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Published on: October 24, 2012
Spatiotemporal Clustering with Neyman-Scott Processes via Connections to Bayesian Nonparametric Mixture Models
Yixin Wang1, Anthony Degleris2, Alex Williams3,4
1Department of Statistics, University of Michigan, Ann Arbor, MI, USA.
Neyman-Scott processes (NSPs) model clustered data, like neural spikes or documents. We link NSPs to mixture models, enabling scalable Bayesian inference for better spatiotemporal data analysis.
Area of Science:
- Computational Statistics
- Point Process Modeling
- Bayesian Inference
Background:
- Neyman-Scott processes (NSPs) are point process models adept at capturing clustered data in time or space.
- Their doubly stochastic formulation, involving latent events generating observed points, makes them suitable for phenomena like neural spike trains and document streams.
- Despite their utility, specialized inference algorithms for NSPs are less developed compared to similar Bayesian nonparametric mixture models.
Purpose of the Study:
- To establish novel connections between Neyman-Scott processes (NSPs) and Bayesian mixture models, specifically Dirichlet process mixture models (DPMMs) and mixture of finite mixture models (MFMMs).
- To adapt existing inference algorithms for DPMMs to facilitate scalable Bayesian inference for NSP models.
- To demonstrate the practical applicability of enhanced NSP inference methods on real-world spatiotemporal datasets.
Main Methods:
- Establishing theoretical links between Neyman-Scott processes (NSPs) and mixture of finite mixture models (MFMMs).
- Adapting the collapsed Gibbs sampling algorithm, commonly used for DPMMs, for efficient inference in NSPs.
- Applying the developed inference framework to analyze sequence detection in neural spike trains and event detection in document streams.
Main Results:
- A key connection was identified between NSPs and MFMMs, providing a bridge for inference.
- The adapted Gibbs sampling algorithm enables scalable Bayesian inference for NSP models.
- Successful application of the method demonstrated its potential for sequence and event detection in complex spatiotemporal data.
Conclusions:
- The established connections and adapted inference algorithms significantly advance the analytical capabilities for Neyman-Scott processes.
- Scalable Bayesian inference for NSPs opens new avenues for modeling complex clustered spatiotemporal data.
- The demonstrated applications highlight the practical value of NSPs in fields like neuroscience and text analysis.
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