B04 – Point process modelling of seismicity: deaggregation and model reduction

The state-of-the-art statistical tool for simulating earthquakes is the Epidemic Type Aftershock Sequences (ETAS) model, which is a point process of Hawkes type and has been extended in this project by the use of flexible Gaussian process (GP) modelling to the new GP-ETAS model. In the present form, GP-ETAS allows handling the complex likelihood function without any significant approximation at the cost that the sampling of the posterior function is numerically extremely expensive. Since we plan to implement GP-ETAS on a platform for daily operational forecasts, we aim to implement sparse sampling techniques for Bayesian inference without losing too much accuracy. In data-rich situations, we will test the replacement of the process prior with an appropriate proxy that does not depend on the number of observations and can be precomputed and the use of adaptive methods for the spatial resolution, e.g. in the context of triangulation. Furthermore, the covariance structure of the GP can be represented by a stochastic differential equation, which is then solved on the mesh. To this end more flexibility is gained and computational resources are optimized.
An important next step towards operational earthquake forecasting will be identifying the most important model aspects. It is shown that the forecasting power of GP-ETAS is superior to the frequently used benchmark model, e.g. a standard ETAS model with spatially smoothed background activity instead of a Gaussian process, and maximum likelihood estimated model parameters. However, it remains an open question why this is the case. Possible options include the good performance of the Gaussian process model for the background activity, the exact treatment of the likelihood function in GP-ETAS, the choice of the Bayesian priors, or the different ways of uncertainty assessment. To address this issue, it is fortunate that several models similar to GP-ETAS have been developed recently, e.g. using deep learning techniques for the Gaussian process , or “inlabru” where a decomposition of the likelihood function and a linearisation of the individual parts leads to an extremely efficient algorithm. Other studies use bootstrapping methods for uncertainty assessment. Deaggregation of model components, especially in the context of forecasts on different time scales, will ideally allow the identification of unnecessary elements and, finally, the design of a reduced model with optimal forecast performance. It will also enable us to test whether additional aspects such as considering data incompleteness or knowledge on physics [18, 19] and the assimilation of more available data can further improve the forecast power. In detail, we will consider temporal and spatial forecasts with appropriate metrics to evaluate the forecast power.
The final goal of the project will be the implementation of an optimized GP-ETAS version on the established platform CSEP (Collaboratory for the Study of Earthquake Predictability) running prospective tests of earthquake forecasts, and eventually its use for operational earthquake forecasting.

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