Bayesian forecasting of Italian seismicity using the spatiotemporal RETAS model

Tom Stindl, Zelong Bi and Clara Grazian

Computational Statistics & Data Analysis, 2025, vol. 212, issue C

Abstract: Spatiotemporal Renewal Epidemic Type Aftershock Sequence models are self-exciting point processes that model the occurrence time, epicenter, and magnitude of earthquakes in a geographical region. The arrival rate of earthquakes is formulated as the superposition of a main shock renewal process and homogeneous Poisson processes for the aftershocks, motivated by empirical laws in seismology. Existing methods for model fitting rely on maximizing the log-likelihood by either direct numerical optimization or Expectation Maximization algorithms, both of which can suffer from convergence issues and lack adequate quantification of parameter estimation uncertainty. To address these limitations, a Bayesian approach is employed, with posterior inference carried out using a data augmentation strategy within a Markov chain Monte Carlo framework. The branching structure is treated as a latent variable to improve sampling efficiency, and a purpose-built Hamiltonian Monte Carlo sampler is implemented to update the parameters within the Gibbs sampler. This methodology enables parameter uncertainty to be incorporated into forecasts of seismicity. Estimation and forecasting are demonstrated on simulated catalogs and an earthquake catalog from Italy. R code implementing the methods is provided in the Supplementary Materials.

Keywords: Bayesian inference; HMC; Latent variables; Point process; MCMC; Statistical seismology (search for similar items in EconPapers)
Date: 2025
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Persistent link: https://EconPapers.repec.org/RePEc:eee:csdana:v:212:y:2025:i:c:s0167947325000957

DOI: 10.1016/j.csda.2025.108219

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