The Annals of Applied Statistics

A coupled ETAS-I2GMM point process with applications to seismic fault detection

Yicheng Cheng, Murat Dundar, and George Mohler

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Epidemic-type aftershock sequence (ETAS) point process is a common model for the occurrence of earthquake events. The ETAS model consists of a stationary background Poisson process modeling spontaneous earthquakes and a triggering kernel representing the space–time-magnitude distribution of aftershocks. Popular nonparametric methods for estimation of the background intensity include histograms and kernel density estimators. While these methods are able to capture local spatial heterogeneity in the intensity of spontaneous events, they do not capture well patterns resulting from fault line structure over larger spatial scales. Here we propose a two-layer infinite Gaussian mixture model for clustering of earthquake events into fault-like groups over intermediate spatial scales. We introduce a Monte Carlo expectation-maximization (EM) algorithm for joint inference of the ETAS-I2GMM model and then apply the model to the Southern California Earthquake Catalog. We illustrate the advantages of the ETAS-I2GMM model in terms of both goodness of fit of the intensity and recovery of fault line clusters in the Community Fault Model 3.0 from earthquake occurrence data.

Article information

Ann. Appl. Stat., Volume 12, Number 3 (2018), 1853-1870.

Received: June 2017
Revised: January 2018
First available in Project Euclid: 11 September 2018

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Infinite Gaussian mixture model epidemic-type aftershock sequence point process


Cheng, Yicheng; Dundar, Murat; Mohler, George. A coupled ETAS-I 2 GMM point process with applications to seismic fault detection. Ann. Appl. Stat. 12 (2018), no. 3, 1853--1870. doi:10.1214/18-AOAS1134.

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