Deep Spatiotemporal Point Processes: Advances and New Directions

Spatiotemporal point processes model discrete events distributed in space and time, with applications in criminology, seismology, epidemiology, and social networks. Classical models rely on parametric kernels, limiting their ability to capture heterogeneous, nonstationary dynamics. Recent advances integrate deep neural architectures, either by modeling the conditional intensity directly or by learning flexible, data-driven influence kernels. This article reviews the deep influence kernel approach, which balances statistical interpretability by retaining explicit kernels to capture event propagation, with expressive power from neural architectures. We outline key components, including functional basis decomposition, graph neural networks for encoding spatial or network structures, and both likelihood-based and likelihood-free estimation methods, while addressing scalability for large data. We also highlight theoretical results on kernel identifiability. Applications in crime analysis, earthquake aftershock prediction, and sepsis modeling demonstrate the framework's effectiveness. We conclude with promising directions for developing explainable and scalable deep kernel point processes.

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Publication Details

Journal
Annual Review of Statistics and Its Application
Published
2025-12-22
DOI
https://doi.org/10.1146/annurev-statistics-042324-040052
Citations
1
Primary Topic
Point processes and geometric inequalities
Type
article
Field-Weighted Citation Impact
3.73
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article

Deep Spatiotemporal Point Processes: Advances and New Directions

Zheng Dong, Xiuyuan Cheng, Yao Xie
1 citations
Annual Review of Statistics and Its Application
Point processes and geometric inequalities
3.73
article

Deep Spatiotemporal Point Processes: Advances and New Directions

Zheng Dong, Xiuyuan Cheng, Yao Xie
article en
1 citations

Abstract

Spatiotemporal point processes model discrete events distributed in space and time, with applications in criminology, seismology, epidemiology, and social networks. Classical models rely on parametric kernels, limiting their ability to capture heterogeneous, nonstationary dynamics. Recent advances integrate deep neural architectures, either by modeling the conditional intensity directly or by learning flexible, data-driven influence kernels. This article reviews the deep influence kernel approach, which balances statistical interpretability by retaining explicit kernels to capture event propagation, with expressive power from neural architectures. We outline key components, including functional basis decomposition, graph neural networks for encoding spatial or network structures, and both likelihood-based and likelihood-free estimation methods, while addressing scalability for large data. We also highlight theoretical results on kernel identifiability. Applications in crime analysis, earthquake aftershock prediction, and sepsis modeling demonstrate the framework's effectiveness. We conclude with promising directions for developing explainable and scalable deep kernel point processes.

Annual Review of Statistics and Its ApplicationVol. 13(1)
Georgia Institute of Technology (US), Duke University (US)
Openalex Percentile: Top 5%
Point processes and geometric inequalities
3.73
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