Adding Covariates to log-Gaussian Cox process

[tjburch]

@ckrapu

think that taking the mean or median of within-bin covariate values is probably the most straightforward thing to do but I can’t give you a theoretical justification for why that would be.

Yeah, I thought about that option. I have concerns about it, in high-occupancy bins you roll up a lot of info into one number, and in low-occupancy bins they’re over-represented by just a few observations. Might be worth just giving it a shot though. Thanks for the reference link.

@ckrapu

Conceptually, the more elegant thing to do would be to model each covariate as a random surface (though not as a point process itself, just a standard GP), and then model correlation structure between all P covariates and the intensity function as a P+1-dimensional multivariate Gaussian process.

That’s really interesting, I love the idea but also it sounds like it might melt some processors trying to fit

Thanks for the thoughts! Very much appreciated.