论文标题
用于枪击,野火和病毒传染的霍克斯模型的贝叶斯缓解空间变形
Bayesian mitigation of spatial coarsening for a Hawkes model applied to gunfire, wildfire and viral contagion
论文作者
论文摘要
自我兴奋的时空鹰队的过程发现,在研究大规模公共卫生威胁的研究中,从枪支暴力和地震到野火和病毒式传染等等。尽管许多此类应用程序具有位置不确定性,即单个事件的确切空间位置尚不清楚,但迄今为止,大多数Hawkes模型分析都忽略了数据中存在的空间粗糙。三个特定的21世纪公共卫生危机 - 城市枪支暴力,农村野火和全球病毒蔓延 - 在定性和定量上显示不确定性方案(a)空间缩放的集体集体幅度不同,(b)均匀和混合量的统一,(c)均不同的无形区域和较小的区域分配(c)有效地分配了一个有效的区域和``较小的)。我们以贝叶斯的方式明确地对这种不确定性进行了建模,并共同推断未知的位置以及合理灵活的鹰队模型的所有参数,从而获得了与忽略空间块状的结果,这些结果实际上和统计上与获得的结果在统计上不同。这项工作还具有两种不同的次要贡献:首先,为了促进位置和背景速率参数的贝叶斯推断,我们对基于内核的速率模型做出了微妙但至关重要的变化;其次,为了促进相同的贝叶斯推断,我们在位置上开发了模型的对数似然梯度的大规模平行实现,因此在汉密尔顿蒙特卡洛的背景下避免了其二次计算成本。我们的例子涉及数千个观察结果,并使我们能够以中等范围证明实用性。
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.