One of the major climatic interests of the last decades has been to understand and describe the rainfall patterns of specific areas of the world as functions of other climate covariates. We do it for the historical climate monitoring data from Tegucigalpa, Honduras, using non-homogeneous hidden Markov models (NHMMs), which are dynamic models usually used to identify and predict heterogeneous regimes. For estimating the NHMM in an efficient and scalable way, we propose the stochastic Expectation-Maximization (EM) algorithm and a Bayesian method, and compare their performance in synthetic data. Although these methodologies have already been used for estimating several other statistical models, it is not the case of NHMMs which are still widely fitted by the traditional EM algorithm. We observe that, under tested conditions, the performance of the Bayesian and stochastic EM algorithms is similar and discuss their slight differences. Analyzing the Honduras rainfall data set, we identify three heterogeneous rainfall periods and select temperature and humidity as relevant covariates for explaining the dynamic relation among these periods.
In 2022 the American Statistical Association established the Riffenburgh Award, which recognizes exceptional innovation in extending statistical methods across diverse fields. Simultaneously, the Department of Statistics at the University of Connecticut proudly commemorated six decades of excellence, having evolved into a preeminent hub for academic, industrial, and governmental statistical grooming. To honor this legacy, a captivating virtual dialogue was conducted with the department’s visionary founder, Dr. Robert H. Riffenburgh, delving into his extraordinary career trajectory, profound insights into the statistical vocation, and heartfelt accounts from the faculty and students he personally nurtured. This multifaceted narrative documents the conversation with more detailed background information on each topic covered by the interview than what is presented in the video recording on YouTube.