The Trade-offs with Space Time Cube Representation of Spatiotemporal Patterns

Space time cube representation is an information visualization technique where spatiotemporal data points are mapped into a cube. Fast and correct analysis of such information is important in for instance geospatial and social visualization applications. Information visualization researchers have previously argued that space time cube representation is beneficial in revealing complex spatiotemporal patterns in a dataset to users. The argument is based on the fact that both time and spatial information are displayed simultaneously to users, an effect difficult to achieve in other representations. However, to our knowledge the actual usefulness of space time cube representation in conveying complex spatiotemporal patterns to users has not been empirically validated. To fill this gap we report on a between-subjects experiment comparing novice users error rates and response times when answering a set of questions using either space time cube or a baseline 2D representation. For some simple questions the error rates were lower when using the baseline representation. For complex questions where the participants needed an overall understanding of the spatiotemporal structure of the dataset, the space time cube representation resulted in on average twice as fast response times with no difference in error rates compared to the baseline. These results provide an empirical foundation for the hypothesis that space time cube representation benefits users when analyzing complex spatiotemporal patterns.

Nonparametric Bayesian Density Modeling with Gaussian Processes

We present the Gaussian process density sampler (GPDS), an exchangeable generative model for use in nonparametric Bayesian density estimation. Samples drawn from the GPDS are consistent with exact, independent samples from a distribution defined by a density that is a transformation of a function drawn from a Gaussian process prior. Our formulation allows us to infer an unknown density from data using Markov chain Monte Carlo, which gives samples from the posterior distribution over density functions and from the predictive distribution on data space. We describe two such MCMC methods. Both methods also allow inference of the hyperparameters of the Gaussian process.