Correlated Chained Gaussian Processes for Modelling Citizens Mobility Using a Zero-Inflated Poisson Likelihood

Abstract

Modelling the mobility of people in a city depends on counting data with inherent problems of overdispersion. Such dispersion issues are caused by massive amounts of data with zero values. Though traditional machine learning models have been used to overcome said problems, they lack the ability to appropriately model the spatio-temporal correlations in data. To improve the modelling of such spatio-temporal correlations, in this work we propose to model the citizens mobility, for the Chinese city of Guangzhou, by means of a Zero-inflated Poisson likelihood in conjunction with Gaussian process priors generated from convolution processes. We follow the idea of chaining the likelihood’s parameters to latent functions drawn from Gaussian process priors; this way allowing a higher flexibility to model heteroscedasticity. Additionally, we derive a stochastic variational inference framework that allow us to use two types of convolution process models in the context of large datasets: correlated chained Gaussian processes with a convolution processes model, and correlated chained Gaussian processes with variational inducing kernels. We present quantitative and qualitative results comparing the performance between Negative Binomial and Zero-inflated Poisson likelihoods, both in combination with three types of Gaussian process priors: a linear model of coregionalisation, and our two proposed methods based on a convolution processes model and variational inducing kernels.