# 1 Introduction to Spatial Point Processes

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1 1 Introduction to patial Point Processes 1.1 Introduction Modern point process theory has a history that can trace its roots back to Poisson in However, much of the modern theory, which depends heavily on measure theory, was developed in the mid 20th century. Three lectures is not nearly enough time to cover all of the theory and applications. My goal is to give a general introduction to the topics I find instructive and those that I find useful for spatial modeling (at least from the Bayesian framework). everal good texts books are out there for further study. These include, but not limited to, Daley and Vere-Jones (2003), Daley and Vere-Jones (2008), Møller and Waagepetersen (2004) and Illian et al. (2008). Most of my material comes from Møller and Waagepetersen (2004), Illian et al. (2008), Møller, yversveen, and Waagepetersen (1998) and Møller and Waagepetersen (2007). Most theorems and propositions will be stated without proof. One may think of a spatial point process as a random countable subset of a space. We will assume that R d. Typically, will be a d-dimensional box or all of R d. However, it could also be d 1, the (d 1)-dimensional unit sphere. As an example, we may be interested in the spatial distribution of weeds in a square kilometer field. In this case we can assume = [0, 1] 2 R 2. As another example, we may be interested in the distribution of all major earthquakes that occurred during the last year. Then = 2 R 3. In many instances, we may only observe points in a bounded subset (window) W. For example we may be interested in the spatial distribution of a certain species of tree in the Amazon basis. For obvious reasons, it is impractical to count and note the location of every tree, and so we may concentrate our efforts to several square windows W i = [w i0, w i1 ] 2, w i1 > w i0, W i W j =, j i and W = i W i. The definition of a spatial point process includes both finite and countable processes. We will restrict attention to point processes, X whose realizations, x, are locally finite subsets of. Definition 1 Let n(x) denote the cardinality of a subset x. If x is not finite, set n(x) =. Let x B = x B for B. Now, x is said to be locally finite if n(x B ) < whenever B is bounded. 1

2 patial Point Processes 2 Hence, X takes values in the space N lf = {x : n(x B ) <, bounded B }. Elements of N lf are called locally finite point configurations and will be denoted by x, y,..., while ξ, η,... will denote singletons in. Before continuing, we will provide the formal definition of a point process. Assume is a complete, separable metric space (c.s.m.s.) with metric d and equip it with the Borel sigma algebra B and let B 0 denote the class of bounded Borel sets. Equip N lf with the sigma algebra N lf = σ({x N lf : n(x B ) = m} : B B 0, m N 0 ). That is N lf is the smallest sigma algebra generated by the sets where N 0 = N {0}. {x N lf : n(x B ) = m} : B B 0, m N 0 Definition 2 A point process X defined on is a measurable mapping defined on some probability space (Ω, F, P) taking values in (N lf, N lf ). This mapping induces a distribution P X of X given by P X (F ) = P ({ω Ω : X(ω) F }), for F N lf. In fact, the measurability of X is equivalent to the number, N(B), of points in B B being a random variable. In a slight abuse of notation we may write X when we mean X B and F N lf when we mean F N lf. When R d the metric d(ξ, η) = ξ η is the usual Euclidean distance Characterizations of Point Processes There are three characterizations of a point process. That is the distribution of a point process X is completely specified by each characterization. The three characterizations are by its finite dimensional distributions, its void probabilities and its generating functional. Definition 3 The family of finite-dimensional distributions of a point process X on c.s.m.s. is the collection of the joint distributions of (N(B 1 ),..., N(B m )), where (B 1,..., B m ) ranges over the bounded borel sets B i, i = 1,..., m and m N. Theorem 1 The distribution of a point process X on a c.s.m.s. is completely determined by its finite-dimensional distributions.

3 patial Point Processes 3 In other words, if two point processes share the same finite-dimensional distributions, then they are equal in distribution. Definition 4 A point process on is called a simple point process if its realizations contain no coincident points. That is N({ξ}) {0, 1} almost surely for all ξ. The void probabilities of B is v(b) = P (N(B) = 0). Theorem 2 (Rényi, 1967) The distribution of a simple point process X on is uniquely determined by its void probabilities of bounded Borel sets B B 0. The probability generating functional plays the same role for a point process as the probability generating function plays for a non-negative integer-valued random variable. For a point process, X, the probability generating functional is defined by [ { }] [ ] G X (u) = E exp ln u(ξ)dn(ξ) = E u(ξ) for functions u : [0, 1] with {ξ : u(ξ) < 1} bounded. As a simple example, for B B 0 take u(ξ) = t I(ξ B) with 0 t 1. Then G X (u) = E [ t N(B)], which is the probability generating function for N(B). ξ X Theorem 3 The distribution of a point process X on is uniquely determined by its generating functional. For the remaining lectures we assume X is a simple point process with R d, with d 3 typically. 1.2 patial Poisson Processes Poisson point processes play a fundamental role in the theory of point processes. They possess the property of no interaction between points or complete spatial randomness. As such, they are practically useless as a model for a spatial point pattern as most spatial point patterns exhibit some degree of interaction among the points. However, they serve as reference processes when summary statistics are studied and as a building block for more structured point process models.

4 patial Point Processes 4 We start with a space R d and an intensity function ρ : [0, ) that is locally integrable: ρ(ξ)dξ < for all bounded B. We also define the intensity measure by B µ(b) = ρ(ξ)dξ. This measure is locally finite: µ(b) < for bounded B and diffuse: B µ({ξ}) = 0, for all ξ. We first define a related process, the binomial point process: Definition 5 Let f be a density function on a set B and let n N. A point process X consisting of n independent and identically distributed points with common density f is called a binomial point process of n points in B with density f: X binomial(b, n, f). Now we give a definition of a (spatial) Poisson process. Definition 6 A point process X on R d is a Poisson point process with intensity function ρ (and intensity measure µ) if the following two properties hold: for any B such that µ(b) <, N(B) Pois(µ(B)) the Poisson distribution with mean µ(b). For any n N and B such that 0 < µ(b) < ( [X B N(B) = n] binomial B, n, ρ(ξ) ), µ(b) that is, the density function of the binomial point process is f( ) = ρ( )/µ(b). We write X Poisson(, ρ). Note that for any bounded B, µ determines the expected number of points in B: E(N(B)) = µ(b). o, if is bounded, this gives us a simple way to simulate a Poisson process on. 1) Draw N(B) Pois(µ(B)). 2) Draw N(B) independent points uniformly on.

5 patial Point Processes 5 Definition 7 If X Poisson(, ρ), then X is called a homogeneous Poisson process if ρ is constant, otherwise it is said to be inhomogeneous. If X Poisson(, 1), then X is called the standard Poisson process or the unit rate Poisson process on. Definition 8 A point process X on R d is stationary if its distribution is invariant under translations. It is isotropic if its distribution is invariant under rotations about the origin. The void probabilities of a Poisson process, for bounded B, are since N(B) Pois(µ(B)). v(b) = P (N(B) = 0) = exp( µ(b))µ0 (B) 0! = exp( µ(b)), Proposition 1 Let X Poisson(, ρ). The probability generating functional of X is given by { } G X (u) = exp (1 u(ξ))ρ(ξ)dξ. We now prove this for the special case when ρ is constant. Consider a bounded B. et u(ξ) 1 for ξ \ B. Then [ { }] [ ] E exp ln u(ξ)dn(ξ) = E u(ξ) = E {E [u(x 1 ) u(x n ) N(B) = n]} ξ X exp( ρ B )(ρ B ) n u(x 1 ) u(x n ) = dx n! n=0 B B B n 1,..., dx n { n = exp( ρ B ) ρu(ξ)dξ} /n! { = exp ρ { = exp ρ B n=0 where the last equality holds since u 1 on \ B. B } [1 u(ξ)]dξ } [1 u(ξ)]dξ. There are two basic operations for a point process: thinning and superposition. Definition 9 A disjoint union i=1x i of point processes X 1, X 2,... is called a superposition.

6 patial Point Processes 6 Definition 10 Let p : [0, 1] be a function and X a point process on. The point process X thin X obtained by including ξ X in X thin with probability p(ξ), where the points are included/excluded independently on each other, is said to be an independent thinning of X with retention probabilities p(ξ). Proposition 2 If X i Poisson(, ρ i ), i = 1, 2,..., are mutually independent and ρ = ρ i is locally integrable, then with probability one, X = i=1x i is a disjoint union and X Poisson(, ρ). That X Poisson(, ρ) is easy to show using void probabilities: ( P (N(B) = 0) = P Ni (B) = 0) = P ( (N i (B) = 0)) = i P (N i = 0) = i exp( µ i (B)) = exp( µ(b)). Proposition 3 Let X Poisson(, ρ) and suppose it is subject to independent thinning with retention probabilities p thin and let ρ thin (ξ) = p thin (ξ)ρ(ξ). Then X thin and X \ X thin are independent Poisson processes with intensity functions ρ thin (ξ) and ρ ρ thin (ξ), respectively. The density of a Poisson process does not exist with respect to Lesbesgue measure. However the density does exist with respect to another Poisson process under certain conditions. And if the space is bounded, the density of any Poisson process exists with respect to the unit rate Poisson process. We need the following proposition in order to define the density of a Poisson process. Proposition 4 Let h : N lf [0, ) and B. If X Poisson(, ρ) with µ(b) <, then exp( µ(b)) n E[h(X B )] = h({x i } n n! i=1) ρ(x i )dx 1,... dx n. (1) B B n=0 In particular, when h({x i } n i=1) = I({x i } n i=1 F ) for F N lf we get P (X B F ) = n=0 exp( µ(b)) n! B i=1 I({x i } n i=1 F ) B n ρ(x i )dx 1,... dx n. (2) i=1 Note that (2) also follows directly from Definition 6.

7 patial Point Processes 7 Definition 11 If X 1 and X 2 are two point processes defined on the same space, then the distribution of X 1 is absolutely continuous with respect to the distribution of X 2 if and only if P (X 2 F ) = 0 implies that P (X 1 F ) = 0 for F N lf. Equivalently, by the Radon-Nikodym theorem, if there exists a function f : N lf [0, ] so that P (X 1 F ) = E [I(X 2 F )f(x 2 )], F N lf. (3) We call f a density for X 1 with respect to X 2. Proposition 5 Let X 1 Poisson(R d, ρ 1 ) and X 2 Poisson(R d, ρ 2 ). Then the distribution of X 1 is absolutely continuous with respect to the distribution of X 2 if and only if ρ 1 = ρ 2. Thus two Poisson processes are not necessarily absolutely continuous respect to one another. The next proposition gives conditions when the distribution of one Poisson process is absolutely continuous with respect to another. Proposition 6 Let X 1 Poisson(, ρ 1 ) and X 2 Poisson(, ρ 2 ). Also suppose µ i () <, i = 1, 2 so that is bounded and that ρ 2 (ξ) > 0 whenever ρ 1 (ξ) > 0. Then the distribution of X 1 is absolutely continuous with respect to X 2 with density f(x) = exp [µ 2 () µ 1 ()] ξ x for finite point configurations x with 0/0 = 0. ρ 1 (ξ) ρ 2 (ξ) The proof of this follows easily from Proposition 4. We need to show that with this f, (3) is satisfied. But this follows immediately from (1). Now for bounded the distribution of any Poisson process, X Poisson(, ρ 1 ), is absolutely continuous with respect to the distribution of the unit rate Poisson process. For we always have that ρ 2 (ξ) 1 > 0 whenever ρ 1 (ξ) > patial Cox Processes As mentioned above, the Poisson process is usually too simplistic to be of much value in a statistical model of point pattern data. However, it can be used to construct more complex and flexible models. The first class of model is the Cox process. We will spend the remaining time today discussing the Cox process, in general. Tomorrow we will discuss several specific Cox processes. Cox processes are models for aggregated or clustered point patterns.

8 patial Point Processes 8 A Cox process is a natural extension of a Poisson process. It is obtained by considering the intensity function of a Poisson process as a realization of a random field. These processes were first studied by Cox (1955) under the name doubly stochastic Poisson processes. Definition 12 uppose that Z = {Z(ξ) : ξ } is a non-negative random field such that with probability one, ξ Z(ξ) is a locally integrable function. If [X Z] Poisson(, Z), then X is said to be a Cox process driven by Z. Example 1 A simple Cox process is the mixed Poisson process. Let Z(ξ) Z 0 be constant on. Then [X Z 0 ] Poisson(, Z 0 ) (homogeneous Poisson). A special tractable case is when Z 0 G(α, β). Then the counts N(B) follows a negative binomial distribution. It should be noted that for disjoint bounded A, B, N(A) and N(B) are positively correlated. Example 2 Random independent thinning of a Cox process X results in a new Cox process X thin. uppose X is a Cox process driven by Z. Let Π = {Π(ξ) : ξ } [0, 1] be a random field that is independent of both X and Z. Let X thin denote the point process obtained by independent thinning of the points in X with retention probabilities Π. Then X thin is a Cox process driven by Z thin (ξ) = Π(ξ)Z(ξ). This follows immediately from the definition of a Cox process and the thinning property of a Poisson process. Typically Z is not observed and so it is impossible to distinguish a Cox process X from the Poisson process X Z when only one realization of X is available. Which of the two models is most appropriate (whether Z should be random or deterministic) depends on prior knowledge. In the Bayesian setting, one can incorporate prior knowledge of the intensity function into the model. ee Example 1 above. if we want to investigate the dependence of certain covariates associated with Z. The covariates can then be treated as systematic terms, while unobserved effects may be treated as random terms. It may be difficult to model an aggregated point pattern with a parametric class of inhomogeneous Poisson processes (for example, a class of polynomial intensity functions). Cox processes allow more flexibility and perhaps a more parsimonious model. For example, the coefficients in the polynomial intensity functions could be random, as opposed to fixed. The properties of a Cox process X are easily derived by conditioning on the random intensity Z and exploiting the properties of the Poisson process X Z.

9 patial Point Processes 9 The intensity function of X is ρ(ξ) = E[Z(ξ)]. If we restrict a Cox process X to a set B, with B <, then the density of X B = X B with respect to the distribution of a unit-rate Poisson process is, for finite point configurations x B, π(x) = E [ exp ( ) B Z(ξ)dξ Z(ξ) B ξ x ]. For a bounded B, the void probabilities are given by v(b) = P (N(B) = 0) = E[P (N(B) = 0 Z)] = E For u : [0, 1], the generating functional is [ ( G X (u) = E exp )] (1 u(ξ))z(ξ)dξ. [ ( )] exp Z(ξ)dξ. B Log Gaussian Cox Processes We now consider a special case of a Cox process that is analytically tractable. Let Y = ln Z be a Gaussian random field in R d. A Gaussian random field is a random process whose finite dimensional distributions are Gaussian distributions. Definition 13 (Log Gaussian Cox process (LGCP)) Let X be a Cox process on R d driven by Z = exp(y ) where Y is a Gaussian random field. Then X is said to be a log Gaussian Cox process. The distribution of (X, Y ) is completely determined by the mean and covariance function m(ξ) = E(Y (ξ)) and c(ξ, η) = Cov(Y (ξ), Y (η)). The intensity function of a LGCP is ρ(ξ) = exp(m(ξ) c(ξ, ξ)/2). We will assume that c(ξ, η) = c( ξ η ) is translation invariant and isotropic with form c( ξ η ) = σ 2 r( ξ η /α)

10 patial Point Processes 10 where σ 2 > 0 is the variance and r is a known correlation function with α > 0 a correlation parameter. The function r : R d [ 1, 1] with r(0) = 1 for all ξ R d is a correlation function for a Gaussian random field if and only if r is a positive semidefinite function: i,j a i a j r(ξ i, ξ j ) 0 for all a 1,..., a n R and ξ 1,..., ξ n R d and n N. A useful family of correlation functions is the power exponential family: r( ξ η /α) = exp( ξ η δ /α) δ [0, 2]. The parameter δ controls the amount of smoothness of the realizations of the Gaussian random field and typically fixed based (hopefully) on a priori knowledge. pecial cases are the exponential correlation function when δ = 1, the stable correlation function when δ = 1/2 and the Gaussian correlation function when δ = 2. We will discuss Bayesian modeling of LGCPs along with a fast method to simulate a Gaussian field in Lecture table Correlation Exponential Correlation Gaussian Correlation Table 1: Realizations of LGCPs on = [0, 512] 2 with m(ξ) = 4.25, σ 2 = 1 and α = 0.01.

11 patial Point Processes 11 2 Aggregative, Repulsive and Marked Point Processes 2.1 Aggregative Processes The identification of centers of clustering is of interest in many areas of applications including archeology, mining, forestry and astronomy. For example, young trees in a natural forest and galaxies in the universe form clustered patterns. In clustered patterns the point density varies strongly over space. In some regions the density is high and other regions it is low. The definition of a cluster is subjective. But here is one definition: Definition 14 A cluster is a group of points whose intra-point distance is below the average distance in the pattern as a whole. This local aggregation is not simply the result of random point density fluctuations. There exists a fundamental ambiguity between heterogeneity and clustering, the first corresponding to spatial variation of the intensity function λ(x), the second to stochastic dependence amongst the points of the process...[and these are]...difficult to disentangle Diggle (2007). Clustering can occur by a variety of mechanisms which cannot be distinguished based on statistical approaches below. ubject specific knowledge is also required. For example, the objects represented by the points were originally scattered completely at random in the region of interest, but remain only in certain subregions that are distributed irregularly in space. For example, plants with wind dispersed seeds which germinate only in areas of with suitable soil conditions. As another example, the pattern results from a mechanism that involves parent points and daughter points, where the daughter points are scattered around the parent points. An example was given above: young trees cluster around parent trees, the daughters arise from the seeds of the parent plant. Often, the parent points are unknown or even fictitious. We begin we the most general type of clustering process Definition 15 Let X be a finite point process on R d and conditional on X associate with each x X a finite point process Z x of points centered at x and assume that these processes are independent of one another. Then Z = x X Z x is an independent cluster process. The data consist of a realization of Y = Z W in a compact window W R d, with W <. Note that there is nothing in the definition that precludes the possibility that x X lies outside of W. In any analysis, we would want to allow for this possibility to reduce bias from

12 patial Point Processes 12 edge effects. Also, the definition is flexible enough in that characteristics of the daughter clusters Z x, x X, such as the intensity or spread of the cluster, are allowed to be randomly and spatially varying. However, in order to make any type of statistical inference, we will require that the distribution of Y is absolutely continuous with respect to the distribution of a unit rate Poisson process on compact and of positive volume. Table 2 summarizes standard nomenclature for various cluster processes all of which are special cases of the independent cluster process. Name of Process Clusters Parents Independent cluster process general general Poisson cluster process general Poisson Cox cluster process Poisson general Neyman-cott process Poisson Poisson Matérn cluster process Poisson (uniform in ball) Poisson (homog.) Modified Thomas Process Poisson (Gaussian) Poisson (homog.) Table 2: Nomenclature for independent cluster processes Neyman-cott Processes Definition 16 A Neyman-cott process is a particular case of a Poisson cluster process (the daughter clusters are assumed to be Poisson). We will now consider the case when a Neyman-cott process becomes a Cox cluster process. Let C be a homogeneous Poisson process of cluster centers (the parent process) with intensity λ > 0. Let C = {c 1, c 2,... }, and conditional on C associate with each c i a Poisson process X i centered at c i and that these processes are independent of one another. The intensity measure of X i is given by µ i (B) = αf(ξ c i ; θ)dξ B where α > 0 is a parameter and f is the density function of a continuous random variable in R d parameterized by θ. We further assume that α and θ are known. By the superposition property of independent Poisson processes, X = i X i is a Neyman-cott process with intensity Z(ξ) = c i C αf(ξ c i ; θ). Further, by the definition of a Cox process, X is also a Cox process driven by Z(ξ) = c i C αf(ξ c i ; θ).

13 patial Point Processes 13 This process is stationary and is isotropic if f(ξ) only depends on ξ. The intensity function of the Cox process then ρ(ξ) = E[Z(ξ)] = αλ. (4) Example 3 (Matérn cluster process) A Matérn cluster process is a special case of a Neyman-cott process (and also of a Cox cluster process) where the density function is f(ξ c; θ) = drd 1, for r = ξ c R. Rd That is, conditional on C and c i C, the points x i X i are uniformly distributed in the ball b(c i, R) centered at c i of radius R. Here θ = R. Example 4 (Modified Thomas process) A modified Thomas process is also a special case of a Neyman-cott process (and also of a Cox cluster process) where the density function is f(ξ c; θ) = ( 2πσ 2) [ d/2 exp 1 ] ξ c 2. 2σ2 That is ξ N d (c, σ 2 I). Here θ = σ 2. Both of these examples can be further generalized by allowing R and σ 2 to depend on c. The Neyman-cott can be generalized in one other way. Definition 17 Let X be a Cox process on R d driven by Z(ξ) = γf(ξ c) (c,γ) Y where Y is a Poisson point process on R d (0, ) with a locally integrable intensity function λ. Then X is called a shot noise Cox process (NCP). The NCP is different from a Neyman-cott process in two regards. 1) γ is random and 2) the parent process Y is not homogeneous. Now, the intensity function of X is given by ρ(ξ) = E[Z(ξ)] = γf(ξ c)λ(c, γ)dcdγ. (5) provided the integral is finite. The proofs of (4) and (5) rely on the livnyak-mecke Theorem.

14 patial Point Processes 14 Theorem 4 (livnyak-mecke) Let X Poisson(, ρ). For any function h : N lf [0, ) we have [ ] E h(ξ, X \ ξ) = E [h(ξ, X)] ρ(ξ)dξ. ξ X Consult Møller and Waagepetersen (2004) for a proof Edge effects Edge effects occur in these aggregative processes when the sampling window W is a proper subset of the space of interest. In this case it can happen that the parent process has points outside of the sampling window and that this parent point has daughter points that lie within W. This causes a bias in estimation of the intensity function. One way to reduce the bias, when modeling, is to increase the search for parents outside the sampling window W. For example, if we are using a Matérn cluster process with a radius of R, then we can increase our search outside of W by this radius. 2.2 Repulsive Processes Repulsive processes occur naturally in biological applications. For example, mature trees in a forest may represent a repulsive process as they compete for nutrients and sunlight. Locations of male crocodiles along a river basin also represent a repulsive process as males are territorial. Repulsive process are typically modeled through Markov point processes. The setup for Markov point processes will differ slightly than the setup for the point processes we have studied thus far. Consider a point process X on R d with density f defined with respect to the unit rate Poisson process. We will require < so that f is well-defined. The density is then concentrated on the set of finite point configurations contained in (I am not sure why): N f = {x : n(x) < }. (Contrast this with N lf = {x B : n(x B ) <, for all bounded B }, where x B = x B).

15 patial Point Processes 15 ampling Window, W Figure 1: Edge effects for a Matérn process. Parent process is homogeneous Poisson with a constant rate of 20 in a square field. The cluster processes are homogeneous Poisson centered at the parents () with a radius of 3 and a constant rate of 10.

16 patial Point Processes 16 Now, by Proposition 4, for F N f P (X F ) = n=0 exp( ) n! I({x 1,..., x n } F )f({x 1,..., x n })dx 1... dx n. An example we have already seen is when X Poisson(, ρ), with µ() = ρ(ξ)dξ <. s Then f(x) = exp( µ()) ρ(ξ), ξ x (see Proposition 6). In most cases, especially for Markov point processes, the density f is only known up to a normalizing constant: f = ch, where h : N f [0, ) and the normalizing constant is c 1 = n=0 exp( ) n! h({x 1,..., x n })dx 1... dx n. Markov models (and Gibbs distributions) originated in statistical physics where c is called the partition function Papangelou Conditional Intensity As far as likelihood inference goes, Markov point process densities are intractable as the normalizing constant is unknown and/or extremely complicated to approximate. However, we can resort to MCMC techniques to compute approximate likelihoods and posterior estimates of parameters using the following conditional intensity. Definition 18 The Papangelou conditional intensity for a point process X with density f is defined by λ f(x {ξ}) (x, ξ) =, x N f, ξ \ x, f(x) where we take a/0 = 0 for a 0. The normalizing constant for f cancels, thus λ (x, ξ) does not depend on it. For a Poisson process, λ (x, ξ) = ρ(ξ) does not depend on x either (since the points are spatially independent).

17 patial Point Processes 17 Definition 19 We say that X (or f) is attractive if λ (x, ξ) λ (y, ξ) whenever x y and repulsive if λ (x, ξ) λ (y, ξ) whenever x y Pairwise interaction point processes In the above discussion, f is a quite general function where all the x X can interact. However, statistical experience has shown that often a pairwise interaction is sufficient to model many types of point pattern data. Thus we restrict attention to densities of the form f(x) = c g(ξ) h({ξ, η}) (6) ξ x {ξ,η} x where h is an interaction function. That is h is a non-negative function for which the right hand side of (6) is integrable with respect to the unit rate Poisson process. The range of interaction is defined by R = inf{r > 0 : {ξ, η}, h({ξ, η}) = 1 if ξ η > r}. Pairwise interaction processes are analytically intractable because of the unknown normalizing constant c. There is one exception: the Poisson point process where h({ξ, η}) 1, so that R = 0. The Papangelou conditional intensity, for f(x) > 0 and ξ / x, is given by λ (x, ξ) = g(ξ) η x h({ξ, η}). By the definition of a repulsive process, f is repulsive if and only if h({ξ, η}) 1. Most pairwise interaction processes are repulsive. For the attractive case, when h({ξ, η}) 1 for all distinct ξ, η, f is not always well defined (one must check that it is). Now we consider a special case where g(ξ) is constant and h({ξ, η}) = h( ξ η ). In this case, the pairwise interaction process is called homogeneous. Example 5 (The trauss Process) A simple, but non-trivial, pairwise interaction process is the trauss process with h( ξ η ) = γ I( ξ η R)

18 patial Point Processes 18 where we take 0 0 = 1. The interaction parameter γ [0, 1] and R > 0 is the range of interaction. The density of the trauss process is f(x) β n(x) γ s R(x) where β > 0 and s R (x) = {ξ,η} x I( ξ η R) is the number of pairs of points in x that are a distance of R or less apart. There are two limiting cases of the trauss process. When γ = 1 we have f(x) β n(x) which is the density of a Poisson(, β) (with respect to the unit rate Poisson). When γ < 1 the process is repulsive with range of interaction R. When γ = 0 points are prohibited from being closer than the distance R apart and is called a hard core process. Table 3: Realizations of trauss processes on = [0, 1] 2. Here β = 100, R = 0.1 and γ = 1.0, 0.5, 0.0 from left to right. Processes generated from the function rtrauss in the R package spatstat by Adrian Baddeley. 2.3 Marked Processes Let Y be a point process on T R d. Given some space M, if a random mark m ξ M is attached to each point ξ Y, then X = {(ξ, m ξ : ξ Y }

19 patial Point Processes 19 is called a marked point process with points in T and mark space M. Marks can be thought of as extra data or information associated with each point in Y. Example 6 We have already encountered a marked point process, although we did not identify it as such. In Definition 17, we defined the NCP. In that definition Y was considered a Poisson point process on R d (0, ). However, we can also consider it a marked point process with points in R d and mark space M = (0, ). Definition 20 (Marked Poisson processes) uppose that Y is Poisson(T, ρ), where ρ is a locally integrable intensity function. Also suppose that conditional on Y, the marks {m ξ : ξ Y } are mutually independent. Then X = {(ξ, m ξ ) : ξ Y } is a marked Poisson process. If the marks are i.i.d. with common distribution Q, then Q is called the mark distribution. Now we will discuss three marking models: 1) independent marks, 2) random field model and 3) intensity-weighted marks. The simplest model for marks is the independent marks model. In this model, the marks are i.i.d. random variables and are independent of the locations of the point pattern. If X = {(ξ, m ξ ) : ξ Y } then the density of X can be factorized as π(x) = π(y )π(m). The random field model, a.k.a. geostatistical marking is the next level of generalization. In the random field model, the marks are assumed to be correlated, but independent of the point process Y. The marks are derived from the random field: m ξ = Z(ξ) for some (stationary) random field Z such as the Gaussian random field. The next level of generalization is to assume that there is correlation between the point density and the marks. An example of such a model is the intensity-weighted log-gaussian Cox model. Y is a stationary LGCP driven by Z. Each point ξ Y is assigned a mark m ξ according to m ξ = a bz(ξ) ε(ξ) where ε(ξ) are i.i.d. N(0, σ 2 ε) and a and b are model parameters. When b > 0 the marks are large in areas of high point density and small in areas of low point density. When b < 0 the marks are small in regions of high point density and large in regions of low point density. When b = 0 the marks are independent of the point density.

20 patial Point Processes 20 3 imulation and Bayesian Methods 3.1 Fast imulation for LGCPs The following is adapted from Møller, yversveen, and Waagepetersen (1998). Recall that a Gaussian random field is completely specified by its finite dimensional distributions. Therefore, to simulate a stationary Gaussian random field, we discretize it to a uniform grid and define the appropriate finite dimensional Gaussian distribution on this grid. Consider for a moment a Gaussian random field Y on the unit square = [0, 1] 2. We discretize the unit square into an M M grid I with cells D ij = [(i 1)/M, i/m] [(j 1)/M, j/m] where the center of cell D ij is given by (c i, c j ) = ((2i 1)/(2M), (2j 1)/(2M)) and we then approximate the Gaussian random field {Y (s)} s [0,1] 2 by its value Y ((c i, c j )) at the center of each cell D ij. This is easily extended to rectangular lattices. Now take the lexicographic ordering of the indices i, j: k = 2Mi M(2Mj 1) and thus Y k = Y ((c i, c j )). Let Y = (Y 1,..., Y M 2) T (hopefully without any confusion). Now the problem is to simulate Y N M 2(0, Σ) (w.l.o.g. we can assume the mean of the stationary GRF is 0). Here Σ has elements of the form C( (c i, c j ) (c i, c j) ) = σ 2 r( (c i, c j ) (c i, c j) /α) (or some other valid isotropic covariance function). Easy, correct? Well in theory this is simple if Σ is a symmetric positive definite matrix. We take the Cholesky decomposition of Σ, say GG T, where G is lower triangular, simulate M 2 normal mean 0, variance 1 random variates, x = (x 1,..., x M 2) T, and set Y = Gx. We may also need to evaluate the inverse of Σ as well as its determinant. However, for many grids, M can be moderately large, say 128. Then Σ is a matrix and it gets even worse if we need to simulate a GRF on a bounded R d where d 3. The Cholesky decomposition is an expensive operation O(n 3 ) and if M is too large we may not even have enough RAM in our computers to compute it. Now consider Σ to be symmetric non-negative definite, and for simplicity consider simulation of a Y on [0, 1] (Note that we are in one-dimensional Euclidean space now). The following method (Rue and Held, 2005) will work for any hyperrectangle in any Euclidean space, with a few minor modifications. Let s first assume that M = 2 n for some positive constant n. First, we note that Σ is a Toeplitz matrix. Next, we embed Σ into a circulant matrix of size 2M 2M by the following procedure. Extend [0, 1] to [0, 2] and map [0, 2] onto a circle with circumference 2 and extend the grid from I with M cells to I ext with 2M cells. Let d ij denote the minimum distance on this circle between c i and c j. Now Σ ext = (C(d ij )) (i,j) Iext and is a circulant matrix of size

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