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Bayesian Computation for Log-Gaussian Cox Processes: A Comparative Analysis of Methods.

Ming TengFarouk S NathooTimothy D Johnson
Published in: Journal of statistical computation and simulation (2017)
The Log-Gaussian Cox Process is a commonly used model for the analysis of spatial point pattern data. Fitting this model is difficult because of its doubly-stochastic property, i.e., it is an hierarchical combination of a Poisson process at the first level and a Gaussian Process at the second level. Various methods have been proposed to estimate such a process, including traditional likelihood-based approaches as well as Bayesian methods. We focus here on Bayesian methods and several approaches that have been considered for model fitting within this framework, including Hamiltonian Monte Carlo, the Integrated nested Laplace approximation, and Variational Bayes. We consider these approaches and make comparisons with respect to statistical and computational efficiency. These comparisons are made through several simulation studies as well as through two applications, the first examining ecological data and the second involving neuroimaging data.
Keyphrases
  • electronic health record
  • big data
  • monte carlo
  • artificial intelligence
  • human health