spatiotemporal hawke process
Likelihood-Free Estimation for Spatiotemporal Hawkes processes with missing data and application to predictive policing
Das, Pramit, Banerjee, Moulinath, Sun, Yuekai
With the growing use of AI technology, many police departments use forecasting software to predict probable crime hotspots and allocate patrolling resources effectively for crime prevention. The clustered nature of crime data makes self-exciting Hawkes processes a popular modeling choice. However, one significant challenge in fitting such models is the inherent missingness in crime data due to non-reporting, which can bias the estimated parameters of the predictive model, leading to inaccurate downstream hotspot forecasts, often resulting in over or under-policing in various communities, especially the vulnerable ones. Our work introduces a Wasserstein Generative Adversarial Networks (WGAN) driven likelihood-free approach to account for unreported crimes in Spatiotemporal Hawkes models. We demonstrate through empirical analysis how this methodology improves the accuracy of parametric estimation in the presence of data missingness, leading to more reliable and efficient policing strategies.
Neural Point Process for Learning Spatiotemporal Event Dynamics
Zhou, Zihao, Yang, Xingyi, Rossi, Ryan, Zhao, Handong, Yu, Rose
Learning the dynamics of spatiotemporal events is a fundamental problem. Neural point processes enhance the expressivity of point process models with deep neural networks. However, most existing methods only consider temporal dynamics without spatial modeling. We propose Deep Spatiotemporal Point Process (DeepSTPP), a deep dynamics model that integrates spatiotemporal point processes. Our method is flexible, efficient, and can accurately forecast irregularly sampled events over space and time. The key construction of our approach is the nonparametric space-time intensity function, governed by a latent process. The intensity function enjoys closed-form integration for the density. The latent process captures the uncertainty of the event sequence. We use amortized variational inference to infer the latent process with deep networks. Using synthetic datasets, we validate our model can accurately learn the true intensity function. On real-world benchmark datasets, our model demonstrates superior performance over state-of-the-art baselines.
Modeling of Spatio-Temporal Hawkes Processes with Randomized Kernels
Ilhan, Fatih, Kozat, Suleyman Serdar
We investigate spatio-temporal event analysis using point processes. Inferring the dynamics of event sequences spatiotemporally has many practical applications including crime prediction, social media analysis, and traffic forecasting. In particular, we focus on spatio-temporal Hawkes processes that are commonly used due to their capability to capture excitations between event occurrences. We introduce a novel inference framework based on randomized transformations and gradient descent to learn the process. We replace the spatial kernel calculations by randomized Fourier feature-based transformations. The introduced randomization by this representation provides flexibility while modeling the spatial excitation between events. Moreover, the system described by the process is expressed within closed-form in terms of scalable matrix operations. During the optimization, we use maximum likelihood estimation approach and gradient descent while properly handling positivity and orthonormality constraints. The experiment results show the improvements achieved by the introduced method in terms of fitting capability in synthetic and real datasets with respect to the conventional inference methods in the spatio-temporal Hawkes process literature. We also analyze the triggering interactions between event types and how their dynamics change in space and time through the interpretation of learned parameters.
Multivariate Spatiotemporal Hawkes Processes and Network Reconstruction
Yuan, Baichuan, Li, Hao, Bertozzi, Andrea L., Brantingham, P. Jeffrey, Porter, Mason A.
There is often latent network structure in spatial and temporal data and the tools of network analysis can yield fascinating insights into such data. In this paper, we develop a nonparametric method for network reconstruction from spatiotemporal data sets using multivariate Hawkes processes. In contrast to prior work on network reconstruction with point-process models, which has often focused on exclusively temporal information, our approach uses both temporal and spatial information and does not assume a specific parametric form of network dynamics. This leads to an effective way of recovering an underlying network. We illustrate our approach using both synthetic networks and networks constructed from real-world data sets (a location-based social media network, a narrative of crime events, and violent gang crimes). Our results demonstrate that, in comparison to using only temporal data, our spatiotemporal approach yields improved network reconstruction, providing a basis for meaningful subsequent analysis --- such as community structure and motif analysis --- of the reconstructed networks.