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Computational Statistics and Data Analysis 60 (2013) 146156

Contents lists available at SciVerse ScienceDirect

Computational Statistics and Data Analysis

journal homepage: www.elsevier.com/locate/csda

Bayesian dynamic models for spacetime point processes

Edna A. Reis a, , Dani Gamerman b , Marina S. Paez b , Thiago G. Martins b
a

Departmento de Estatstica, Universidade Federal de Minas Gerais, Belo Horizonte, Brazil

Instituto de Matemtica, Universidade Federal do Rio de Janeiro, Rio de Janeiro, Brazil

article

info

Article history:
Received 4 April 2011
Received in revised form 19 December 2011
Accepted 8 November 2012
Available online 16 November 2012
Keywords:
Bayesian inference
Disease mapping
Dynamic models
Integrated Laplace
Monte Carlo Markov chain
Spacetime point processes

abstract
In this work we propose a model for the intensity of a spacetime point process, specified
by a sequence of spatial surfaces that evolve dynamically in time. This specification allows
flexible structures for the components of the model, in order to handle temporal and
spatial variations both separately and jointly. These structures make use of state-space
and Gaussian process tools. They are combined to create a richer class of models for the
intensity process. This structural approach allows for a decomposition of the intensity into
purely temporal, purely spatial and spatio-temporal terms. Inference is performed under a
fully Bayesian approach, with the description of simulation-based and analytic methods for
approximating the posterior distributions. The proposed methodology is applied to model
the incidence of impulses in the small intestine, illustrated by a data-set obtained through
an experiment conducted in cats, in order to understand the interaction between the
nervous and digestive systems. This application illustrates the usefulness of the proposed
methodology and shows it compares favorably against existing alternatives. The paper is
concluded with a few directions for further investigation.
2012 Elsevier B.V. All rights reserved.

1. Introduction
Spatial point processes is the area of Statistics concerned with the study of observations of events in a given geographic
location. Studies in this area have been performed from both theoretical point of view, where the probabilistic properties
of these processes are analyzed (Cox and Isham, 1980), and through the study of statistical properties, where emphasis is
given in the estimation the intensity of events in the region of interest (Diggle et al., 2003).
An example of problem of this type is the study of residence locations of people who suffer from a particular contagious
disease. This analysis helps to determine possible patterns in the geographic distribution of the contamination risk. Various
studies were developed in this area, from both Bayesian and frequentist points of view, in many fields of application, such
as epidemiology (Diggle, 2000), criminology (Liu and Brown, 2003) and geology (Ogata, 1998), amongst others.
A relevant extension to this problem is the analysis of the variation of the observations in the temporal dimension as well
as in the spatial dimension. In this case, not only the place, but also the time of occurrence is registered. For the example of
disease mapping described above, these processes are of great utility as they allow for the analysis of the spread of the risk
in space over time. That way, it is possible to create an alarm system to detect new focuses of the disease and establish a
control strategy for the dispersion of the disease in the region. It is also possible to obtain a prediction of the spatial pattern
of the disease for future times.

Correspondence to: Department of Statistics, Federal University of Minas Gerais, CEP 31270901, Belo Horizonte, Brazil. Tel.: +55 31 34095944; fax: +55
31 34095924.
E-mail addresses: ednareis@gmail.com, edna@est.ufmg.br (E.A. Reis), dani@im.ufrj.br (D. Gamerman), marina@im.ufrj.br (M.S. Paez),
guerrera@dme.ufrj.br (T.G. Martins).
0167-9473/$ see front matter 2012 Elsevier B.V. All rights reserved.
doi:10.1016/j.csda.2012.11.008

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Brix and Diggle (2001) describe a flexible class of spacetime point processes based on log-Gaussian Cox models. In the
disease mapping context, the intensity of the process in space and time is defined by the product of a deterministic process
describing the spatial variation of the population, and a risk function. The risk function is defined by a OrnsteinUhlenbeck
spacetime process, given by stochastic differential equations. Inference is a difficult task to perform in this context, and
Brix and Diggle (2001) made it via the method of moments. In their model specification, both time and space are defined as
continuous, but they are discretized for inference purposes.
Also in the disease mapping context, Paez and Diggle (2009) work with the intensity of the point process aggregated in
space, with the objective of analyzing time variation only. They proposed a time continuous Cox process, where for each
fixed period of time the intensity of the process represents the mean intensity in space (for that particular time). One way
of defining this intensity is through the product of the populational intensity, assumed to be known, and a risk function. The
authors proposed a log-Gaussian model for the risk function incorporating an autoregressive process in time, and covariates
that help treating the temporal variation not explained by the risk function.
In the context of continuous spatial processes, Gelfand et al. (2005) model spacetime data through Gaussian processes,
where the space is seen as continuous and time as discrete. Their idea is to view the data as a time series of spatial processes,
by adapting the structure of dynamic models to spacetime models with space-varying coefficients.
In this paper the approaches of Brix and Diggle (2001) and Paez and Diggle (2009) for point processes and the approach
of Gelfand et al. (2005) for continuous processes are combined. Our aim is to analyze spacetime point processes where the
sequence of intensity surfaces (varying in space) are linked through time, as in Gelfand et al. (2005). We define the evolution
of this sequence to be dynamic in time and call the resulted models dynamic spatial point processes.
Inference for these processes is performed under the Bayesian approach. The resulting posterior distributions are not analytically tractable and different approximating methods are described and used: Markov Chain Monte Carlo (MCMC) sampling schemes for simulation-based approximations and Laplace method for analytic approximations. That way, it is possible
to obtain posterior distributions for the sequence of intensities and unknown model parameters as, for example, means and
variances of the temporal evolution and measurements of correlation of the spatial dispersion. Based on the posterior distributions, not only point estimations but also credibility intervals can be obtained for these quantities. Also, the predictive
distribution for the intensity of the process for future times can be obtained and used to predict future observations.
The paper is organized as follows: in the next section, the proposed spacetime model is specified in its general form and a
discretized version of the model is presented. Computational aspects of the Bayesian inference for these models, performed
via MCMC and Laplace approximations are outlined in Section 3. Section 4 presents the application to the incidence of
impulses in the small intestine of cats. Finally, in Section 5, some concluding remarks are drawn and some possible research
extensions for this work are discussed.
2. Model formulation
Consider a spacetime point process {Z (s, t ) : s S and t [0, T ]} observed over a region S d in space and [0, T ] in
time. Typically d = 2 represents an observation process over the plane, but observations over spaces in other dimensions
can also be considered. The time span need not start at 0 but any time interval can be represented as [0, T ] without loss
of generality. Assume that observations of this process occur according to an inhomogeneous spacetime Poisson process
with intensity function (s, t ), for s S and t [0, T ]. That way, we are assuming that the number of observations that
occur at disjoint sets in time and space are independent, and if N (A) denotes
the number of events that occur in region A,
for any A S [0, T ], then N (A) follows a Poisson distribution with mean
(s, t )dsdt. Also, given N (A), the times and
A
locations of the events which occurred in A are independent and uniformly distributed. This setup gives rise to a likelihood
in the form:
l((s, t ); Z ) =

i=1

(si , ti ) exp
0

(s, t )dsdt ,

(1)

where (si , ti ), i = 1, 2, . . . , r, are respectively the locations in spacetime of the observed events.
The model for the intensity is based on a decomposition that allows for specific time effects and specific space effects in
addition to spacetime interactions. Thus, the intensity is usually treated in the log scale and can be decomposed into
log [(s, t )] = (t ) + (s) + (s, t ),

(2)

where (t ) is the temporal trend, common to all locations in space, (s) is the purely spatial effect, common to all periods of
time, and (s, t ) is the spacetime effect, which is specific to every location in space and period of time. Each one of these effects can be decomposed into deterministic and stochastic components. The model is then completed with the specification
of prior distributions for the unknown parameters of each component of these three effects ((t ), (s) and (s, t )).
The temporal trend (t ) in model (2) can, for example, incorporate covariates varying in time. A possible deterministic
model can be represented by

(t ) = Ft ,

(3)

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where is a vector of regression coefficients, Ft is a vector of covariates varying in time, or even the time itself, as in

(t ) = 0 + 1 t ,

(4)

where = (0 , 1 ) and Ft = (1, t ) . Usually the prior distribution for the coefficients is chosen to be the normal
distribution. Another important special case is the constant temporal trend, where the intensity of the process does not
vary in time

(t ) = 0 .

(5)

A normal prior distribution is also usually chosen for 0 . In a stochastic model, the temporal trend can have, for example, a
dynamic evolution

(t ) = Ft (t ),

(6)

(t ) = Gt (t 1) + (t ),

(t ) N 0; t ,

(7)

where (t ) is the vector of states in time t, Ft and Gt are known matrices, 0 is a vector of zeros and N [, ] represents the
multivariate normal distribution with mean and variance . In this case, it is assumed that the intensity is constant over
discrete periods of time and that time was discretized. Examples of this specification are the first-order polynomial dynamic
model

t = t 1 + t ,

t N 0; 2 , t = 2, . . . , T ,

1 N 0 ; 2 ,

(8)

where Ft = 1, (t ) = t and Gt = 1, and the second-order polynomial dynamic model

t = t 1 + t 1 + t ,

t N 0; 12 , t = 2, . . . , T ,
1 N 0 ; 2 ,
(9)

t = t 1 + t , t N 0; 22 , t = 2, . . . , T ,
1 N 0 ; 2 ,
(10)

1
1
where Ft = (1, 0), (t ) = (t , t ) and Gt = 0 1 . Usually the prior distributions for 2 , 12 and 22 are specified as
inverted Gamma.
The purely spatial effects (s) in model (2) can also be decomposed into a deterministic component d (s) and a stochastic
component s (s). The deterministic component can incorporate covariates that vary in space but are constant in time via

d (s) = x(s) ,

(11)

where x(s) is a vector of covariates observed in location s and is a vector of weights. It may also incorporate kernels aimed
at capturing any variation over space. A variety of options is available here and include splines, wavelets and orthogonal
bases. The stochastic component can be defined, for example, by a stationary and isotropic Gaussian process in the region
of interest, represented by

s () GP [ , 2 , (; )],

(12)

where is the common mean, is the variance of the spatial process, and (; ) is a spatial correlation function which
depends on the distance between locations in space and on parameters . The notation x() GP [m(), C , ()] means
that n, s1 , . . . , sn S, the joint distribution of (x(s1 ), . . . , x(sn )) is Gaussian with E [x(si )] = m(si ) and Cov[x(si ), x(sj )] =
C (|si sj |), for all (i, j).
The spacetime effects (s, t ) in model (2) are usually described as Gaussian spatial processes independent in time. This
option is a natural first step, but in the light of the previous discussion it seems more natural to allow for dependence of these
residual processes over successive times. This possibility is explored in this paper and incorporates temporal dependence
in these space processes via dynamic Gaussian processes (Gamerman et al., 2007). We assume that (, t ), t = 1, . . . , T ,
follow a stationary and isotropic Gaussian processes in space, and autoregressive in time. The process can be specified to be
either stationary in time as in
2

(s, t ) = (s, t 1) + (s, t ),

(, t ) GP 0; (1 2 ) 2 ; (; ) ,
(13)

where 0 < < 1 is the temporal correlation parameter and (, 1) GP 0; 2 ; (; ) ; or non-stationary in time as in

(s, t ) = (s, t 1) + (s, t ),

(, t ) GP 0; 2 ; (; ) ,
(14)

with (, 1) GP 0; 2 ; (; ) . Usual choices of prior distribution are Uniform for , Inverted Gamma for 2 and
Gamma or Uniform for . Further discussion about stationarity and separability of these model components can be found in
Gamerman et al. (2007). Note that the evolution Eqs. (13) and (14) considered discrete, equally spaced time intervals. These
equations, however, can be extended to the more general case, with evolution over unequally spaced time intervals. The
more general case of continuous time is far more difficult to handle and to produce inference. In practice, however, little is
lost by considering discrete times as long as a large enough number of times is considered and thus, intensity movements
from the data can be picked up by the analysis.

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Inference with the above models is quite complex even with discretized times. Brix and Diggle (2001) were able to
perform inference with similar models only after producing a discretization of space as well. A conceptually different route
is taken here. We will consider a simplification of the intensity rate over the spatial domain that is capable of retaining the
key aspects of the model while allowing for inference to be performed.
The model is approximated via a discretization of space, in which piecewise constancy is assumed over the region of
interest for the spatial components and of the intensity function (2). This approach was followed by Gamerman (1992)
for inference in point processes over time only and is extended here for the spatial domain. A similar procedure is adopted,
for example, in Mller et al. (1998), Brix and Mller (2001) and Bens et al. (2002), where the Gaussian field is approximated
by a step function, obtained via the discretization of the spatial region in a grid. The calculation of the posterior distribution
can be obtained by an approximating method such as MCMC or Laplace. Waagepetersen (2004) shows analytically that the
approximated posteriors of the log-intensities, calculated through the discretized log-Gaussian Cox processes, converge to
the exact posteriors when the areas of the grid cells tend to zero.
That way, inference for the spacetime models is performed in this paper through a computationally similar procedure.
It will be assumed that the intensity process is constant over N sub-regions of the space S, i.e., (s, t ) = [i,j] for all s Ai ,
for i = 1, . . . , N, and t (j 1, j], for j = 1, . . . , T . The likelihood (1) simplifies to
l([,] )

N
T

eci [i,t ] [i,t ] ,

y[i,t ]

(15)

i=1 t =1

where
log [i,t ] = [i,t ] = [t ] + [i] + [i,t ] ,

(16)

where y[i,t ] contains the counts of events in the ith cell and in the tth interval of time and ci is the area of Ai , for i = 1, . . . , N.
The decomposition of the intensity of the process into a purely temporal, a purely spatial and a spatial-temporal effect is
retained. Also retained are the Gaussian process specifications for the stochastic components of and with the correlation
matrix having distances based on the centroids of the areas.
As an example, the model will be detailed for the first-order polynomial dynamic temporal evolution with no purely
spatial effect and an autoregressive stationary spatio-temporal effect, described by the equations:

[t ] = [t 1] + [t ] ,

[t ] N 0; 2 , t = 2, . . . , T ,

[,t ] = [,t 1] + [,t ] , [,t ] N 0; (1 2 ) 2 R , t = 2, . . . , T ,

[1] N 0 ; 2 and [,1] N 0; 2 R ,

(17)
(18)

where 0 < < 1 is the temporal correlation parameter, [,t ] = ([1,t ] , . . . , [N ,t ] ), [,t ] = ([1,t ] , . . . , [N ,t ] ) and
R = [Ri,j ]{i,j=1,...,N } , with Ri,j = (si sj ; ), is a matrix N N of the spatial correlation between cells, for a isotropic
spatial correlation function (; ) and si is centroid of area Ai , for i = 1, . . . , n.
The model may be reparametrized as

[,t ] = log([,t ] ) = [t ] 1N + [,t ] ,

(19)

where 1N is a vector of ones of size N. Substitution of Eq. (18) into (19) gives

[,t ] [,t 1] = ([t ] [t 1] )1N + [,t ] [,t 1]

= ([t ] [t 1] )1N + [t ] .
Thus,

[,t ] = [,t 1] + ([t ] [t 1] )1N + [,t ] ,

and [,1] = [1] 1N + [,1] .
That way, the reparametrized model can be viewed as a dynamic autoregressive linear model

[,t ] | , , Dt 1 N [,t 1] + ([t ] [t 1] )1N ; (1 2 ) 2 R

[,1] | , , D0 N [1] 1N ; 2 R

(20)

with = ([1] , . . . , [T ] ), Dt 1 = {[,1] , . . . , [,t 1] } and = (, 2 , , 2 ).

The unknown parameters of this model are the time-varying effects = ([,
1] , . . . , [,T ] ) , = ([1] , . . . , [T ] ) and
the hyperparameter . Their joint posterior distribution has density
p(, , | y ) l() ( | , , 2 , ) ( | 2 ) (, 2 , )(2 ),

(21)

where y = {y[i,t ] , (i, t )}, l() is the likelihood in (15) written as a function of , ( | , , , ) is given by (20) and
( | 2 ) is given by (17). Similar calculations can be made for other models in this general class. Reis (2008) details the
2

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transformations for the second-order dynamic model and the model where the purely temporal effect is constant [t ] = ,
for all t.
The hyper-parameters , 2 and are assumed to be independent a priori, in this special case. So, their prior density
(, 2 , ) is the product of marginal densities given by

U [a ; b ],

0 a < b 1,

IG[gs ; vs ] and
G[gt ; vt ].
2

The prior distribution for 2 is IG[g ; v ].

3. Computations
The resulting posterior distributions are too complex to allow for exact calculation of summaries of interest. Approximating techniques are required and two approaches can be entertained: MCMC and integrated Laplace (Rue et al., 2009).
Calculations are outlined with model (17)(19). Relatively straightforward modifications lead to the calculations for the
other models in the general class presented in this paper.
In the MCMC sampling scheme, samples are drawn through the construction of a Markov chain whose limiting
distribution is the joint posterior distribution of all model parameters (Gamerman and Lopes, 2006). The scheme adopted
is based on a Markov chain with transition kernels given componentwise according to blocks formed over the parameters.
After setting initial value to all the unknown quantities of the model, the algorithm visits the different blocks by sampling
in turns from the blocks , then and finally . After the convergence of the chain, the generated values can be seen as a
sample of the posterior distribution of the parameters and inference can be performed based on them. Convergence may be
diagnosed visually by running parallel chains and inspecting superposition of trace plots of some of the model parameters
or by performing formal tests (see Gamerman and Lopes (2006) for details).
The integrated nested Laplace approximation (INLA) proposed by Rue et al. (2009) is based on deterministic
approximations for the posterior distributions of interest. These are the posterior distributions of each element of the vector
(, , ) in the example of the previous section. The marginal posterior for is approximated by using a Laplaces method
(Tierney and Kadane, 1986). For the conditional posterior of [, | ] a deterministic approximation is also used, which
can be a Gaussian, a simplified Laplace or a Laplace approximation. Those three forms give increasing levels of accuracy and
computational time. These approximations are combined and the marginal posterior of the state parameters are obtained
after integrating out .
Rue et al. (2009) provide substantial evidence of the appropriateness of their proposed methodology in models where
the joint prior of the state parameters can be written in the Gaussian form p(, |) exp{( , )Q ()( , ) /2}.
The models described in the previous section falls into this framework.
All results presented in this paper are based on the so called simplified Laplace approximation. This scheme provides the
best trade-off between computational cost and adequacy of results. The Gaussian form is clearly inappropriate in general
even after transforming the parameters. The full Laplace scheme is extremely costly in terms of computation time. The
simplified Laplace scheme provides an adequate compromise. It improves over the Gaussian approximation by correcting
for possible asymmetry without overburdening the computational time.
Simulation results in Reis (2008) show that the model can be correctly identified and the resulting posterior distributions
are concentrated around the generated values for both state parameters and hyperparameters for a variety of settings.
4. Application
In this section, we applied the proposed models to a real neuro-gastroenterology data-set. The problem is presented in
Section 4.1, the methods are presented in Section 4.2, and the results are presented in Section 4.3.
4.1. Modeling the spikes in the small intestine of cats
This application consists in a study originally analyzed by Faes et al. (2006) on neuro-gastroenterology, a research area
that is concerned with interactions of the central nervous system and the intestine. The authors describe a statistical analysis
in a study conducted to understand the interaction between the nervous and digestive systems. Two patterns of electrical
activities are important in this process: the slow-waves and the spike potentials. A slow-wave acts as a signal of pace marker
that induces the muscle to contraction. The impulses, when superimposed to the slow waves, determine the strength and
duration of the muscular contraction.
An interesting question about this process is if there are areas that have higher incidence of impulses then others. Another
point is the understanding of the temporal and spatial patterns of the impulses during successive slow waves. Specifically,
it is of interest to know if always the same areas present higher electrical activities through successive slow waves. That
way, modeling the spatial-temporal pattern of the impulses can help understanding the mechanism of generation and
propagation of the contract movements in the intestinal tracts.

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In the experiment described in Faes et al. (2006), a segment of the small intestine of seven cats was removed and their
spontaneous electrical activities were observed during the period of one minute, using 240 electrodes disposed in a regular
grid (10 24) in the surface of the tissue. The authors made available the data-set of electrical activities of one cat only,
with measurements of the number of impulses in each cell of the grid in 13 successive slow waves.
In their original paper, Faes et al. (2006) used generalized linear mixed models for smoothing purposes in both spatial and
longitudinal dimensions. They developed spatio-temporal models that use two-dimensional smoothing splines across the
spatial dimension and random effects to account for the correlations during successive slow-waves. According to the authors
a major advantage of the mixed-model approach is that it can handle smoothing together with grouping in a unified model.
This seems a natural setting for application of our models as they naturally account for smooth variation of the intensity
over space and time. In addition, they do that without treatment of spatial and temporal variations through separate model
components.
4.2. Methods
Three different specifications for the temporal trend t were considered: t = 1, . . . , 13:

(1) Constant : [t ] = ,

(22)

(2) Linear trend : [t ] = 0 + 1 t ,

(23)

(3) First-order model : [t ] = [t 1] + t , t N [0; 2 ].

(24)

The temporal-spatial effects [,t ] = [1,t ] , . . . , [240,t ] are modeled as autoregressive Gaussian processes, stationary in
time:

[,t ] = [,t 1] + [,t ] ,

[,t ] N 0; (1 2 ) 2 R , t = 2, . . . , 13,

(25)

with 0 < < 1, and the elements in the spatial correlation matrix R are definedby an exponential correlation function.
The model, hereafter denoted by (A), is completed with priors [,1] N 0, 2 R , U [0, 1], G[1, 1] and IG[1, 1]
for 2 and 2 .
Combination of the three specifications for with the spatio-temporal effects gives rise to three models, denoted 1A,
2A and 3A. The hyperparameters in the above models are given by = (, , 2 , ) for model 1A, by = (0 , 1 , , 2 , )
for model 2A and by = (, 2 , , 2 ) for model 3A. Components and (0 , 1 ) in models 1A and 2A respectively are
fixed over time but were incorporated to the state parameter vector in the computations to reduce computational costs. The
same strategy cannot be applied to 2 in model 3A because it does not have a Gaussian prior distribution, thus making it
the most computationally expensive model.
Standard modeling practice recommends the analysis of main effects before proceeding to interaction effects. This
guidance will be followed and spatio-temporal effects will be assessed after the model for the main temporal effect is
established. The appropriateness of the model proposed here for the spatio-temporal effects will be assessed by contrasting
it against standard alternatives used in the literature. Alternative (B) assumes that these effects are purely spatial, constant
through time or, in other words, [i,t ] = [i] , t = 1, . . . , 13, is modeled through
Purely spatial : [] = [1] , . . . , [240]

N 0; 2 R .

(26)

Alternative (C ) retains the relevance of temporal changes but does not impose temporal correlation between the effects, or
in other words, this model assumes that the effects [i,t ] are independent in time:
Free effects : [,t ] N 0; 2 R ,

t = 1, . . . , 13.

(27)

This is a special case of the model (A) when the temporal correlation parameter is equal to zero.
4.3. Results
The results presented below are entirely based on output obtained from applying INLA methodology. Inference on such
complex models via MCMC are very slow in our experience and not suited for situations where one needs to fit and compare
a set of models, as is our case, and INLA provides a decrease by many orders of magnitude in computational time. Rue et al.
(2009) applied this technique to many examples of spatial and temporal models that form the components used in or that
are similar to our spatial-temporal formulation. They provided substantial evidence of the quality of this approximation.
All models considered in this paper were fitted to simulated data in order to check both the identifiability of the model
and the accuracy of the INLA methodology for these particular set of models. The results obtained from these simulations
were very positive in the sense that the posterior distributions obtained with INLA were always concentrated around the
true value of the parameters of the model used to simulate the data.
Table 1 shows the posterior means and the 95% credibility intervals of the fixed parameters, as well as the DIC statistic
(Spiegelhalter et al., 2002) for each of the models 1A, 2A and 3A. The DIC statistics show strong evidence in favor of the

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Table 1
Posterior means and 95% credibility intervals for hyperparameters in five models.
Model
1A: (22)(25)

0
1
2

2A: (23)(25)

3A: (24)(25)

4.08 [7.69; 0.05]

1B: (22)(26)

1C : (22)(27)

3.70 [4.66; 2.92]

3.91 [7.59; 0.94]

4.24 [7.91; 0.02]

0.042 [0.957; 1.042]
13.15 [5.67; 30.60]
0.086 [0.031; 0.165]
0.997 [0.994; 0.999]

2537.268

2570.283

12.29 [5.16; 27.54]

0.093 [0.036; 0.184]
0.997 [0.993; 0.999]
0.237 [0.106; 0.520]
2570.597

4.80 [3.24; 7.37]

0.11 [0.07; 0.16]

15.71 [4.69; 58.21]

0.09 [0.02; 0.21]

3207.595

2560.839

-10

0.992

0.994

0.996

0.998

1.000

0.00

0.02

Density

0.06

10

0.08

12

0.10

-5

0.04

Density

200
0

0.00

0.05

100

0.10

Density

0.15

300

0.20

DIC

12.48 [5.74; 25.14]

0.087 [0.038; 0.162]
0.997 [0.994; 0.999]

10

15

20

25

30

0.05

0.10

0.15

0.20

0.25

0.30

Fig. 1. Histograms of the posterior density of the hyperparameters: top left (solidGaussian approximation; dashedwith correction for asymmetry);
top right; bottom left 2 ; bottom right . The dots denote the 2.5% quantile, mean and the 97.5% quantile respectively.

model 1, with constant temporal trend. The temporal correlation of the spatial effects between two successive slow waves,
measured by the parameter , was very close to 1, estimated at 0.997, the posterior means in models 1A, 2A and 3A. Nonstationary spatio-temporal effects ( = 1) were also considered but the resulting fit measures did not favor them.
Alternative models are obtained by the combination of model 1, the best model formulation for the temporal component,
with (26), leading to model 1B, and with (27), leading to model 1C . Results for these models are also presented in Table 1.
Once again, they show strong preference for our models, indicating their relevance in the description of spatio-temporal
dependence of the intensity rate. The marginal posterior distributions for the hyperparameters of model 1A are presented

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500

1000

1500

2000

2500

3000

-8

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-2

Fig. 2. Pearsons standardized residuals for all 3, 120 (240 13) combinations of locations and times. Fitted values were taken as the posterior mean of
the counts. Residuals are ordered by time and within each time by location (row oriented). 98.97% of the residuals lie inside the interval (2, 2).

10

12

Time
Fig. 3. Posterior means for t in model 3A (full line) and for in model 1A (dashed lines) and 95% credibility limits for t .

in Fig. 1. The fit of this model was assessed by evaluating Pearsons

standardized residuals (McCullagh and Nelder, 1989),

which in the case of Poisson counts are given by (y )/ . The results are presented in Fig. 2. They show reasonable
performance in terms of goodness of fit, providing further reassurance of the adequacy of the proposed methodology.
All models above can be cast in a unified framework where the intensity can be written as
log([,t ] ) = [t ] 1N + 1 t + [t ] + [] + [,t ]
where follows (24). Note that the and components were used complementarily to model the spatial dependence just
like the linear trend and are complementary in terms of modeling temporal dependence.
Concentration of over values close to 1 shows a strong persistence of the spatial effects over time and also discredits
model 1C , which is model 1A with = 0. Values of 2 are concentrated away from 0, providing further evidence against
model 1B, with spatial effects constant over time. These results reinforce the importance of allowing the spatial effects to
vary smoothly also over time.
The spatial range was estimated around 0.09 under all models, with a slightly larger estimated value of 0.11 under
model 1B. Credibility bounds typically lie in the 0.030.17 range showing large uncertainty. Since the spatial range parameter
is usually the most difficult one in terms of estimation, it is interesting to compare some summary statistics. These point
estimates lead to a correlation around 0.90 between pairs of locations which are closer to each other (areas that share a
boundary, with centroids 1 unit apart) and a correlation around 0.08 between pairs of areas that are further apart from each
other (areas located in the opposite vertices of the diagonals of the region of study, with centroids that are 26 units apart).
It is also interesting to compare the summary statistics from the posterior distribution given above with the corresponding

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20

10

15

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10

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y
2 4 6 8 10
5

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y
2 4 6 8 10
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10 15
x

10 15
x

10 15
x

10 15
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10 15
x

y
2 4 6 8 10
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t=4

y
2 4 6 8 10
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t=12

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10 15
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t=6

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t=11

t=4

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y
2 4 6 8 10

t=13

y
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t=11

10

t=5

y
2 4 6 8 10

y
2 4 6 8 10

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y
2 4 6 8 10

y
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t=7

20

t=3

y
2 4 6 8 10

y
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t=5

15

y
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10

y
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10

t=2

y
2 4 6 8 10

y
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y
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t=3

y
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20

y
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10

y
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t=1
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means:

<-5.93

[-5.93,-4.17)

[-4.17,-2.42)

[-2.42,-0.66]

variances:

<0.10

[0.10,0.25)

[0.25,0.66)

[0.66,1.72)

Fig. 4. Maps of the posterior means (left) and variances (right) of the log intensity [i,t ] , t = 1, . . . , 13, of model 3.

values from the G(1, 1) prior distribution. The prior mean is 1 and the prior credibility bounds are 0.023.68, substantially
wider than the posterior bounds. These results seem to indicate that our models are able to capture information about the

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spatial range from the data set. They also indicate that high (low) impulses in one region are accompanied by high (low)
impulse in the neighboring regions, but not necessarily by high (low) impulses in regions far apart. This can also be checked
visually in Fig. 4, where high intensities occur in the center of the region under study, and start to decay as soon as we move
toward the borders of the region.
The intensity of impulses through the successive slow waves is characterized by the temporal effects t . All models
estimate them around 4. Under model 1A, a constant was estimated in 4.1. Under model 2A, the estimate of t is a
combination of the estimates of 0 and 1 , and it presented a increasing linear trend in time, with a slightly lower mean
level than the estimated level under model 1. The credibility interval of the linear coefficient 1 , however, is very large and
centered around 0, indicating a non significant effect of time. Therefore it is not justifiable to consider a linear trend in the
temporal component of the model for this data-set and model 1A is preferable to model 2A. Similarly, the estimates of t
shown in Fig. 3 present a very stable pattern well concentrated around the constant value of obtained in model 1A. This
pattern provides further evidence for the preference for model 1A over model 3A.
That way, model 1A is shown to be the most appropriate for this application, with the structure in (25) being the
best choice to model the temporal-spatial effects . These findings lead to the important conclusion that the intensity
of spontaneous electric activities vary smoothly over the region of study in the small intestine surface, at a given period
of time. As time evolves, the spatial pattern of this intensity changes smoothly over time. Fig. 4 displays maps obtained
under model 1A, showing the smooth variation of the spatial patterns of the log intensity over time, and indicating a higher
incidence of impulse on the center of the region of study in the small intestine. Maps of the variability of the log intensities
are also presented in Fig. 4. They show a spatial structure but in reversed order with locations with higher intensity having
smaller variances. These results provide a thorough description of the underlying process and provide a vital tool for better
understanding it.
5. Discussion
In this work, a new methodology is presented to model the incidence of impulses in the small intestine. Spacetime
models were proposed for the intensity of point processes, specified by a sequence of surfaces of spatial intensity linked in
time through a dynamic evolution. The temporal trend can be freely modeled. It can be assumed constant, for example, or
assumed to be a deterministic function of covariates measured for each period of time, or even a dynamic model, among
other possibilities. Inference can be performed under a fully Bayesian approach, with the use of simulation-based and
analytic approximations of the posterior distribution.
Simulation studies show that the proposed models are adequate to model data-sets generated through spacetime point
processes. The application of the model in a real data set showed good performance and its relevance was highlighted when
it was compared against some of the existing alternatives.
Note in passing that the resolution of the discretization is a consequence of the data structure of the application. Finer
discretization in the grid cells may be required in situations where larger variations of the intensity are expected. This
approach is used to define smaller cells when the intensity is expected to be higher and larger cells where little is expected
to happen and the intensity is expected to be constant. This point is addressed in the purely temporal context by Gamerman
(1992). These variations in the discretization pattern are not an impediment for using INLA, for the range of values considered
here. Current computation can handle number of cells in the region of 105 106 .
The proposed model considers the situation when spatial dependence in the model is a sole result of the spatial
heterogeneity of the process, and not a result of the interaction between the events themselves. Our model, however, can
also be useful for the descriptive analysis of the spatial distribution of the events generated from processes with direct
spatial interaction between events. In fact, Schoenberg (2005) conclude that, even if the true spacetime process being
estimated is not Poisson, an estimator based in the maximization of the likelihood of the Poisson process is consistent under
certain simple conditions. Therefore, the estimates provided from our approach can also be useful as an initial step in the
specification of a given parametric form for the intensity function.
Acknowledgments
The research of the authors was supported by grants from CNPq-Brazil and FAPERJ-Brazil. The research of the first author
was also supported by grants from CAPES-Brazil.
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