贝叶斯时空点处理的python包。

IF 1.1 4区 数学 Q2 STATISTICS & PROBABILITY
Journal of Applied Statistics Pub Date : 2025-02-11 eCollection Date: 2025-01-01 DOI:10.1080/02664763.2025.2462969
Isaac Manring, Honglang Wang, George Mohler, Xenia Miscouridou
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引用次数: 0

摘要

时空点过程模型在有效地对空间和时间上的事件数据进行建模方面有着丰富的历史。然而,由于执行困难,它们有时被忽视。缺乏能够对这些模型执行推理的包,特别是在python中。因此,我们提出了BSTPP一个python包贝叶斯推理的时空点过程。它提供了三种不同的模型:时空可分离对数高斯Cox、Hawkes和Cox Hawkes。用户可以为Hawkes模型使用预定义的触发器参数化,也可以使用可扩展的trigger模块实现自己的触发器函数。对于Cox模型,使用预训练的变分自编码器(VAE)加速高斯过程的后验推理。该方案包括一个新的灵活的预训练VAE。我们通过仿真研究对模型进行了验证,并将其应用于芝加哥的射击数据中进行了探索。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
BSTPP: a python package for Bayesian spatiotemporal point processes.

Spatiotemporal point process models have a rich history of effectively modeling event data in space and time. However, they are sometimes neglected due to the difficulty of implementing them. There is a lack of packages with the ability to perform inference for these models, particularly in python. Thus we present BSTPP a python package for Bayesian inference on spatiotemporal point processes. It offers three different kinds of models: space-time separable Log Gaussian Cox, Hawkes, and Cox Hawkes. Users may employ the predefined trigger parameterizations for the Hawkes models, or they may implement their own trigger functions with the extendable Trigger module. For the Cox models, posterior inference on the Gaussian processes is sped up with a pre-trained Variational Auto Encoder (VAE). The package includes a new flexible pre-trained VAE. We validate the model through simulation studies and then explore it by applying it to shooting data in Chicago.

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来源期刊
Journal of Applied Statistics
Journal of Applied Statistics 数学-统计学与概率论
CiteScore
3.40
自引率
0.00%
发文量
126
审稿时长
6 months
期刊介绍: Journal of Applied Statistics provides a forum for communication between both applied statisticians and users of applied statistical techniques across a wide range of disciplines. These areas include business, computing, economics, ecology, education, management, medicine, operational research and sociology, but papers from other areas are also considered. The editorial policy is to publish rigorous but clear and accessible papers on applied techniques. Purely theoretical papers are avoided but those on theoretical developments which clearly demonstrate significant applied potential are welcomed. Each paper is submitted to at least two independent referees.
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