Dynamic Multiscale Spatiotemporal Models for Poisson Data

• 成果类型: Article
• 署名作者: Fonseca, Thais C. O.; Ferreira, Marco A. R.
• 署名单位: Universidade Federal do Rio de Janeiro; Virginia Polytechnic Institute & State University
• 刊物名称: JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION
• ISSN/ISSBN: 0162-1459
• DOI: 10.1080/01621459.2015.1129968
• 发表日期: 2017
• 页码: 215-234
• 关键词: space-time variation; gaussian areal data; disease risk; likelihood; FIELDS; TRENDS

摘要

We propose a new class of dynamic multiscale models for Poisson spatiotemporal processes. Specifically, we use a multiscale spatial Poisson factorization to decompose the Poisson process at each time point into spatiotemporal multiscale coefficients. We then connect these spatiotemporal multiscale coefficients through time with a novel Dirichlet evolution. Further, we propose a simulation-based full Bayesian posterior analysis. In particular, we develop filtering equations for updating of information forward in time and smoothing equations for integration of information backward in time, and use these equations to develop a forward filter backward sampler for the spatiotemporal multiscale coefficients. Because the multiscale coefficients are conditionally independent a posteriori, our full Bayesian posterior analysis is scalable, computationally efficient, and highly parallelizable. Moreover, the Dirichlet evolution of each spatiotemporal multiscale coefficient is parametrized by a discount factor that encodes the relevance of the temporal evolution of the spatiotemporal multiscale coefficient. Therefore, the analysis of discount factors provides a powerful way to identify regions with distinctive spatiotemporal dynamics. Finally, we illustrate the usefulness of our multiscale spatiotemporal Poisson methodology with two applications. The first application examines mortality ratios in the state of Missouri, and the second application considers tornado reports in the American Midwest.