Dynamic Multiscale Spatiotemporal Models for Poisson Data
提出一类新的动态多尺度泊松时空模型，通过多尺度空间泊松分解和狄利克雷演化实现高效贝叶斯推断，并用于分析死亡率数据和龙卷风报告。
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.