Going off grid: computationally efficient inference for log-Gaussian Cox processes

DOI10.1093/BIOMET/ASV064zbMATH Open1452.62704arXiv1111.0641OpenAlexW1818484123WikidataQ57266346 ScholiaQ57266346MaRDI QIDQ2797331FDOQ2797331

Håvard Rue, J. B. Illian, Sigrunn H. Sørbye, D. Simpson, Finn Lindgren

Publication date: 5 April 2016

Published in: Biometrika (Search for Journal in Brave)

Abstract: This paper introduces a new method for performing computational inference on log-Gaussian Cox processes. The likelihood is approximated directly by making novel use of a continuously specified Gaussian random field. We show that for sufficiently smooth Gaussian random field prior distributions, the approximation can converge with arbitrarily high order, while an approximation based on a counting process on a partition of the domain only achieves first-order convergence. The given results improve on the general theory of convergence of the stochastic partial differential equation models, introduced by Lindgren et al. (2011). The new method is demonstrated on a standard point pattern data set and two interesting extensions to the classical log-Gaussian Cox process framework are discussed. The first extension considers variable sampling effort throughout the observation window and implements the method of Chakraborty et al. (2011). The second extension constructs a log-Gaussian Cox process on the world's oceans. The analysis is performed using integrated nested Laplace approximation for fast approximate inference.

Full work available at URL: https://arxiv.org/abs/1111.0641

Recommendations

• Scalable inference for space‐time Gaussian Cox processes
• Spatial and spatio-temporal log-Gaussian Cox processes: extending the geostatistical paradigm
• A toolbox for fitting complex spatial point process models using integrated nested Laplace approximation (INLA)
• Efficient Bayesian inference of sigmoidal Gaussian Cox processes
• Regularized estimation for highly multivariate log Gaussian Cox processes

zbMATH Keywords

spatial point processstochastic partial differential equationGaussian Markov random fieldintegrated nested Laplace approximationapproximation of Gaussian random fields

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Inference from spatial processes (62M30) Gaussian processes (60G15) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Random fields (60G60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Cited In (35)

• Integrating machine learning and Bayesian nonparametrics for flexible modeling of point pattern data
• Multi-scale process modelling and distributed computation for spatial data
• Modeling racial/ethnic differences in COVID-19 incidence with covariates subject to nonrandom missingness
• The Integrated Nested Laplace Approximation for Fitting Dirichlet Regression Models
• A spatial modeling framework for monitoring surveys with different sampling protocols with a case study for bird abundance in Mid-Scandinavia
• Fast, Approximate Maximum Likelihood Estimation of Log-Gaussian Cox Processes
• Optimal design in geostatistics under preferential sampling
• A flexible Bayesian tool for CoDa mixed models: logistic-normal distribution with Dirichlet covariance
• A diffusion-based spatio-temporal extension of Gaussian Matérn fields
• Bayesian spatio-temporal prediction of cancer dynamics
• Improving the usability of spatial point process methodology: an interdisciplinary dialogue between statistics and ecology
• Combining heterogeneous spatial datasets with process-based spatial fusion models: a unifying framework
• Scheduling Massively Parallel Multigrid for Multilevel Monte Carlo Methods
• Generalised additive point process models for natural hazard occurrence
• Spatiotemporal reconstructions of global CO\(_2\)-fluxes using Gaussian Markov random fields
• Prior elicitation for Gaussian spatial process: an application to TMS brain mapping
• A roughness penalty approach to estimate densities over two-dimensional manifolds
• Title not available (Why is that?)
• Spatio-temporal hierarchical Bayesian analysis of wildfires with Stochastic Partial Differential Equations. A case study from Valencian Community (Spain)
• Exact Bayesian Inference in Spatiotemporal Cox Processes Driven by Multivariate Gaussian Processes
• Approximate Bayesian inference for multivariate point pattern analysis in disease mapping
• Geometric Anisotropic Spatial Point Pattern Analysis and Cox Processes
• Scalable inference for space‐time Gaussian Cox processes
• Erlang mixture modeling for Poisson process intensities
• Understanding the stochastic partial differential equation approach to smoothing
• INLA or MCMC? A tutorial and comparative evaluation for spatial prediction in log-Gaussian Cox processes
• The integrated nested Laplace approximation applied to spatial log-Gaussian Cox process models
• Investigating mesh-based approximation methods for the normalization constant in the log Gaussian Cox process likelihood
• Bayesian group learning for shot selection of professional basketball players
• Spatial modeling with R-INLA: a review
• Estimating animal utilization distributions from multiple data types: a joint spatiotemporal point process framework
• Spatial Cox processes in an infinite-dimensional framework
• Improving the INLA approach for approximate Bayesian inference for latent Gaussian models
• Quantification of annual wildfire risk; A spatio-temporal point process approach.
• Enhancing the SPDE modeling of spatial point processes with INLA, applied to wildfires. Choosing the best mesh for each database

This page was built for publication: Going off grid: computationally efficient inference for log-Gaussian Cox processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2797331)