A Tutorial on Hawkes Processes for Events in Social Media

Understand

This chapter provides an accessible introduction for point processes, and especially Hawkes processes, for modeling discrete, inter-dependent events over continuous time.

• We start by reviewing the definitions and the key concepts in point processes.
• We then introduce the Hawkes process, its event intensity function, as well as schemes for event simulation and parameter estimation.
• We also describe a practical example drawn from social media data - we show how to model retweet cascades using a Hawkes self-exciting process.