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arXiv · 2308.08481

A Spatiotemporal Gamma Shot Noise Cox Process

Federico Bassetti·Roberto Casarin·Matteo Iacopini·Antonio Peruzzi
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Abstract

A new discrete-time shot noise Cox process for spatiotemporal data is proposed. The random intensity is driven by a dependent sequence of latent gamma random measures. Some properties of the latent process are derived, such as an autoregressive representation and the Laplace functional. A simulation method based on the Inverse L\'evy Measure algorithm is provided. Moreover, these results are used to derive the moment, predictive, and pair correlation measures for the proposed shot noise Cox process. The model is flexible yet tractable, allowing it to capture persistence, global trends, and latent spatial and temporal factors. A Bayesian inference approach is adopted, and efficient Markov Chain Monte Carlo algorithms based on conditional Sequential Monte Carlo and adaptive Metropolis-Hastings are proposed. An application to georeferenced wildfire data illustrates the properties of the model and inference.

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Federico Bassetti, Roberto Casarin, Matteo Iacopini, Antonio Peruzzi. 2023-08-16. A Spatiotemporal Gamma Shot Noise Cox Process. https://arxiv.org/abs/2308.08481

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