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Missing Data in Point Processes

Suppose that as in Section 1.5 we are interested in a point process in a region S having unnormalized density tex2html_wrap_inline2495 with respect to a Poisson process with intensity measure tex2html_wrap_inline2937 , and tex2html_wrap_inline4409 is finite so we have a finite point process. Suppose that tex2html_wrap_inline4411 with tex2html_wrap_inline4413 , and we see the process only inside W. We call W the observation window and V the guard region. We want to do likelihood inference for the parameter tex2html_wrap_inline2411 having observed the process in W.

This is a missing data problem. Let x denote the missing data, the process in V, and y the observed data, the process in W. Let tex2html_wrap_inline4433 denote the complete data, the process in S. In order to carry out MCL with missing data we need to understand the conditional distribution of x given y. By the independence properties of the Poisson process and our slogan from Section 1.3.2, this conditional distribution has the unnormalized density tex2html_wrap_inline4441 with respect to the Poisson process on V with intensity measure tex2html_wrap_inline2937 restricted to V.

Let us again fit the saturation model to the point pattern in Figure 1.1, but this time we consider the observed pattern to be a window surrounded by a guard region. Here we take the complete region tex2html_wrap_inline4411 to be a torus that is a square of side 1.4 with edges pasted together. The reason for using a torus is to eliminate the boundary in the hope of getting something resembling an infinite-volume process. We do not know whether or not the infinite-volume process exists, but even if it does we cannot simulate it. Why 1.4? This almost doubles the area, which in some respects quadruples the work, since we need to do calculations involving pairs of points. We could try a larger guard region if we had the patience to do so.

We again start with simulations from the point tex2html_wrap_inline4149 which was the ``true'' simulation parameter value for the data in Figure 1.1. We take two samples, one from the unconditional distribution on S and one for the conditional distribution of the process on the guard region V given data in the window W, samples of size tex2html_wrap_inline4143 with spacing 200. The Monte Carlo MLE was tex2html_wrap_inline4461 with MCSE (0.014, 0.0026). If we compare this with the MCMLE tex2html_wrap_inline4465 with MCSE (0.0015, 0.00029) that we obtained when we assumed no guard region and free boundary conditions, we see that the estimates are clearly different.

There is no point in doing a statistical hypothesis test to determine which model, with or without guard region, is correct. In a real application only one model would make scientific sense. Either the process exists outside the observation window or it does not. If the data are positions of trees in a city park surrounded by asphalt, we use a model without a guard region. If the data are positions of trees in a quadrat in a forest, we must use a model with a guard region.

The point of the calculation here is that it makes a big difference which model we use. It is of course well known that it is necessary to deal with boundaries. That is the point of the edge-correction literature. The point of the example here is to show that the same phenomenon arises in likelihood inference. Though this notion of guard regions is very important, being perhaps appropriate for the majority of real applications, we leave it and return to analyses without guard regions.


next up previous
Next: Fitting the Triplets Process Up: Missing Data and Edge Previous: Comparison of MCL and

Charles Geyer
Fri Jul 5 15:26:21 CDT 1996