bayespecon.models.flow.PoissonFlow

class bayespecon.models.flow.PoissonFlow(y, G, X, **kwargs)[source]

Non-spatial Bayesian OD-flow Poisson gravity model (count baseline).

Aspatial count analogue of OLSFlow: models origin-destination flow counts \(y_{ij} \in \mathbb{N}_0\) with a log-linear gravity mean and no spatial-lag terms,

\[y_{ij} \sim \operatorname{Poisson}(\lambda_{ij}), \qquad \log \boldsymbol{\lambda} = X\beta.\]

Provided as the count-data baseline analogue of OLSFlow, matching the role PoissonSARFlow plays relative to SARFlow. No spatial filter is applied (A = I_N), so there is no log-determinant precomputation, no rho_* parameters, and no sigma (the Poisson variance equals the mean).

Parameters:
y : array-like, shape (n, n) or (N,)

Observed non-negative integer flow counts. Float arrays whose values are close to integers are silently rounded.

G : libpysal.graph.Graph

Graph on n units. Required for API symmetry but the spatial weights are not used in estimation.

X : np.ndarray or pandas.DataFrame, shape (N, p)

Full origin-destination design matrix.

**kwargs

Passed to FlowModel. beta_sigma defaults to 10.

Notes

The priors dict supports beta_mu and beta_sigma; spatial keys (rho_*) and sigma_sigma are ignored. The closed-form Thomas-Agnan & LeSage (2014, Table 83.1) effects from OLSFlow are reused unchanged: with \(A = I_N\) the response to any shock equals the shock itself, so the decomposition holds on the (log-mean) linear-predictor scale.

__init__(y, G, X, **kwargs)[source]

Methods

__init__(y, G, X, **kwargs)

fit([draws, tune, chains, target_accept, ...])

Draw samples from the posterior.

fit_approx([draws, n, method, random_seed, ...])

Fit a variational approximation and return posterior draws.

posterior_predictive([n_draws, random_seed])

Draw posterior-predictive flow counts for the Poisson gravity model.

spatial_effects([draws, ...])

Summarise posterior origin/destination/intra/network/total effects.

summary([var_names])

Return posterior summary table via ArviZ.

Attributes

approximation

Return the most recent PyMC variational approximation, if any.

inference_data

Return ArviZ InferenceData from the most recent fit, or None.

pymc_model

Return the PyMC model used for the most recent fit, or None.

property approximation[source]

Return the most recent PyMC variational approximation, if any.

fit(draws=2000, tune=1000, chains=4, target_accept=0.9, random_seed=None, store_lambda=False, idata_kwargs=None, **sample_kwargs)[source]

Draw samples from the posterior.

Parameters:
draws : int, default 2000

Number of posterior samples per chain (after tuning).

tune : int, default 1000

Number of tuning (warm-up) steps per chain.

chains : int, default 4

Number of parallel chains.

target_accept : float, default 0.9

Target acceptance rate for NUTS.

random_seed : int, optional

Seed for reproducibility.

store_lambda : bool, default False

If True, include the high-dimensional fitted mean lambda in the stored posterior. Leaving this False reduces memory and conversion overhead for Poisson flow models.

idata_kwargs : dict, optional

Forwarded to pm.sample. Defaults to {"log_likelihood": True} so that az.loo / az.waic / az.compare work out of the box; for SAR flow variants the captured Gaussian log-likelihood is post-processed to add the Jacobian contribution from log|I_N - rho_d W_d - rho_o W_o - rho_w W_w|.

**sample_kwargs

Additional keyword arguments forwarded to pm.sample.

Return type:

arviz.InferenceData

fit_approx(draws=2000, n=10000, method='advi', random_seed=None, store_lambda=False, compute_log_likelihood=True, **fit_kwargs)[source]

Fit a variational approximation and return posterior draws.

Parameters:
draws : int, default 2000

Number of samples to draw from the fitted approximation.

n : int, default 10000

Number of optimisation iterations for pm.fit.

method : {"advi", "fullrank_advi"}, default "advi"

Variational inference family to fit.

random_seed : int, optional

Seed for optimisation and posterior sampling.

store_lambda : bool, default False

If True, keep the high-dimensional fitted mean lambda in the posterior draws.

compute_log_likelihood : bool, default True

If True, compute pointwise log-likelihood after sampling and attach to the InferenceData (with Jacobian correction for SAR flow variants), enabling az.loo / az.waic.

**fit_kwargs

Additional keyword arguments forwarded to pm.fit.

property inference_data : arviz.data.inference_data.InferenceData | None[source]

Return ArviZ InferenceData from the most recent fit, or None.

posterior_predictive(n_draws=None, random_seed=None)[source]

Draw posterior-predictive flow counts for the Poisson gravity model.

property pymc_model : pymc.model.core.Model | None[source]

Return the PyMC model used for the most recent fit, or None.

spatial_effects(draws=None, return_posterior_samples=False, ci=0.95, mode='auto')[source]

Summarise posterior origin/destination/intra/network/total effects.

Wraps _compute_spatial_effects_posterior() to produce a tidy DataFrame indexed by predictor with posterior means, credible-interval bounds, and Bayesian p-values for each effect type (origin, destination, intra, network, total). Following Thomas-Agnan & LeSage (2014, §83.5.2), when destination and origin design blocks differ the decomposition is reported separately for shocks applied to each side.

Parameters:
draws : int, optional

Maximum number of posterior draws to use. Defaults to all.

return_posterior_samples : bool, default False

If True, also return the underlying posterior-draw arrays.

ci : float, default 0.95

Credible-interval coverage.

mode : {"auto", "combined", "separate"}, default "auto"

Controls whether destination- and origin-side effects are summed or reported separately. "auto" collapses to combined when the destination and origin design blocks are identical (self._symmetric_xo_xd) and reports both sides otherwise. "combined" always sums; "separate" always reports both.

Returns:

Long-format summary indexed by (predictor, side, effect) where side is one of "combined", "dest", "orig".

Return type:

pandas.DataFrame, or (DataFrame, dict)

summary(var_names=None, **kwargs)[source]

Return posterior summary table via ArviZ.

Parameters:
var_names : list, optional

Variable names to include. Defaults to all parameters.

**kwargs

Additional keyword arguments forwarded to az.summary.

Return type:

pandas.DataFrame