Efficient Non-parametric Bayesian Hawkes Processes

In this paper, we develop an efficient nonparametric Bayesian estimation of the kernel function of Hawkes processes. The non-parametric Bayesian approach is important because it provides flexible Hawkes kernels and quantifies their uncertainty. Our method is based on the cluster representation of Hawkes processes. Utilizing the stationarity of the Hawkes process, we efficiently sample random branching structures and thus, we split the Hawkes process into clusters of Poisson processes. We derive two algorithms -- a block Gibbs sampler and a maximum a posteriori estimator based on expectation maximization -- and we show that our methods have a linear time complexity, both theoretically and empirically. On synthetic data, we show our methods to be able to infer flexible Hawkes triggering kernels. On two large-scale Twitter diffusion datasets, we show that our methods outperform the current state-of-the-art in goodness-of-fit and that the time complexity is linear in the size of the dataset. We also observe that on diffusions related to online videos, the learned kernels reflect the perceived longevity for different content types such as music or pets videos

Will This Video Go Viral? Explaining and Predicting the Popularity of Youtube Videos

What makes content go viral? Which videos become popular and why others don't? Such questions have elicited significant attention from both researchers and industry, particularly in the context of online media. A range of models have been recently proposed to explain and predict popularity; however, there is a short supply of practical tools, accessible for regular users, that leverage these theoretical results. HIPie -- an interactive visualization system -- is created to fill this gap, by enabling users to reason about the virality and the popularity of online videos. It retrieves the metadata and the past popularity series of Youtube videos, it employs Hawkes Intensity Process, a state-of-the-art online popularity model for explaining and predicting video popularity, and it presents videos comparatively in a series of interactive plots. This system will help both content consumers and content producers in a range of data-driven inquiries, such as to comparatively analyze videos and channels, to explain and predict future popularity, to identify viral videos, and to estimate response to online promotion.Comment: 4 page