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.
翻译:在研究大规模公共卫生威胁时,从枪支暴力和地震到野火和病毒传染等大规模公共卫生威胁时,自我兴奋的瞬间霍克斯进程发现越来越多的使用大规模公共卫生威胁,从枪火暴力和地震到野火和病毒传染等,许多此类应用都以地点不确定性为特征,即个别事件的确切空间位置未知,而迄今为止大多数霍克斯模型分析忽视了数据中存在的空间混乱。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传播 -- -- 呈现了质量和数量上各不相同的不确定性制度,显示(a) 空间裂变、(b) 统一和混杂程度的裂变、(c) 不同程度的不确定性区域和 -- -- 不太正统 -- (d) 分布在“错误”有效空间内的定位数据。我们以拜斯方式明确模拟这种不确定性,共同推断出一个相当灵活的鹰角模型的所有参数,取得的结果与在统计上与获得的模型有区别,同时忽略空间裂变。 这项工作还有两种不同的次级贡献:首先,方便Bayesian对地点和背景变异的观测环境进行不同程度,因此,我们用一个精确的轨道比重的尺度来评估,因此,我们用一个精确的比标度的比标度的尺度,从而得出一个精确的比。