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The Indian Buffet Hawkes Process to Model Evolving Latent Influences
Proceedings of the 34th Conference on Uncertainty in Artificial Intelligence, PMLR R16:794-803, 2018.
Abstract
Temporal events in the real world often exhibit reinforcing dynamics, where earlier events trigger follow-up activity in the near future. A canonical example of modeling such dy- namics is the Hawkes process (HP). However, previous HP models do not capture the rich dynamics of real-world activity—which can be driven by multiple latent triggering factors shared by past and future events, with the la- tent features themselves exhibiting temporal dependency structures. For instance, rather than view a new document just as a response to other documents in the recent past, it is impor- tant to account for the factor-structure under- lying all previous documents. This structure itself is not fixed, with the influence of earlier documents decaying with time. To this end, we propose a novel Bayesian nonparametric stochastic point process model, the Indian Buf- fet Hawkes Processes (IBHP), to learn multiple latent triggering factors underlying streaming document/message data. The IBP facilitates the inclusion of multiple triggering factors in the HP, and the HP allows for modeling latent factor evolution in the IBP. We develop a learn- ing algorithm for the IBHP based on Sequen- tial Monte Carlo and demonstrate the effective- ness of the model. In both synthetic and real data experiments, our model achieves equiv- alent or higher likelihood and provides inter- pretable topics and shows their dynamics.