Bayesian dynamic models for space–time point processes

In this work we propose a model for the intensity of a space–time 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.