A changepoint analysis of spatio-temporal point processes

Abstract

This work introduces a Bayesian approach to detecting multiple unknown changepoints over time in the inhomogeneous intensity of a spatio-temporal point process with spatial and temporal dependence within segments. We propose a new method for detecting changes by fitting a spatio-temporal log-Gaussian Cox process model using the computational efficiency and flexibility of integrated nested Laplace approximation, and by studying the posterior distribution of the potential changepoint positions. In this paper, the context of the problem and the research questions are introduced, then the methodology is presented and discussed in detail. A simulation study assesses the validity and properties of the proposed methods. Lastly, questions are addressed concerning potential unknown changepoints in the intensity of radioactive particles found on Sandside beach, Dounreay, Scotland.