Bayesian P-splines and advanced computing in R for a changepoint analysis on spatio-temporal point processes

Altieri, L., Cocchi, D., Greco, F., Illian, J.B. and Scott, E.M. (2016) Bayesian P-splines and advanced computing in R for a changepoint analysis on spatio-temporal point processes. Journal of Statistical Computation and Simulation, 86(13), pp. 2531-2545. (doi:10.1080/00949655.2016.1146280)

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Abstract

This work presents advanced computational aspects of a new method for changepoint de- tection on spatio-temporal point process data. We summarise the methodology, based on building a Bayesian hierarchical model for the data and declaring prior conjectures on the number and positions of the changepoints, and show how to take decisions regarding the ac- ceptance of potential changepoints. The focus of this work is about choosing an approach that detects the correct changepoint and delivers smooth reliable estimates in a feasible computa- tional time; we propose Bayesian P-splines as a suitable tool for managing spatial variation, both under a computational and a model fitting performance perspective. The main compu- tational challenges are outlined and a solution involving parallel computing in R is proposed and tested on a simulation study. An application is also presented on a dataset of seismic events in Italy over the last 20 years.

Item Type:Articles
Status:Published
Refereed:Yes
Glasgow Author(s) Enlighten ID:Altieri, Miss Linda and Scott, Professor Marian and Illian, Professor Janine
Authors: Altieri, L., Cocchi, D., Greco, F., Illian, J.B., and Scott, E.M.
College/School:College of Science and Engineering > School of Mathematics and Statistics
College of Science and Engineering > School of Mathematics and Statistics > Statistics
Journal Name:Journal of Statistical Computation and Simulation
Publisher:Taylor & Francis
ISSN:0010-4817
ISSN (Online):1563-5163
Published Online:18 February 2016
Copyright Holders:Copyright © 2016 Taylor and Francis
First Published:First published in Journal of Statistical Computation and Simulation 86(13): 2531-2545
Publisher Policy:Reproduced in accordance with the copyright policy of the publisher

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