We propose and investigate dynamic spatial-temporal point process models for independent and interacting events. The models for independent events are dynamic spatial-temporal Poisson point process (DSTPPP) model that account for temporal and spatial clustering. The models proposed for events with interaction are Markov (Gibbs) space-time point process models. We model the intensity function of a DSTPPP via conditioning arguments that allow for additional interpretations and inclusion of well-known point process models as special cases. Depending on the nature of the questions to be answered, the in- tensity function of a DSTPPP can be modeled in several ways. First, we develop models via conditioning on the time component of the events and then consider conditioning on the location component of the events. Modeling, simulation and computation are accomplished in a fully hierarchical Bayesian framework. Finally, we focus on dynamic marked Markov space-time point processes, where the events are allowed to interact with each other across time and space. Once again the hierarchical Bayesian framework is invaluable in this case, since it allows us to introduce dynamic process models via conditioning. The methodolo- gies are illustrated using simulated data, and several applications, including modeling and inference for earthquake events in California, and tornado events in Missouri.
Many researchers encounter the missing data problem. The phenomenon may be occasioned by data omission, non-response, death of respondents, recording errors, among others. It is important to find an appropriate data imputation technique to fill in the missing positions. In this study, the Expectation Maximization (EM) algorithm and two of its stochastic variants, stochastic EM (SEM) and Monte Carlo EM (MCEM), are employed in missing data imputation and parameter estimation in multivariate t distribution with unknown degrees of freedom. The imputation efficiencies of the three methods are then compared using mean square error (MSE) criterion. SEM yields the lowest MSE, making it the most efficient method in data imputation when the data assumes the multivariate t distribution. The algorithm’s stochastic nature enables it to avoid local saddle points and achieve global maxima; ultimately increasing its efficiency. The EM and MCEM techniques yield almost similar results. Large sample draws in the MCEM’s E-step yield more or less the same results as the deterministic EM. In parameter estimation, it is observed that the parameter estimates for EM and MCEM are relatively close to the simulated data’s maximum likelihood (ML) estimates. This is not the case in SEM, owing to the random nature of the algorithm.
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