Computation

Estimation and prediction in sparse and unbalanced tables

When there is a multi-way table where each dimension has large number of levels, it is computationally intensive to fit even the standard mixed effects models. We propose a novel hierarchical ANOVA representation for such data. Modeling back-fitting …

SEISMIC: A self-exciting point process model for predicting tweet popularity

We study a simple but extremely noisy form of information cascade---tweets. We use a doubly stochastic self-exciting point process to model the retweet process. The SEISMIC model we develop only requires the timestamps and the graph degrees to make …