Bayesian Estimation and Prediction for Inhomogeneous Spatiotemporal Log-Gaussian Cox Processes Using Low-Rank Models, With Application to Criminal Surveillance
Alexandre Rodrigues and
Peter J. Diggle
Journal of the American Statistical Association, 2012, vol. 107, issue 497, 93-101
Abstract:
In this article, we propose a method for conducting likelihood-based inference for a class of nonstationary spatiotemporal log-Gaussian Cox processes. The method uses convolution-based models to capture spatiotemporal correlation structure, is computationally feasible even for large datasets, and does not require knowledge of the underlying spatial intensity of the process. We describe an application to a surveillance system for detecting emergent spatiotemporal clusters of homicides in Belo Horizonte, Brazil, and discuss the advantages and drawbacks of our model-based approach by comparison with other spatiotemporal surveillance methods that have been proposed in the literature.
Date: 2012
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)
Downloads: (external link)
http://hdl.handle.net/10.1080/01621459.2011.644496 (text/html)
Access to full text is restricted to subscribers.
Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
HTML/Text
Persistent link: https://EconPapers.repec.org/RePEc:taf:jnlasa:v:107:y:2012:i:497:p:93-101
Ordering information: This journal article can be ordered from
http://www.tandfonline.com/pricing/journal/UASA20
DOI: 10.1080/01621459.2011.644496
Access Statistics for this article
Journal of the American Statistical Association is currently edited by Xuming He, Jun Liu, Joseph Ibrahim and Alyson Wilson
More articles in Journal of the American Statistical Association from Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().