๐ค AI Summary
This work proposes a nonparametric spatiotemporal point process model based on Gaussian processes to overcome the limitations of traditional approaches, which often rely on restrictive parametric assumptions or lack interpretability in capturing complex event dependencies. The model employs a separable kernel and a structured grid to separately represent the background intensity and the triggering influence kernel, thereby achieving both flexibility and interpretability. To enhance scalability, the method leverages a Kronecker-structured covariance matrix and tensor-product GaussโLegendre quadrature, enabling efficient handling of large-scale spatiotemporal event data. Experimental results demonstrate that the proposed approach significantly outperforms existing models across multiple real-world datasets, offering superior predictive accuracy and computational efficiency.
๐ Abstract
Events in spatiotemporal domains arise in numerous real-world applications, where uncovering event relationships and enabling accurate prediction are central challenges. Classical Poisson and Hawkes processes rely on restrictive parametric assumptions that limit their ability to capture complex interaction patterns, while recent neural point process models increase representational capacity but integrate event information in a black-box manner, hindering interpretable relationship discovery. To address these limitations, we propose a Kronecker-Structured Nonparametric Spatiotemporal Point Process (KSTPP) that enables transparent event-wise relationship discovery while retaining high modeling flexibility. We model the background intensity with a spatial Gaussian process (GP) and the influence kernel as a spatiotemporal GP, allowing rich interaction patterns including excitation, inhibition, neutrality, and time-varying effects. To enable scalable training and prediction, we adopt separable product kernels and represent the GPs on structured grids, inducing Kronecker-structured covariance matrices. Exploiting Kronecker algebra substantially reduces computational cost and allows the model to scale to large event collections. In addition, we develop a tensor-product Gauss-Legendre quadrature scheme to efficiently evaluate intractable likelihood integrals. Extensive experiments demonstrate the effectiveness of our framework.