1. A system for generating a probability density to estimate the probability that an event will occur in a region of interest, comprising: a processor; programming executable on said processor for: inputting spatial event data comprising one or more events occurring in the region of interest; inputting auxiliary data related to the region of interest; wherein the auxiliary data comprises non-event data having spatial resolution; wherein the auxiliary data comprises spatial data defining a valid region where the one or more events are to occur and an invalid region where events are not to occur; calculating a probability density estimate for the region of interest based on a function of the auxiliary data and the event data; wherein the probability density estimate is calculated using a Maximum Penalized Likelihood Estimation (MPLE) model; wherein said MPLE model comprises a penalty functional that encodes the auxiliary data in populating a valid region of said probability density estimate; wherein the penalty functional is configured to generate a probability density map within the region of interest that smoothes data in the valid region and minimizes non-zero density estimates in the invalid region; wherein the penalty functional comprises a H 1 Sobolev functional.