Hierarchical NHPP for Twitter Retweets

This talk (slides) is based on our JASA paper on a hierarchical model of nonhomogeneous Poisson processes (NHPP) for Twitter retweets. The main difference with self-exciting processes for e.g. earthquakes is that we know which original tweet leads to the retweets, and such information is utilised fully in the model, making the likelihood tractable.

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