Kronecker-Structured Nonparametric Spatiotemporal Point Processes

arXiv cs.LG / 2026/3/26

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要点

  • The paper proposes a Kronecker-Structured Nonparametric Spatiotemporal Point Process (KSTPP) to better model complex relationships in spatiotemporal event data than classical Poisson/Hawkes models with fixed parametric forms.
  • It improves interpretability by enabling event-wise relationship discovery while maintaining flexibility via Gaussian-process (GP) background intensity and spatiotemporal GP influence kernels.
  • The model supports rich interaction behaviors such as excitation, inhibition, neutrality, and time-varying effects through the learned influence kernel.
  • To scale training and prediction, it uses separable product kernels and structured-grid GP representations that yield Kronecker-structured covariance matrices, reducing computational cost for large event sets.
  • It introduces a tensor-product Gauss–Legendre quadrature approach to efficiently approximate otherwise intractable likelihood integrals, and reports strong experimental results.

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.

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