Improving Density Estimation by Incorporating Spatial Information

Given discrete event data, we wish to produce a probability density that can model the relative probability of events occurring in a spatial region. Common methods of density estimation, such as Kernel Density Estimation, do not incorporate geographical information. Using these methods could result in nonnegligible portions of the support of the density in unrealistic geographic locations. For example, crime density estimation models that do not take geographic information into account may predict events in unlikely places such as oceans, mountains, and so forth. We propose a set of Maximum Penalized Likelihood Estimation methods based on Total Variation and Sobolev norm regularizers in conjunction with a priori high resolution spatial data to obtain more geographically accurate density estimates. We apply this method to a residential burglary data set of the San Fernando Valley using geographic features obtained from satellite images of the region and housing density information.

[1]  Angel R. Martinez,et al.  Computational Statistics Handbook with MATLAB, Second Edition (Chapman & Hall/Crc Computer Science & Data Analysis) , 2007 .

[2]  R. Koenker DENSITY ESTIMATION BY TOTAL VARIATION REGULARIZATION , 2006 .

[3]  Tom Goldstein,et al.  The Split Bregman Method for L1-Regularized Problems , 2009, SIAM J. Imaging Sci..

[4]  Andrea L. Bertozzi,et al.  Variational Wavelet Pan-Sharpening , 2008 .

[5]  P. J. Green,et al.  Density Estimation for Statistics and Data Analysis , 1987 .

[6]  L. Rudin,et al.  Nonlinear total variation based noise removal algorithms , 1992 .

[7]  L. Ambrosio,et al.  Approximation of functional depending on jumps by elliptic functional via t-convergence , 1990 .

[8]  B. Silverman,et al.  Kernel Density Estimation Using the Fast Fourier Transform , 1982 .

[9]  Vincent N. LaRiccia,et al.  Maximum Penalized Likelihood Estimation: Volume II Regression , 2011 .

[10]  P. Tseng,et al.  Density Estimation by Total Variation Penalized Likelihood Driven by the Sparsity ℓ1 Information Criterion , 2010 .

[11]  Wotao Yin,et al.  An Iterative Regularization Method for Total Variation-Based Image Restoration , 2005, Multiscale Model. Simul..

[12]  P. Eggermont,et al.  Maximum penalized likelihood estimation , 2001 .

[13]  Mike O'Leary,et al.  The mathematics of geographic profiling , 2009 .

[14]  P. Davies,et al.  Densities, spectral densities and modality , 2004, math/0410071.

[15]  B. Silverman,et al.  Maximum Penalized Likelihood Estimation , 2006 .

[16]  S. Osher,et al.  Fast TV Regularization for 2D Maximum Penalized Likelihood Estimation , 2011 .

[17]  D. Mumford,et al.  Optimal approximations by piecewise smooth functions and associated variational problems , 1989 .

[18]  I. Good Nonparametric roughness penalties for probability densities , 1971 .

[19]  George O. Mohler,et al.  Geographic Profiling from Kinetic Models of Criminal Behavior , 2012, SIAM J. Appl. Math..

[20]  C. J. Stone,et al.  A study of logspline density estimation , 1991 .

[21]  Laura Igual,et al.  A Variational Model for P+XS Image Fusion , 2006, International Journal of Computer Vision.

[22]  Junfeng Yang,et al.  A New Alternating Minimization Algorithm for Total Variation Image Reconstruction , 2008, SIAM J. Imaging Sci..

[23]  R. A. Gaskins,et al.  Nonparametric roughness penalties for probability densities , 2022 .