="d2e8131" specific-use="STATE"><bold>end</bold></p>
          </list-item>

    <list-item>

      <p id="d2e8139" specific-use="STATE">2. <bold>For</bold> <inline-formula><mml:math id="M225" display="inline"><mml:mrow><mml:mi>w</mml:mi><mml:mo>=</mml:mo><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="normal">d</mml:mi></mml:msub><mml:mo>+</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:math></inline-formula> <bold>to</bold> <inline-formula><mml:math id="M226" display="inline"><mml:mrow><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="normal">s</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula></p>
          </list-item>

    <list-item>

      <p id="d2e8180" specific-use="STATE">Compute <inline-formula><mml:math id="M227" display="inline"><mml:mrow><mml:mi mathvariant="bold-italic">Y</mml:mi><mml:mo>(</mml:mo><mml:mi>w</mml:mi><mml:mo>)</mml:mo><mml:mo>=</mml:mo><mml:msubsup><mml:mi mathvariant="italic">ψ</mml:mi><mml:mrow><mml:msub><mml:mi>s</mml:mi><mml:mi mathvariant="normal">w</mml:mi></mml:msub></mml:mrow><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msubsup><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">R</mml:mi><mml:mo>(</mml:mo><mml:mi>w</mml:mi><mml:mo>)</mml:mo><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula></p>
          </list-item>

    <list-item>

      <p id="d2e8230" specific-use="STATE"><bold>end</bold></p>
          </list-item>

    <list-item>

      <p id="d2e8238" specific-use="STATE">3. Pre-compute the covariance matrix <inline-formula><mml:math id="M228" display="inline"><mml:mi mathvariant="bold">Σ</mml:mi></mml:math></inline-formula> between all observation locations using the covariance function <inline-formula><mml:math id="M229" display="inline"><mml:mrow><mml:msub><mml:mi>C</mml:mi><mml:mi>Y</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula></p>
          </list-item>

    <list-item>

      <p id="d2e8261" specific-use="STATE">4. <bold>For</bold> iter <inline-formula><mml:math id="M230" display="inline"><mml:mrow><mml:mo>=</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:math></inline-formula> <bold>to</bold> <inline-formula><mml:math id="M231" display="inline"><mml:mrow><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="normal">iter</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula></p>
          </list-item>

    <list-item>

      <p id="d2e8293" specific-use="STATE"><bold>For</bold> <inline-formula><mml:math id="M232" display="inline"><mml:mrow><mml:mi>d</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:math></inline-formula> <bold>to</bold> <inline-formula><mml:math id="M233" display="inline"><mml:mrow><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="normal">d</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula></p>
          </list-item>

    <list-item>

      <p id="d2e8327" specific-use="STATE">(a) Draw <inline-formula><mml:math id="M234" display="inline"><mml:mrow><mml:mi mathvariant="italic">α</mml:mi><mml:mo>∼</mml:mo><mml:mi mathvariant="script">N</mml:mi><mml:mo>(</mml:mo><mml:msubsup><mml:mi mathvariant="bold">Σ</mml:mi><mml:mrow><mml:mo>-</mml:mo><mml:mi>d</mml:mi><mml:mo>,</mml:mo><mml:mi>d</mml:mi></mml:mrow><mml:mi>t</mml:mi></mml:msubsup><mml:msubsup><mml:mi mathvariant="bold">Σ</mml:mi><mml:mrow><mml:mo>-</mml:mo><mml:mi>d</mml:mi><mml:mo>,</mml:mo><mml:mo>-</mml:mo><mml:mi>d</mml:mi></mml:mrow><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msubsup><mml:msub><mml:mi mathvariant="bold-italic">Y</mml:mi><mml:mrow><mml:mo>-</mml:mo><mml:mi>d</mml:mi></mml:mrow></mml:msub><mml:mo>,</mml:mo><mml:mn mathvariant="normal">1</mml:mn><mml:mo>-</mml:mo><mml:msubsup><mml:mi mathvariant="bold">Σ</mml:mi><mml:mrow><mml:mo>-</mml:mo><mml:mi>d</mml:mi><mml:mo>,</mml:mo><mml:mi>d</mml:mi></mml:mrow><mml:mi>t</mml:mi></mml:msubsup><mml:msubsup><mml:mi mathvariant="bold">Σ</mml:mi><mml:mrow><mml:mo>-</mml:mo><mml:mi>d</mml:mi><mml:mo>,</mml:mo><mml:mo>-</mml:mo><mml:mi>d</mml:mi></mml:mrow><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msubsup><mml:msub><mml:mi mathvariant="bold">Σ</mml:mi><mml:mrow><mml:mo>-</mml:mo><mml:mi>d</mml:mi><mml:mo>,</mml:mo><mml:mi>d</mml:mi></mml:mrow></mml:msub><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> where <inline-formula><mml:math id="M235" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold">Σ</mml:mi><mml:mrow><mml:mo>-</mml:mo><mml:mi>d</mml:mi><mml:mo>,</mml:mo><mml:mo>-</mml:mo><mml:mi>d</mml:mi></mml:mrow></mml:msub></mml:mrow></mml:math></inline-formula> is the matrix <inline-formula><mml:math id="M236" display="inline"><mml:mi mathvariant="bold">Σ</mml:mi></mml:math></inline-formula> deprived of its <inline-formula><mml:math id="M237" display="inline"><mml:mi>d</mml:mi></mml:math></inline-formula>th row and column, <inline-formula><mml:math id="M238" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">Y</mml:mi><mml:mrow><mml:mo>-</mml:mo><mml:mi>d</mml:mi></mml:mrow></mml:msub></mml:mrow></mml:math></inline-formula> is the vector <inline-formula><mml:math id="M239" display="inline"><mml:mi mathvariant="bold-italic">Y</mml:mi></mml:math></inline-formula> deprived of its <inline-formula><mml:math id="M240" display="inline"><mml:mi>d</mml:mi></mml:math></inline-formula>th element and <inline-formula><mml:math id="M241" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold">Σ</mml:mi><mml:mrow><mml:mo>-</mml:mo><mml:mi>d</mml:mi><mml:mo>,</mml:mo><mml:mi>d</mml:mi></mml:mrow></mml:msub></mml:mrow></mml:math></inline-formula> is the <inline-formula><mml:math id="M242" display="inline"><mml:mi>d</mml:mi></mml:math></inline-formula>th column of the matrix <inline-formula><mml:math id="M243" display="inline"><mml:mi mathvariant="bold">Σ</mml:mi></mml:math></inline-formula> deprived of its <inline-formula><mml:math id="M244" display="inline"><mml:mi>d</mml:mi></mml:math></inline-formula>th element</p>
          </list-item>

    <list-item>

      <p id="d2e8545" specific-use="STATE">(b) <bold>While</bold> <inline-formula><mml:math id="M245" display="inline"><mml:mrow><mml:mi mathvariant="italic">α</mml:mi><mml:mo>&gt;</mml:mo><mml:msub><mml:mi>a</mml:mi><mml:mn mathvariant="normal">0</mml:mn></mml:msub><mml:mo>(</mml:mo><mml:msub><mml:mtext mathvariant="bold"> s</mml:mtext><mml:mi>d</mml:mi></mml:msub><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula></p>
          </list-item>

    <list-item>

      <p id="d2e8579" specific-use="STATE">Go to 4.a</p>
          </list-item>

    <list-item>

      <p id="d2e8586" specific-use="STATE"><bold>end</bold></p>
          </list-item>

    <list-item>

      <p id="d2e8594" specific-use="STATE">(c) Set <inline-formula><mml:math id="M246" display="inline"><mml:mrow><mml:mi mathvariant="bold-italic">Y</mml:mi><mml:mo>(</mml:mo><mml:mi>d</mml:mi><mml:mo>)</mml:mo><mml:mo>=</mml:mo><mml:mi mathvariant="italic">α</mml:mi></mml:mrow></mml:math></inline-formula></p>
          </list-item>

    <list-item>

      <p id="d2e8618" specific-use="STATE"><bold>end</bold></p>
          </list-item>

    <list-item>

      <p id="d2e8626" specific-use="STATE"><bold>end</bold></p>
          </list-item>

    <list-item>

      <p id="d2e8633" specific-use="STATE"><bold>Output</bold>: The vector of pseudo-observations <inline-formula><mml:math id="M247" display="inline"><mml:mi mathvariant="bold-italic">Y</mml:mi></mml:math></inline-formula></p>
          </list-item>
        </list></disp-quote></boxed-text>
</app>

<app id="App1.Ch1.S2">
  <label>Appendix B</label><title>Metropolis within Gibbs sampler to simulate an ensemble of meta-Gaussian random fields with prescribed sum</title><boxed-text content-type="algorithm" position="float" id="App1.Ch1.S2.Prog1"><label>Algorithm B1</label><caption><p id="d2e8656">Metropolis within Gibbs sampler.</p></caption><disp-quote content-type="algorithmic" specific-use="numbering{0}"><list>

    <list-item>

      <p id="d2e8663" specific-use="STATE"><bold>Inputs</bold>:</p>
          </list-item>

    <list-item>

      <p id="d2e8671" specific-use="STATE">–  A set of <inline-formula><mml:math id="M248" display="inline"><mml:mrow><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="normal">f</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> mutually independent random fields <inline-formula><mml:math id="M249" display="inline"><mml:mrow><mml:msub><mml:mi>Y</mml:mi><mml:mi mathvariant="normal">f</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> characterized by their covariance: <inline-formula><mml:math id="M250" display="inline"><mml:mrow><mml:msub><mml:mi>Y</mml:mi><mml:mi mathvariant="normal">f</mml:mi></mml:msub><mml:mo>∼</mml:mo><mml:mi mathvariant="script">N</mml:mi><mml:mo>(</mml:mo><mml:mn mathvariant="normal">0</mml:mn><mml:mo>,</mml:mo><mml:msub><mml:mi>C</mml:mi><mml:mrow><mml:msub><mml:mi>Y</mml:mi><mml:mi mathvariant="normal">f</mml:mi></mml:msub></mml:mrow></mml:msub><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula>. A transform function <inline-formula><mml:math id="M251" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="normal">Ψ</mml:mi><mml:mi>f</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> is associated to each latent field <inline-formula><mml:math id="M252" display="inline"><mml:mrow><mml:msub><mml:mi>Y</mml:mi><mml:mi mathvariant="normal">f</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> to link it with the actual rainfall.</p>
          </list-item>

    <list-item>

      <p id="d2e8753" specific-use="STATE">–  A vector <inline-formula><mml:math id="M253" display="inline"><mml:mi mathvariant="bold-italic">R</mml:mi></mml:math></inline-formula> of daily rainfall observations (length <inline-formula><mml:math id="M254" display="inline"><mml:mrow><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="normal">s</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>).</p>
          </list-item>

    <list-item>

      <p id="d2e8777" specific-use="STATE">–  A vector <inline-formula><mml:math id="M255" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">R</mml:mi><mml:mi mathvariant="normal">sum</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> of monthly rainfall totals (length <inline-formula><mml:math id="M256" display="inline"><mml:mrow><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="normal">v</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>) embodying the monthly rainfall data at the virtual stations <inline-formula><mml:math id="M257" display="inline"><mml:mrow><mml:msub><mml:mtext mathvariant="bold">u</mml:mtext><mml:mi>j</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>, associated with an uncertainty vector <inline-formula><mml:math id="M258" display="inline"><mml:mrow><mml:msub><mml:mtext mathvariant="bold"> U</mml:mtext><mml:mi mathvariant="normal">sum</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> (specified as one standard deviation).</p>
          </list-item>

    <list-item>

      <p id="d2e8827" specific-use="STATE">–  The number of iterations <inline-formula><mml:math id="M259" display="inline"><mml:mrow><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="normal">iter</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> of the Gibbs sampler (typically <inline-formula><mml:math id="M260" display="inline"><mml:mrow><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="normal">iter</mml:mi></mml:msub><mml:mo>=</mml:mo><mml:mn mathvariant="normal">2000</mml:mn></mml:mrow></mml:math></inline-formula> (warm-up) + <inline-formula><mml:math id="M261" display="inline"><mml:mrow><mml:mn mathvariant="normal">1000</mml:mn><mml:mo>×</mml:mo></mml:mrow></mml:math></inline-formula> # realizations (sampling)).</p>
          </list-item>

    <list-item>

      <p id="d2e8870" specific-use="STATE"><bold>Instructions</bold>:</p>
          </list-item>

    <list-item>

      <p id="d2e8878" specific-use="FOR"><bold>for</bold> <inline-formula><mml:math id="M262" display="inline"><mml:mrow><mml:mi>f</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:math></inline-formula> <bold>to</bold> <inline-formula><mml:math id="M263" display="inline"><mml:mrow><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="normal">f</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> <bold>do</bold> <list>
    <list-item>
      <p id="d2e8915" specific-use="STATE">1. Create a vector <inline-formula><mml:math id="M264" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">Y</mml:mi><mml:mrow><mml:mi mathvariant="normal">f</mml:mi><mml:mo>,</mml:mo><mml:mi mathvariant="normal">obs</mml:mi></mml:mrow></mml:msub></mml:mrow></mml:math></inline-formula> (length <inline-formula><mml:math id="M265" display="inline"><mml:mrow><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="normal">s</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>) so that: <inline-formula><mml:math id="M266" display="inline"><mml:mrow><mml:mo>∀</mml:mo><mml:mi>i</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">1</mml:mn><mml:mo>,</mml:mo><mml:mi mathvariant="normal">…</mml:mi><mml:mo>,</mml:mo><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="normal">s</mml:mi></mml:msub><mml:mo>:</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">Y</mml:mi><mml:mrow><mml:mi mathvariant="normal">f</mml:mi><mml:mo>,</mml:mo><mml:mi mathvariant="normal">obs</mml:mi></mml:mrow></mml:msub><mml:mo>(</mml:mo><mml:mi>i</mml:mi><mml:mo>)</mml:mo><mml:mo>=</mml:mo><mml:msup><mml:msub><mml:mi mathvariant="normal">Ψ</mml:mi><mml:mrow><mml:mi>f</mml:mi><mml:mo>,</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">s</mml:mi><mml:mi>i</mml:mi></mml:msub></mml:mrow></mml:msub><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msup><mml:mo>(</mml:mo><mml:mi>R</mml:mi><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">s</mml:mi><mml:mi>i</mml:mi></mml:msub><mml:mo>)</mml:mo><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula>. If <inline-formula><mml:math id="M267" display="inline"><mml:mrow><mml:mi>R</mml:mi><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">s</mml:mi><mml:mi>i</mml:mi></mml:msub><mml:mo>)</mml:mo><mml:mo>=</mml:mo><mml:mn mathvariant="normal">0</mml:mn></mml:mrow></mml:math></inline-formula> the corresponding latent value is undefined and has to be simulated using Algorithm 1.</p></list-item>
    <list-item>
      <p id="d2e9048" specific-use="STATE">2. Create a vector <inline-formula><mml:math id="M268" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">Y</mml:mi><mml:mrow><mml:mi mathvariant="normal">f</mml:mi><mml:mo>,</mml:mo><mml:mi mathvariant="normal">sim</mml:mi></mml:mrow></mml:msub></mml:mrow></mml:math></inline-formula> (length <inline-formula><mml:math id="M269" display="inline"><mml:mrow><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="normal">v</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>) of latent values at the virtual station locations <inline-formula><mml:math id="M270" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">u</mml:mi><mml:mi>j</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>. These simulations of the latent values are obtained by combining an unconditional simulation step with a conditioning by Kriging (cf. Eq. 7 in Sect. 3.5) to rain gauge pseudo-observations (cf. Sect. 3.4).</p></list-item></list></p>
          </list-item>

    <list-item>

      <p id="d2e9092" specific-use="ENDFOR"><bold>end</bold> <bold>for</bold></p>
          </list-item>

    <list-item>

      <p id="d2e9102" specific-use="FOR"><bold>for</bold> iter <inline-formula><mml:math id="M271" display="inline"><mml:mrow><mml:mo>=</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:math></inline-formula> <bold>to</bold> <inline-formula><mml:math id="M272" display="inline"><mml:mrow><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="normal">iter</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> <bold>do</bold> <list>
    <list-item>
      <p id="d2e9137" specific-use="FOR"><bold>for</bold> <inline-formula><mml:math id="M273" display="inline"><mml:mrow><mml:mi>f</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:math></inline-formula> <bold>to</bold> <inline-formula><mml:math id="M274" display="inline"><mml:mrow><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="normal">f</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> <bold>do</bold> <list>
    <list-item>
      <p id="d2e9174" specific-use="FOR"><bold>for</bold> <inline-formula><mml:math id="M275" display="inline"><mml:mrow><mml:mi>k</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:math></inline-formula> <bold>to</bold> <inline-formula><mml:math id="M276" display="inline"><mml:mrow><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="normal">v</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> <bold>do</bold> <list>
    <list-item>
      <p id="d2e9211" specific-use="STATE">1. <inline-formula><mml:math id="M277" display="inline"><mml:mo>[</mml:mo></mml:math></inline-formula><italic>Gibbs sampling step</italic><inline-formula><mml:math id="M278" display="inline"><mml:mo>]</mml:mo></mml:math></inline-formula> Draw <inline-formula><mml:math id="M279" display="inline"><mml:mrow><mml:mi mathvariant="italic">α</mml:mi><mml:mo>∼</mml:mo><mml:mi mathvariant="script">N</mml:mi><mml:mo>(</mml:mo><mml:msubsup><mml:msub><mml:mi mathvariant="bold">Σ</mml:mi><mml:mi mathvariant="normal">f</mml:mi></mml:msub><mml:mrow><mml:mo>-</mml:mo><mml:mi>k</mml:mi><mml:mo>,</mml:mo><mml:mi>k</mml:mi></mml:mrow><mml:mi mathvariant="normal">T</mml:mi></mml:msubsup><mml:msubsup><mml:msub><mml:mi mathvariant="bold">Σ</mml:mi><mml:mi mathvariant="normal">f</mml:mi></mml:msub><mml:mrow><mml:mo>-</mml:mo><mml:mi>k</mml:mi><mml:mo>,</mml:mo><mml:mo>-</mml:mo><mml:mi>k</mml:mi></mml:mrow><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msubsup><mml:msub><mml:mi mathvariant="bold-italic">Y</mml:mi><mml:mrow><mml:msub><mml:mi mathvariant="normal">f</mml:mi><mml:mrow><mml:mo>-</mml:mo><mml:mi>k</mml:mi></mml:mrow></mml:msub></mml:mrow></mml:msub><mml:mo>,</mml:mo><mml:mn mathvariant="normal">1</mml:mn><mml:mo>-</mml:mo><mml:msubsup><mml:msub><mml:mi mathvariant="bold">Σ</mml:mi><mml:mi mathvariant="normal">f</mml:mi></mml:msub><mml:mrow><mml:mo>-</mml:mo><mml:mi>k</mml:mi><mml:mo>,</mml:mo><mml:mi>k</mml:mi></mml:mrow><mml:mi>T</mml:mi></mml:msubsup><mml:msubsup><mml:msub><mml:mi mathvariant="bold">Σ</mml:mi><mml:mi mathvariant="normal">f</mml:mi></mml:msub><mml:mrow><mml:mo>-</mml:mo><mml:mi>k</mml:mi><mml:mo>,</mml:mo><mml:mo>-</mml:mo><mml:mi>k</mml:mi></mml:mrow><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msubsup><mml:msub><mml:msub><mml:mi mathvariant="bold">Σ</mml:mi><mml:mi mathvariant="normal">f</mml:mi></mml:msub><mml:mrow><mml:mo>-</mml:mo><mml:mi>k</mml:mi><mml:mo>,</mml:mo><mml:mi>k</mml:mi></mml:mrow></mml:msub><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> where <inline-formula><mml:math id="M280" display="inline"><mml:mrow><mml:msub><mml:msub><mml:mi mathvariant="bold">Σ</mml:mi><mml:mi mathvariant="normal">f</mml:mi></mml:msub><mml:mrow><mml:mo>-</mml:mo><mml:mi>k</mml:mi><mml:mo>,</mml:mo><mml:mi>k</mml:mi></mml:mrow></mml:msub></mml:mrow></mml:math></inline-formula>, <inline-formula><mml:math id="M281" display="inline"><mml:mrow><mml:msub><mml:msub><mml:mi mathvariant="bold">Σ</mml:mi><mml:mi mathvariant="normal">f</mml:mi></mml:msub><mml:mrow><mml:mo>-</mml:mo><mml:mi>k</mml:mi><mml:mo>,</mml:mo><mml:mo>-</mml:mo><mml:mi>k</mml:mi></mml:mrow></mml:msub></mml:mrow></mml:math></inline-formula> and <inline-formula><mml:math id="M282" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">Y</mml:mi><mml:mrow><mml:msub><mml:mi mathvariant="normal">f</mml:mi><mml:mrow><mml:mo>-</mml:mo><mml:mi>k</mml:mi></mml:mrow></mml:msub></mml:mrow></mml:msub></mml:mrow></mml:math></inline-formula> are defined in a similar way as in Algorithm 1.</p></list-item>
    <list-item>
      <p id="d2e9422" specific-use="STATE">2. Set <inline-formula><mml:math id="M283" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold">Z</mml:mi><mml:mrow><mml:mi>k</mml:mi><mml:mo>,</mml:mo><mml:mn mathvariant="normal">0</mml:mn></mml:mrow></mml:msub></mml:mrow></mml:math></inline-formula> = <inline-formula><mml:math id="M284" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold">Z</mml:mi><mml:mrow><mml:mi>k</mml:mi><mml:mo>,</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msub></mml:mrow></mml:math></inline-formula> = <inline-formula><mml:math id="M285" display="inline"><mml:mrow><mml:mo>[</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">Y</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msub><mml:mo>(</mml:mo><mml:mi>k</mml:mi><mml:mo>)</mml:mo><mml:mo>,</mml:mo><mml:mi mathvariant="normal">…</mml:mi><mml:mo>,</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">Y</mml:mi><mml:mrow><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="normal">f</mml:mi></mml:msub></mml:mrow></mml:msub><mml:mo>(</mml:mo><mml:mi>k</mml:mi><mml:mo>)</mml:mo><mml:mo>]</mml:mo></mml:mrow></mml:math></inline-formula> and assign <inline-formula><mml:math id="M286" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold">Z</mml:mi><mml:mrow><mml:mi>k</mml:mi><mml:mo>,</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msub><mml:mo>(</mml:mo><mml:mi>f</mml:mi><mml:mo>)</mml:mo><mml:mo>=</mml:mo><mml:mi mathvariant="italic">α</mml:mi></mml:mrow></mml:math></inline-formula></p></list-item>
    <list-item>
      <p id="d2e9527" specific-use="STATE">3. Compute the likelihoods: <inline-formula><mml:math id="M287" display="inline"><mml:mrow><mml:msub><mml:mi>l</mml:mi><mml:mn mathvariant="normal">0</mml:mn></mml:msub><mml:mo>=</mml:mo><mml:mstyle displaystyle="false"><mml:mfrac style="text"><mml:mn mathvariant="normal">1</mml:mn><mml:mrow><mml:msqrt><mml:mrow><mml:mn mathvariant="normal">2</mml:mn><mml:mi mathvariant="italic">π</mml:mi></mml:mrow></mml:msqrt><mml:msub><mml:mi mathvariant="bold">U</mml:mi><mml:mi mathvariant="normal">sum</mml:mi></mml:msub><mml:mo>(</mml:mo><mml:mi>k</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:mfrac></mml:mstyle><mml:mo>⋅</mml:mo><mml:mtext>exp</mml:mtext><mml:mfenced open="(" close=")"><mml:mrow><mml:mo>-</mml:mo><mml:mstyle displaystyle="false"><mml:mfrac style="text"><mml:mn mathvariant="normal">1</mml:mn><mml:mrow><mml:mn mathvariant="normal">2</mml:mn><mml:mo>⋅</mml:mo><mml:msub><mml:mi mathvariant="bold">U</mml:mi><mml:mi mathvariant="normal">sum</mml:mi></mml:msub><mml:mo>(</mml:mo><mml:mi>k</mml:mi><mml:msup><mml:mo>)</mml:mo><mml:mn mathvariant="normal">2</mml:mn></mml:msup></mml:mrow></mml:mfrac></mml:mstyle><mml:msup><mml:mfenced open="(" close=")"><mml:mrow><mml:mfenced close=")" open="("><mml:mrow><mml:msubsup><mml:mo>∑</mml:mo><mml:mrow><mml:mi>f</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow><mml:mrow><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="normal">f</mml:mi></mml:msub></mml:mrow></mml:msubsup><mml:msub><mml:mi mathvariant="normal">Ψ</mml:mi><mml:mi mathvariant="normal">f</mml:mi></mml:msub><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="bold">Z</mml:mi><mml:mrow><mml:mi>k</mml:mi><mml:mo>,</mml:mo><mml:mn mathvariant="normal">0</mml:mn></mml:mrow></mml:msub><mml:mo>(</mml:mo><mml:mi>f</mml:mi><mml:mo>)</mml:mo><mml:mo>)</mml:mo></mml:mrow></mml:mfenced><mml:mo>-</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">R</mml:mi><mml:mi mathvariant="normal">sum</mml:mi></mml:msub><mml:mo>(</mml:mo><mml:mi>k</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:mfenced><mml:mn mathvariant="normal">2</mml:mn></mml:msup></mml:mrow></mml:mfenced></mml:mrow></mml:math></inline-formula>
<inline-formula><mml:math id="M288" display="inline"><mml:mrow><mml:msub><mml:mi>l</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msub><mml:mo>=</mml:mo><mml:mstyle displaystyle="false"><mml:mfrac style="text"><mml:mn mathvariant="normal">1</mml:mn><mml:mrow><mml:msqrt><mml:mrow><mml:mn mathvariant="normal">2</mml:mn><mml:mi mathvariant="italic">π</mml:mi></mml:mrow></mml:msqrt><mml:msub><mml:mi mathvariant="bold">U</mml:mi><mml:mi mathvariant="normal">sum</mml:mi></mml:msub><mml:mo>(</mml:mo><mml:mi>k</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:mfrac></mml:mstyle><mml:mo>⋅</mml:mo><mml:mtext>exp</mml:mtext><mml:mfenced open="(" close=")"><mml:mrow><mml:mo>-</mml:mo><mml:mstyle displaystyle="false"><mml:mfrac style="text"><mml:mn mathvariant="normal">1</mml:mn><mml:mrow><mml:mn mathvariant="normal">2</mml:mn><mml:mo>.</mml:mo><mml:msub><mml:mi mathvariant="bold">U</mml:mi><mml:mi mathvariant="normal">sum</mml:mi></mml:msub><mml:mo>(</mml:mo><mml:mi>k</mml:mi><mml:msup><mml:mo>)</mml:mo><mml:mn mathvariant="normal">2</mml:mn></mml:msup></mml:mrow></mml:mfrac></mml:mstyle><mml:msup><mml:mfenced close=")" open="("><mml:mrow><mml:mfenced close=")" open="("><mml:mrow><mml:msubsup><mml:mo>∑</mml:mo><mml:mrow><mml:mi>f</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow><mml:mrow><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="normal">f</mml:mi></mml:msub></mml:mrow></mml:msubsup><mml:msub><mml:mi mathvariant="normal">Ψ</mml:mi><mml:mi>f</mml:mi></mml:msub><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="bold">Z</mml:mi><mml:mrow><mml:mi>k</mml:mi><mml:mo>,</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msub><mml:mo>(</mml:mo><mml:mi>f</mml:mi><mml:mo>)</mml:mo><mml:mo>)</mml:mo></mml:mrow></mml:mfenced><mml:mo>-</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">R</mml:mi><mml:mi mathvariant="normal">sum</mml:mi></mml:msub><mml:mo>(</mml:mo><mml:mi>k</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:mfenced><mml:mn mathvariant="normal">2</mml:mn></mml:msup></mml:mrow></mml:mfenced></mml:mrow></mml:math></inline-formula></p></list-item>
    <list-item>
      <p id="d2e9789" specific-use="STATE">4. Draw <inline-formula><mml:math id="M289" display="inline"><mml:mrow><mml:mi mathvariant="italic">β</mml:mi><mml:mo>∼</mml:mo><mml:msub><mml:mi>U</mml:mi><mml:mrow><mml:mo>[</mml:mo><mml:mn mathvariant="normal">0</mml:mn><mml:mo>,</mml:mo><mml:mn mathvariant="normal">1</mml:mn><mml:mo>]</mml:mo></mml:mrow></mml:msub></mml:mrow></mml:math></inline-formula></p></list-item>
    <list-item>
      <p id="d2e9817" specific-use="STATE">5. <inline-formula><mml:math id="M290" display="inline"><mml:mo>[</mml:mo></mml:math></inline-formula><italic>Metropolis acceptance rule</italic><inline-formula><mml:math id="M291" display="inline"><mml:mo>]</mml:mo></mml:math></inline-formula> <bold>if</bold> <inline-formula><mml:math id="M292" display="inline"><mml:mrow><mml:mi mathvariant="italic">β</mml:mi><mml:mo>&gt;</mml:mo><mml:mn mathvariant="normal">1</mml:mn><mml:mo>-</mml:mo><mml:mstyle displaystyle="false"><mml:mfrac style="text"><mml:mrow><mml:mi>l</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:mrow><mml:mrow><mml:mi>l</mml:mi><mml:mn mathvariant="normal">0</mml:mn></mml:mrow></mml:mfrac></mml:mstyle></mml:mrow></mml:math></inline-formula></p></list-item>
    <list-item>
      <p id="d2e9866" specific-use="STATE">Set <inline-formula><mml:math id="M293" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">Y</mml:mi><mml:mi>f</mml:mi></mml:msub><mml:mo>(</mml:mo><mml:mi>k</mml:mi><mml:mo>)</mml:mo><mml:mo>=</mml:mo><mml:mi mathvariant="italic">α</mml:mi></mml:mrow></mml:math></inline-formula></p></list-item></list></p></list-item>
    <list-item>
      <p id="d2e9892" specific-use="ENDFOR"><bold>end</bold> <bold>for</bold></p></list-item></list></p></list-item>
    <list-item>
      <p id="d2e9901" specific-use="ENDFOR"><bold>end</bold> <bold>for</bold></p></list-item></list></p>
          </list-item>

    <list-item>

      <p id="d2e9911" specific-use="ENDFOR"><bold>end</bold> <bold>for</bold></p>
          </list-item>

    <list-item>

      <p id="d2e9921" specific-use="STATE">Set <inline-formula><mml:math id="M294" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">Y</mml:mi><mml:mrow><mml:mi mathvariant="normal">f</mml:mi><mml:mo>,</mml:mo><mml:mi mathvariant="normal">iter</mml:mi></mml:mrow></mml:msub></mml:mrow></mml:math></inline-formula>=<inline-formula><mml:math id="M295" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">Y</mml:mi><mml:mi mathvariant="normal">f</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula></p>
          </list-item>

    <list-item>

      <p id="d2e9954" specific-use="STATE"><bold>Output</bold>:  A set of <inline-formula><mml:math id="M296" display="inline"><mml:mrow><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="normal">iter</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> random vectors of latent field pseudo-observations at the virtual station locations.</p>
          </list-item>
        </list></disp-quote></boxed-text>
</app>

<app id="App1.Ch1.S3">
  <label>Appendix C</label><title>Comparison between the three rainfall models used in this study</title>

<table-wrap id="TC1"><label>Table C1</label><caption><p id="d2e9984">Main features of the three models conditionally to a pre-defined rain type.</p></caption><oasis:table frame="topbot"><oasis:tgroup cols="4">
     <oasis:colspec colnum="1" colname="col1" align="left"/>
     <oasis:colspec colnum="2" colname="col2" align="left"/>
     <oasis:colspec colnum="3" colname="col3" align="left"/>
     <oasis:colspec colnum="4" colname="col4" align="left"/>
     <oasis:thead>
       <oasis:row rowsep="1">
         <oasis:entry colname="col1"/>
         <oasis:entry colname="col2">BSNLG2022</oasis:entry>
         <oasis:entry colname="col3">CAI</oasis:entry>
         <oasis:entry colname="col4">NSTG</oasis:entry>
       </oasis:row>
     </oasis:thead>
     <oasis:tbody>
       <oasis:row rowsep="1">
         <oasis:entry colname="col1">Type of interpolation</oasis:entry>
         <oasis:entry colname="col2">Stochastic simulation</oasis:entry>
         <oasis:entry colname="col3">Kriging (i.e., deterministic)</oasis:entry>
         <oasis:entry colname="col4">Stochastic simulation</oasis:entry>
       </oasis:row>
       <oasis:row rowsep="1">
         <oasis:entry colname="col1">Simulation locations</oasis:entry>
         <oasis:entry colname="col2">Observation sites only</oasis:entry>
         <oasis:entry colname="col3">Any location</oasis:entry>
         <oasis:entry colname="col4">Any location</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">Marginal distribution</oasis:entry>
         <oasis:entry colname="col2">Atom of zeros <inline-formula><mml:math id="M297" display="inline"><mml:mo>+</mml:mo></mml:math></inline-formula></oasis:entry>
         <oasis:entry colname="col3">Log-normal at each location</oasis:entry>
         <oasis:entry colname="col4">Atom of zeros <inline-formula><mml:math id="M298" display="inline"><mml:mo>+</mml:mo></mml:math></inline-formula> Gamma</oasis:entry>
       </oasis:row>
       <oasis:row rowsep="1">
         <oasis:entry colname="col1"/>
         <oasis:entry colname="col2">single Gamma across the island</oasis:entry>
         <oasis:entry colname="col3">(non-stationary)</oasis:entry>
         <oasis:entry colname="col4">at each location (non-stationary)</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">Spatial dependencies</oasis:entry>
         <oasis:entry colname="col2">Empirical copulas</oasis:entry>
         <oasis:entry colname="col3">Stationary Matérn covariance</oasis:entry>
         <oasis:entry colname="col4">Non-stationary Matérn covariance</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1"/>
         <oasis:entry colname="col2">(non-stationary and non-parametric)</oasis:entry>
         <oasis:entry colname="col3"/>
         <oasis:entry colname="col4"/>
       </oasis:row>
     </oasis:tbody>
   </oasis:tgroup></oasis:table></table-wrap>

</app>
  </app-group><notes notes-type="codedataavailability"><title>Code and data availability</title>

      <p id="d2e10125">The source code used for this study is freely available on the following repository: <uri>https://github.com/LionelBenoit/StochasticRainfallModel_Orography</uri> (last access: 25 July 2026), <ext-link xlink:href="https://doi.org/10.5281/zenodo.21341381" ext-link-type="DOI">10.5281/zenodo.21341381</ext-link> <xref ref-type="bibr" rid="bib1.bibx11" id="paren.86"/>.</p>

      <p id="d2e10137">The daily and monthly resolution rainfall datasets used to illustrate the study are publicly available on the Hawai`i Climate Data Portal: <uri>https://www.hawaii.edu/climate-data-portal/</uri> (last access: 25 July 2026).</p>
  </notes><app-group>
        <supplementary-material position="anchor"><p id="d2e10143">The supplement related to this article is available online at <inline-supplementary-material xlink:href="https://doi.org/10.5194/hess-30-4799-2026-supplement" xlink:title="pdf">https://doi.org/10.5194/hess-30-4799-2026-supplement</inline-supplementary-material>.</p></supplementary-material>
        </app-group><notes notes-type="authorcontribution"><title>Author contributions</title>

      <p id="d2e10152">LB, MPL and TWG designed the study. LB and DA developed the stochastic rainfall model. LB  implemented the model and performed the numerical experiments. MPL, KMK and TWG compiled the rainfall dataset. LB wrote the paper with contributions and editing from all co-authors.</p>
  </notes><notes notes-type="competinginterests"><title>Competing interests</title>

      <p id="d2e10158">The contact author has declared that none of the authors has any competing interests.</p>
  </notes><notes notes-type="disclaimer"><title>Disclaimer</title>

      <p id="d2e10164">Publisher's note: Copernicus Publications remains neutral with regard to jurisdictional claims made in the text, published maps, institutional affiliations, or any other geographical representation in this paper. The authors bear the ultimate responsibility for providing appropriate place names. Views expressed in the text are those of the authors and do not necessarily reflect the views of the publisher.</p>
  </notes><notes notes-type="financialsupport"><title>Financial support</title>

      <p id="d2e10174">LB and DA acknowledge the financial support of the Chair Geolearning, funded by Andra, BNP Paribas, CCR and the SCOR Foundation for Science. MPL, KMK and TWG acknowledge the financial support of the National Science Foundation ChangeHI EPSCoR Research Infrastructure Improvement Award #OIA-2149133. KMK and TWG acknowledge the financial support of the Cooperative Institute for Research to Operations in Hydrology (CIROH) NA22NWS4320003.</p>
  </notes><notes notes-type="reviewstatement"><title>Review statement</title>

      <p id="d2e10180">This paper was edited by Marie-Claire ten Veldhuis and reviewed by Pradeebane Vaittinada Ayar and two anonymous referees.</p>
  </notes><ref-list>
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