Spatial point process. Odd Kolbjørnsen 13.March 2017

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Transcription:

Spatial point process Odd Kolbjørnsen 13.March 2017

Today Point process Poisson process Intensity Homogeneous Inhomogeneous Other processes Random intensity (Cox process) Log Gaussian cox process (LGCP) Clustering Parent Child Neyman-Scott Repulsion (regularity) Markov point process Strauss Inference Estimation of intensity Detection of clustering and repulsion Pair correlation function K-function/L-function

Point process Stochastic process Z(. ) describing the location of events (points) in a region D s R d Both the number of points and the location of points are random e.g The number of earth quakes and their locations http://www.norsardata.no/ndc/recenteq/lastweek.html Marked point process: Additional parameters related to the event are denoted marks e.g magnitude

Poisson point process (homogeneous) Poisson distribution: The number of points in a region A has a Poisson distribution with intensity: λ A p N A = n = λ A n exp ( λ A ) n! Complete independence: The number of points in two non-overlapping regions are independent λ A = λ ds A λ > 0 CSR= Complete spatial randomness

Poisson point process (inhomogeneous) Poisson distribution: The number of points in a region A has a Poisson distribution with intensity: Λ(A) Complete independence: The number of points in two non-overlapping regions are independent p N A = n = Λ(A) n exp ( Λ(A) ) n! Λ A λ s = λ s ds A > 0 s

Homogeneous versus inhomogeneous Homogeneous Inhomogeneous Homogeneous does not mean regular, common to see areas which appears as inhomogeneity but can equally well be caused by random fluctuations

Density of Poisson process In the Poisson process what is the probability for the point pattern s i i=1 m? Pr Z ds 1 = 1,, Z ds m = 1, Z A\ s i i=1 m = 0 m = λ s i ds i exp{ λ s i ds i } i=1 m = λ s i i=1 exp{ Λ(A)} exp{ Λ(A\ s i i=1 m )} m i=1 ds i p N = n Λ = Λn exp ( Λ ) n!

Density of point process In the general case what is the probability for the point pattern s i i=1 m? Pr Z ds 1 = 1,, Z ds m = 1 Z A = m m λ m (s 1, s 2, s m ) ds i Full distribution: Pr Z ds 1 = 1,, Z ds m = 1 Z A = m Pr(Z A = m) m i=1 = λ m (s 1, s 2, s m ) ds i Pr(Z A = m) i=1

Higher order intensity functions λ m (s 1, s 2, s m ) Sequence m=1,2,3, Nonnegative Permutation invariant For fixed number of points this is a Joint multivariate distribution, but the number of samples m vary.

Other processes Cox model: Random intensity p N A = n Λ = Λ(A) n exp ( Λ(A) ) n! p Λ = gives different models Log Gaussian Cox Model Clustering Parent child process Neyman-Scott Repulsion Markov point process Strauss process

Log Gaussian Cox process p N A = n Λ = Λ(A) n exp ( Λ(A) ) n! λ s = exp Y s, Λ A = λ s ds A Recall: Y s = β T x s + R s R s ~N(0, C R (h))

Clustering point process In some occasions Data points tend to group together Stars in the universe cluster in galaxies The clusters are "self organizing" i.e. no external force Informal definition of cluster: A cluster is a group of points whose intra-point distance is below the average distance in the pattern as a whole.

Clustering versus inhomogeneous Inhomogeneous : model there is an external feature which causes the inhomogeneity in the model Clustering model: Then the point process "organize", the cause is internal Not always clear distinction: The term clusters are sometimes used for describing high intensity areas in inhomogeneous distributions "Earth quakes cluster around tectonic boundaries"

Parent-child process Clustering processes Parent events are distributed according to one process Children events are distributed conditioned to parent distribution The final process is just the children parent child

Neyman-Scott process Parent Z p s is Poisson N p Children given parents s p,i i=1 is inhomogeneous Poisson: N p λ s Z p = α 1 σ f((s s p)/σ) i=1 α : cluster intensify σ : cluster spread f s : probability density Neyman-Scott is also a Cox process (random intensity) Many special cases and generalizations parent child

Repulsion In some occasions data points tend to be more regular than the Poisson process Coleochaete Cell centers in tissue repels each other The repulsion is "self organizing"(not due to external forces) Organism with multicellular organization

Repulsion is often modelled using Markov point process λ m s 1, s 2, s m m exp g i (s i ) i=1 + g ij s i, s j + + g 12 m i<j (s 1, s 2,, s m ) Strauss process: g i s i = log λ g ij s i, s j = log γ I( s i s j < R) g Higher order 0

Strauss process λ m s 1, s 2, s m = λm γ Y m R c λ, γ, R With Y m R = Σ i<j I( s i s j < R) number of pairs separated by less than R. c λ, γ, R is independent of m, thus gives the global scaling (i.e sum over all m) λ > 0 R > 0 0 γ 1 γ > 1 is impossible to normalize γ = 0 Hard core model γ = 1 Poisson process Hard core model: No points within a distance R

Estimation Inhomogeneous intensity Non parametric estimator : (Kernel estimator) m λ s = 1 p b (s) K b(s s i ) i=1 p b s account for edge effect K b probability density b > 0 bandwidth

Pair correlation function g s, x Intensity = λ 2 (s, x)/(λ s λ(x)) λ s = E(Z ds )/ds Second order intensity λ 2 s, x = E(Z(ds)Z(dx))/( ds dx ) If Z(.) is stationary : λ 2 s, x =λ 2 s x and also isotropic : λ 2 s, x = λ 2 s x

Pair correlation function Poisson distribution: λ 2 s, x = 1 Co occurrence more frequent than Poisson λ 2 s, x > 1 Co occurrence less often than Poisson λ 2 s, x < 1 Estimation using kernel based methods Clustering we have λ 2 s, x > 1 when x s is small Repulsion we have λ 2 s, x < 1 when x s is small

K-function Assume stationary and isotropic point process K h = E number of events within distance h of an abitrary event /λ Related to pair correlation function Estimator: K h = 1 mλ m i=1 m j=1 j i λ = m/ A Also edge effects se book 4.180 I s i s j h

K-function for an Poisson process In R d In R 2 K h = π d 2/ Γ 1 + d 2 hd K h = πh 2 To compare with Poisson distribution use L function which center and normalize K for Poisson distribution

L-function In R d 1/d In R 2 L h = K h Γ 1 + d 2 π d/2 L h = K h π 1/2 h h Some definitions do not subtract h

Clustering / Repulsion Clustering More events at short distance than Poisson If Estimated K function is larger than the response from Poisson process If L-function is positive (significantly positive) Repulsion Less events at short distance than Poisson If Estimated K function is less than the response from Poisson process If L-function is negative (significantly negative) Example Page 213 in book