Predictive scoring of Point Processes

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rafa.arc...@gmail.com

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Mar 21, 2023, 8:31:28 AM3/21/23
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Dear all,

Supposing I have two models:
1) Spatial point process with Gaussian Field
2) Spatial point process without Gaussian Field

Both models have the same integration points (Mesh nodes) but model 1 accounts for spatial autocorrelation with a SPDE term and model 2 not.

What is the best way to show based on a predictive scoring that model 1 leads to better predictions than model 2?

Thank you in advance.

Best regards,

Rafael

Finn Lindgren

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Mar 21, 2023, 8:34:57 AM3/21/23
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Hi Rafael,

it depends on what type of prediction you care about. But assuming
the random field is there to capture aspects not captured by the
covariates, any prediction score valid for a point process could be
used.
Normally, one aggregates to some grid and applies a prediction score
to aggregated counts.

Finn
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Finn Lindgren
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rafa.arc...@gmail.com

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Mar 21, 2023, 8:50:09 AM3/21/23
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Hi Finn,

thanks a lot. Are the conditional predictive ordinates (CPO) valid for point processes? Do you maybe have a source/example where someone does this for point processes?

Best regards,

Rafael

Finn Lindgren

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Mar 21, 2023, 9:27:20 AM3/21/23
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No, CPO isn't well defined for point process likelihoods.

Some node on prediction scores (that can be applied to e.g. aggregated
counts from point process data):
https://inlabru-org.github.io/inlabru/articles/prediction_scores.html

Point process residuals can be a useful tool to investigate point
process model predictions:
https://inlabru-org.github.io/inlabru/articles/web/2d_lgcp_residuals.html


Finn
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