Kronecker-Structured Nonparametric Spatiotemporal Point Processes
Organizations: Kahlert School of Computing, The University of Utah · College of Arts & Sciences, Utah State University · Celonis AI
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.
Figures & tables
| SYN1 | SYN2 | |
|---|---|---|
| STHP | 1.45e-01 | 8.42e-02 |
| NSTPP | 5.57e-02 | 2.99e-02 |
| DeepSTPP | 1.25e-01 | 7.77e-02 |
| NHP | 1.35e-01 | 2.34e-02 |
| THP | 8.14e-01 | 1.91e-01 |
| KSTPP | 4.44e-02 | 2.00e-02 |
| SYN1 | SYN2 | |
|---|---|---|
| STHP | 1.77e-01 | 1.23e-01 |
| NSTPP | 8.68e-01 | 8.64e-01 |
| DeepSTPP | 3.78e-01 | 3.87e-01 |
| KSTPP | 6.52e-02 | 3.67e-02 |
| Earthquake | COVID-19 | Citibike | ||||
| Model | Spatial | Temporal | Spatial | Temporal | Spatial | Temporal |
| RMTPP | - | 0.424 0.009 | - | 1.32 0.024 | - | 2.07 0.015 |
| NHP | - | 1.86 0.023 | - | 2.13 0.100 | - | 2.36 0.056 |
| THP | - | 2.44 0.021 | - | 0.611 0.008 | - | 1.46 0.009 |
| Poisson | 9.45 0.000 | 0.412 0.000 | 0.818 0.000 | 0.113 0.000 | 0.452 0.000 | 0.239 0.000 |
| STHP | 8.35 0.252 | 0.424 0.018 | 0.422 0.000 | 0.100 0.001 | 0.032 0.000 | 0.633 0.126 |
Appendix figures & tables16 assets
Supplementary material from the paper’s appendix.
Appendix
| Dataset | Kernel | Inducing Grid Size | Quadrature Grid Size | Optimizer / LR |
|---|---|---|---|---|
| Earthquake | SE | ; | Adam / | |
| COVID-19 | Matérn- | ; | Adam / | |
| Citibike | Matérn- | ; | Adam / |
| Quadrature Resolution | Distance | Time RMSE |
|---|---|---|
| 0.445 | 0.103 | |
| 0.400 | 0.101 | |
| 0.397 | 0.102 | |
| 0.393 | 0.102 |
| Inducing Grid Resolution | Distance | Time RMSE |
|---|---|---|
| 0.393 | 0.0986 | |
| 0.391 | 0.0985 | |
| 0.391 | 0.0999 | |
| 0.394 | 0.101 |
| Kernel | Distance | Time RMSE |
|---|---|---|
| Matérn- | 0.392 | 0.100 |
| SE | 0.393 | 0.101 |
| Seq. Length | Training Time | Prediction Time | Training Memory | Test Memory |
|---|---|---|---|---|
| 50 | 1.39 | 0.40 | 1.03 | 0.96 |
| 100 | 2.43 | 1.18 | 1.72 | 1.44 |
| 150 | 4.12 | 3.91 | 3.07 | 2.39 |
| 200 | 6.82 | 6.81 | 4.32 | 3.20 |
| 250 | 10.37 | 10.61 | 6.37 | 4.61 |
| Quadrature Size | Training Time | Prediction Time | Training Memory | Test Memory |
|---|---|---|---|---|
| 4 | 1.54 | 1.05 | 1.79 | 1.72 |
| 8 | 2.14 | 1.03 | 2.00 | 1.78 |
| 12 | 3.20 | 1.20 | 2.27 | 1.74 |
| 16 | 3.61 | 1.10 | 2.70 | 1.93 |
| 24 | 5.39 | 1.20 | 3.91 | 2.72 |
| Inducing Grid Size | Training Time | Prediction Time | Training Memory | Test Memory |
|---|---|---|---|---|
| 4 | 0.86 | 0.10 | 1.49 | 1.28 |
| 12 | 0.96 | 0.20 | 2.30 | 1.58 |
| 16 | 0.95 | 0.20 | 2.50 | 1.84 |
| 24 | 0.99 | 0.20 | 3.31 | 1.96 |
| Method | COVID-19 | Earthquake |
|---|---|---|
| NSTPP | 21.3 | 25.5 |
| DeepSTPP | 1.3 | 0.8 |
| DSTPP | 43.9 | 29.3 |
| KSTPP | 24.5 | 19.7 |
| Method | |||
|---|---|---|---|
| STHP | 0.6409 | 0.6409 | |
| KSTPP | 0.9932 | 0.9932 | 0.8706 |
| Method | |||
|---|---|---|---|
| STHP | |||
| KSTPP | 0.7502 | 0.7503 | 0.7507 |
| Metric | ||||
|---|---|---|---|---|
| Sparsity Ratio | 88.6% | 96.7% | 99.1% | 100% |
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