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SIR-Hawkes: on the Relationship Between Epidemic Models and Hawkes Point Processes

机译:sIR-Hawkes:关于流行病模型与霍克斯点的关系   流程

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摘要

Two of the main frameworks used for modeling information diffusions in theonline are epidemic models and Hawkes point processes. The former considerinformation as a viral contagion which spreads into a population of onlineusers, and employ tools initially developed in the field of epidemiology. Thelatter view individual broadcasts of information as events in a point processand they modulate the event rate according to observed (or assumed) socialprinciples; they have been broadly used in fields such as finance andgeophysics. Here, we study for the first time the connection between these twomature frameworks, and we find them to be equivalent. More precisely, the rateof events in the Hawkes model is identical to the rate of new infections in theSusceptible-Infected-Recovered (SIR) model when taking the expectation overrecovery events -- which are unobserved in a Hawkes process. This paves the wayto apply tools developed for one framework across the gap, to the otherframework. We make three further contributions in this work. First, we propose HawkesN,an extension of the basic Hawkes model, in which we introduce the notion offinite maximum number of events that can occur. Second, we show HawkesN toexplain real retweet cascades better than the current state-of-the-art Hawkesmodeling. The size of the population can be learned while observing thecascade, at the expense of requiring larger amounts of training data. Third, weemploy an SIR method based on Markov chains for computing the final sizedistribution for a partially observed cascade fitted with HawkesN. We proposean explanation to the generally perceived randomness of online popularity: thefinal size distribution for real diffusion cascades tends to have two maxima,one corresponding to large cascade sizes and another one around zero.
机译:在线建模信息扩散所使用的两个主要框架是流行病模型和霍克斯点过程。前者将信息视为一种病毒传播,并传播到在线用户群体中,并使用最初在流行病学领域开发的工具。后者将单个信息广播视为一点过程中的事件,并根据观察到的(或假定的)社会原理来调整事件发生率;它们已广泛用于金融和地球物理学等领域。在这里,我们首次研究了这两个成熟框架之间的联系,并发现它们是等效的。更准确地讲,霍克斯模型中的事件发生率与接受预期过度恢复事件时的敏感感染恢复(SIR)模型中的新感染率相同-这在霍克斯过程中是未发现的。这为将跨一个框架开发的工具应用到另一个框架铺平了道路。我们在这项工作中做出了三点进一步的贡献。首先,我们提出了HawkesN,它是基本Hawkes模型的扩展,在其中引入了可以发生的事件的最大数量限制的概念。第二,我们展示了HawkesN比当前最新的Hawkes建模更好地解释真实的转推级联。可以在观察级联的同时获悉人口规模,但需要大量的训练数据。第三,我们采用一种基于马尔可夫链的SIR方法来计算部分观测到的装有HawkesN的叶栅的最终尺寸分布。我们提出一种对在线流行度的普遍感知随机性的解释:实际扩散级联的最终大小分布往往具有两个最大值,一个对应于较大的级联大小,另一个近似于零。

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