Modelling Reciprocating Relationships with Hawkes Processes
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We present a Bayesian nonparametric model that discovers implicit social structure from interaction time-series data. Social groups are often formed implicitly,
through actions among members of groups. Yet many models of social networks
use explicitly declared relationships to infer social structure. We consider a particular class of Hawkes processes, a doubly stochastic point process, that is able
to model reciprocity between groups of individuals. We then extend the Infinite
Relational Model by using these reciprocating Hawkes processes to parameterise
its edges, making events associated with edges co-dependent through time. Our
model outperforms general, unstructured Hawkes processes as well as structured
Poisson process-based models at predicting verbal and email turn-taking, and military conflicts among nations.
This talk is part of the Machine Learning @ CUED series.
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