Bayesian mitigation of spatial coarsening for a Hawkes model applied to gunfire, wildfire and viral contagion

DOI10.1214/21-AOAS1517zbMATH Open1498.62179arXiv2010.02994OpenAlexW3182907019WikidataQ117555909 ScholiaQ117555909MaRDI QIDQ2135384FDOQ2135384

Authors: Andrew J. Holbrook, Xiang Ji, Marc A. Suchard 

Publication date: 6 May 2022

Published in: The Annals of Applied Statistics (Search for Journal in Brave)

Abstract: Self-exciting spatiotemporal Hawkes processes have found increasing use in the study of large-scale public health threats ranging from gun violence and earthquakes to wildfires and viral contagion. Whereas many such applications feature locational uncertainty, i.e., the exact spatial positions of individual events are unknown, most Hawkes model analyses to date have ignored spatial coarsening present in the data. Three particular 21st century public health crises -- urban gun violence, rural wildfires and global viral spread -- present qualitatively and quantitatively varying uncertainty regimes that exhibit (a) different collective magnitudes of spatial coarsening, (b) uniform and mixed magnitude coarsening, (c) differently shaped uncertainty regions and -- less orthodox -- (d) locational data distributed within the `wrong' effective space. We explicitly model such uncertainties in a Bayesian manner and jointly infer unknown locations together with all parameters of a reasonably flexible Hawkes model, obtaining results that are practically and statistically distinct from those obtained while ignoring spatial coarsening. This work also features two different secondary contributions: first, to facilitate Bayesian inference of locations and background rate parameters, we make a subtle yet crucial change to an established kernel-based rate model; and second, to facilitate the same Bayesian inference at scale, we develop a massively parallel implementation of the model's log-likelihood gradient with respect to locations and thus avoid its quadratic computational cost in the context of Hamiltonian Monte Carlo. Our examples involve thousands of observations and allow us to demonstrate practicality at moderate scales.

Full work available at URL: https://arxiv.org/abs/2010.02994

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zbMATH Keywords

wildfiresself-exciting processesBayesian multidimensional scalinggun violencespatial coarseningviral contagion

Mathematics Subject Classification ID

Bayesian inference (62F15) Inference from spatial processes (62M30) Applications of statistics to biology and medical sciences; meta analysis (62P10) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Applications of statistics to environmental and related topics (62P12)

Cites Work

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Cited In (3)

• Scalable Bayesian inference for self-excitatory stochastic processes applied to big American gunfire data
• Hawkes Processes Modeling, Inference, and Control: An Overview
• A Quantum Parallel Markov Chain Monte Carlo

Uses Software

• R
• CODA
• ggplot2
• ggmap
• bmds
• hpHawkes
• MassiveMDS

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