arxiv:2004.03516v2 [physics.soc-ph] 20 may 2020 · the dynamic behavior of words (1-grams) used on...

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Divergent modes of online collective attention to the COVID-19 pandemic are associated with future caseload variance David Rushing Dewhurst, 1, 2 Thayer Alshaabi, 1, * Michael V. Arnold, 1, * Joshua R. Minot, 1, * Christopher M. Danforth, 1, 3 and Peter Sheridan Dodds 1, 3 1 Vermont Complex Systems Center, Computational Story Lab, The University of Vermont, Burlington, VT 05405 2 MassMutual Data Science, Boston, MA 02110 3 Department of Mathematics and Statistics, The University of Vermont, Burlington, VT 05405 (Dated: May 21, 2020) Using a random 10% sample of tweets authored from 2019-09-01 through 2020-04-30, we analyze the dynamic behavior of words (1-grams) used on Twitter to describe the ongoing COVID-19 pan- demic. Across 24 languages, we find two distinct dynamic regimes: One characterizing the rise and subsequent collapse in collective attention to the initial Coronavirus outbreak in late January, and a second that represents March COVID-19-related discourse. Aggregating countries by dominant language use, we find that volatility in the first dynamic regime is associated with future volatility in new cases of COVID-19 roughly three weeks (average 22.49 ± 3.26 days) later. Our results suggest that surveillance of change in usage of epidemiology-related words on social media may be useful in forecasting later change in disease case numbers, but we emphasize that our current findings are not causal or necessarily predictive. I. INTRODUCTION COVID-19 is a potentially lethal viral respiratory dis- ease that is causing a global pandemic [1, 2]. While Coro- navirus testing availability is suboptimal [3], social media data can be part of an effective strategy for infectious dis- ease surveillance [4–9]. Previous work has demonstrated that online collective attention to COVID-19 as measured by social media activity has fluctuated from the date of the first public report of the disease (2019-12-31) to near the time of writing (2020-04-30) [10–12]. In this work we analyze time series of word (1-gram) ranks on Twitter computed from a 10% random sam- ple of all messages. We find that the temporal dynam- ics of this discourse separate into two distinct clusters, one (C 1 ) that contains words contributing to the explo- sive rise in online discussion of COVID-19 prevention and treatment during March 2020 and another (C 2 ) that con- tains words contributing to the rise and subsequent fall in collective attention to COVID-19 during mid-January – mid-February 2020. Variance of percent changes in word time series closest to the centroid of C 2 is a consistent leading indicator of variance in percent change in new cases of COVID-19. We close with a short discussion of the implications and limitations of these findings, and suggestions for future research [13]. II. DATA We analyzed time series of word usage on a random 10% sample of tweets written between 2019-09-01 and * These authors contributed equally to this work. 2020-04-30. For each language under study, we consid- ered only the top 1000 words used in the language as ranked during the first three weeks of March 2020 [12], and restrict our analysis to the same 24 languages ana- lyzed in a previous work. Languages are detected and annotated using a previously-introduced procedure [14]. We obtained data on languages spoken in each country from the Australian Federal Department of Social Ser- vices and data on number of new COVID-19 cases by country from the European Centers for Disease Control [15]. III. RESULTS A. Divergent modes of COVID-19 related language We find k * = 6 clusters of normalized log rank word usage timeseries using the algorithm detailed in Sec. V A. We compute these clusters using the entire dataset, i.e., aggregating all log rank time series in each of the 24 languages under study. Of these clusters, two are com- posed primarily of words that do not appear to relate to COVID-19. The remaining four clusters contain lan- guage that relates to COVID-19 both explicitly and implicitly. We combine these clusters into two aggre- gate clusters using the methodology defined in Sec. V. We label these clusters C 1 and C 2 and their cluster cen- troids E[C 1 ] and E[C 2 ] respectively. (The ordering of the cluster subscripts comes from the respective maxima of their cluster centroids.) E[C 1 ] exhibits very little varia- tion until the first week of March 2020, where it begins a sustained increase in time. Conversely, E[C 2 ] exhibits a smaller increase at the end of January 2020 followed by a larger increase in the second week of February 2020. This second increase in E[C 2 ] is followed by another sustained Typeset by REVT E X arXiv:2004.03516v2 [physics.soc-ph] 20 May 2020

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Page 1: arXiv:2004.03516v2 [physics.soc-ph] 20 May 2020 · the dynamic behavior of words (1-grams) used on Twitter to describe the ongoing COVID-19 pan-demic. Across 24 languages, we nd two

Divergent modes of online collective attention to the COVID-19 pandemic areassociated with future caseload variance

David Rushing Dewhurst,1, 2 Thayer Alshaabi,1, ∗ Michael V. Arnold,1, ∗

Joshua R. Minot,1, ∗ Christopher M. Danforth,1, 3 and Peter Sheridan Dodds1, 3

1Vermont Complex Systems Center, Computational Story Lab,The University of Vermont, Burlington, VT 05405

2MassMutual Data Science, Boston, MA 021103Department of Mathematics and Statistics, The University of Vermont, Burlington, VT 05405

(Dated: May 21, 2020)

Using a random 10% sample of tweets authored from 2019-09-01 through 2020-04-30, we analyzethe dynamic behavior of words (1-grams) used on Twitter to describe the ongoing COVID-19 pan-demic. Across 24 languages, we find two distinct dynamic regimes: One characterizing the rise andsubsequent collapse in collective attention to the initial Coronavirus outbreak in late January, anda second that represents March COVID-19-related discourse. Aggregating countries by dominantlanguage use, we find that volatility in the first dynamic regime is associated with future volatility innew cases of COVID-19 roughly three weeks (average 22.49 ± 3.26 days) later. Our results suggestthat surveillance of change in usage of epidemiology-related words on social media may be usefulin forecasting later change in disease case numbers, but we emphasize that our current findings arenot causal or necessarily predictive.

I. INTRODUCTION

COVID-19 is a potentially lethal viral respiratory dis-ease that is causing a global pandemic [1, 2]. While Coro-navirus testing availability is suboptimal [3], social mediadata can be part of an effective strategy for infectious dis-ease surveillance [4–9]. Previous work has demonstratedthat online collective attention to COVID-19 as measuredby social media activity has fluctuated from the date ofthe first public report of the disease (2019-12-31) to nearthe time of writing (2020-04-30) [10–12].

In this work we analyze time series of word (1-gram)ranks on Twitter computed from a 10% random sam-ple of all messages. We find that the temporal dynam-ics of this discourse separate into two distinct clusters,one (C1) that contains words contributing to the explo-sive rise in online discussion of COVID-19 prevention andtreatment during March 2020 and another (C2) that con-tains words contributing to the rise and subsequent fall incollective attention to COVID-19 during mid-January –mid-February 2020. Variance of percent changes in wordtime series closest to the centroid of C2 is a consistentleading indicator of variance in percent change in newcases of COVID-19. We close with a short discussion ofthe implications and limitations of these findings, andsuggestions for future research [13].

II. DATA

We analyzed time series of word usage on a random10% sample of tweets written between 2019-09-01 and

∗ These authors contributed equally to this work.

2020-04-30. For each language under study, we consid-ered only the top 1000 words used in the language asranked during the first three weeks of March 2020 [12],and restrict our analysis to the same 24 languages ana-lyzed in a previous work. Languages are detected andannotated using a previously-introduced procedure [14].We obtained data on languages spoken in each countryfrom the Australian Federal Department of Social Ser-vices and data on number of new COVID-19 cases bycountry from the European Centers for Disease Control[15].

III. RESULTS

A. Divergent modes of COVID-19 related language

We find k∗ = 6 clusters of normalized log rank wordusage timeseries using the algorithm detailed in Sec. V A.We compute these clusters using the entire dataset, i.e.,aggregating all log rank time series in each of the 24languages under study. Of these clusters, two are com-posed primarily of words that do not appear to relateto COVID-19. The remaining four clusters contain lan-guage that relates to COVID-19 both explicitly andimplicitly. We combine these clusters into two aggre-gate clusters using the methodology defined in Sec. V.We label these clusters C1 and C2 and their cluster cen-troids E[C1] and E[C2] respectively. (The ordering of thecluster subscripts comes from the respective maxima oftheir cluster centroids.) E[C1] exhibits very little varia-tion until the first week of March 2020, where it begins asustained increase in time. Conversely, E[C2] exhibits asmaller increase at the end of January 2020 followed by alarger increase in the second week of February 2020. Thissecond increase in E[C2] is followed by another sustained

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FIG. 1. The rise in collective attention to COVID-19 during late January 2020 to early February 2020 followed by a markeddecline preceding the global pandemic is generated by two distinct clusters of COVID-19 related language. We display themean normalized log rank timeseries of the top 20 English words closest to each of E[C1] and E[C2] in thinner, dashed curves,and the single English word closest to each of E[C1] and E[C2] in thin solid curves. Increasing granularity (centroids → top 20words→ single representative word) is associated with exaggeration of the dynamics of E[C1] and E[C2]. Before normalizationwe map log10 r 7→ log10

1r

so that higher values on the vertical axis are lower values of (log) rank. For comparison, the word“pandemic” rises in popularity from a rank of 133,445 on December 21 to a rank of 188 on March 17, while the word “flatten”goes from being the 100,913th most popular English word on January 20 to being 2,131st most used word on March 15.

increase until mid March 2020.

This divergent dynamic behavior is amplified whenrestricting analysis to sets of individual word time seriesthat are closest to E[C1] or E[C2] in Euclidean distance.The mean normalized log rank timeseries of the top 20words in each language that were closest to E[C1] andE[C2] exhibit the same qualitative behavior for most ofthe 24 languages under study, but this behavior is ampli-fied (greater magnitudes of increase and decrease). Wedisplay these dynamics for English in Fig. 1 and for all24 languages under study in Figs. 2 and 3. We plotlanguages in order of frequency of usage on Twitter inFigs. 2, 3, 4, and 5. For interpretable visualization, weinvert ranks (log10 r 7→ log 101

r ) before normalization andbefore plotting, so that lower ranked words — words thatare more popular and are receiving more attention — arehigher on the vertical axis than words of higher rank cor-responding to lower popularity. We display the top 20words associated with C1 and C2 in Tab. I.

Words assigned to C1 reflect immediate measures takento prevent the spread of COVID-19, such as “flatten”,“distancing”, “tltravail” (telework), “hospitalier” (hos-pital), “encerrado” (closed), and “evitar” (to avoid).

In contrast, words assigned to C2 include more con-ceptual words that describe people, agencies, institu-

tions, and concepts surrounding epidemics more gen-erally, such as “pandemic”, “CDC”, “epidemiologist”,“l’pidmie” (the epidemic), “virus”, “contagiado” (conta-gious). Words assigned to C2 describe pandemics in gen-eral, while words assigned to C1 describe quarantines andlockdowns in particular, and words particular to this pan-demic (e.g., “Hydroxychloroquine”). Though we havenot conducted a formal linguistic analysis to concludethat there are significant semantic differences betweenwords assigned to each cluster, these preliminary find-ings provide evidence that such a semantic difference doesexist.

B. Death attribution by language

Using the methodology described in Sec. V B, weaggregate country-wide infection case numbers and binthem approximately by language, thus enabling analy-sis of new cases stratified by language. Because the logword rank time series are nonstationary and the newcase number time series are not scale-independent, wemove to a percent-change based analysis of these data.

We analyze percent-change time series for the meanlog rank timeseries of the top 20 words closest to E[C2]and the new case time series for each language. We esti-

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FIG. 2. We display the mean normalized log rank timeseries of the top 20 words closest to each of E[C1] and E[C2] in dashedcurves and the single word closest to each of E[C1] and E[C2] in thin solid curves for each of the first 12 of 24 languages. Thedivergent modes of dynamic behavior are consistent across most languages, with some languages (English, French, German,and Indonesian) displaying prominently larger peaks in words closest to E[C2] during late January through early February2020. Other languages, such as Korean and Tagalog, do not display this behavior.

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FIG. 3. For the second 12 of 24 languages, we display the mean normalized log rank timeseries of the top 20 words closestto each of E[C1] and E[C2] in dashed curves and the single word closest to each of E[C1] and E[C2] in thin solid curves. (Wedisplay the first 12 of 24 languages in Fig. 2.)

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FIG. 4. We display percent-change time series and associated latent log variance (volatility) time series for both mean logrank timeseries of the top 20 words closest to E[C2] (blue curves) and new case number time series (red time series) for eachlanguage. This figure presents the first 12 of 24 languages. There is a positive association between peak volatility in log rankword usage and future peak volatility in new infection case numbers. For all languages but four (Swedish, Urdu, Finnish,and Ukrainian), the peak-to-peak difference (P2PD) between case and log rank volatility is non-negative. The observed P2PDempirical cumulative distribution function (cdf) is not reproduced by a simple difference-of-Poissons (Skellam) model as itexhibits heavier tails than those generated by this model. However, it is reproduced by a Dirichlet process Poisson mixturemodel. We describe this model in Sec. V in more detail.

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FIG. 5. The second 12 of 24 percent-change and latent volatility time series for log rank (blue time series) and new case load(red time series); we display the first 12 of 24 and provide an expanded description in Fig. 4.

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Top 20 closest to E[C1] Top 20 closest to E[C2]virtual Quarantinevillain’s quarantineStarmer Viruslockdown Corona

LIBERATE quarantined$24,000 pandemics

pallbearers FauciHydroxychloroquine cases

PPE BANG.BANG.CONessential coronaCovid-19 Pandemic

FANTASIA pandemicCRABS infected

vol.7 asymptomaticlockdowns virusLockdown coronavirus

TABLE I. We display the top 20 English words closest tothe centroids of C1 and C2. The pattern of words assignedto C1 being more specific and concerned with social distanc-ing in particular, while words assigned to C2 are focused onpandemics more generally, is apparent. Because we do notperform any explicit topic modeling, some words are includ-ed in this list that do not correspond to COVID-19-relatedtopics. They are close to the cluster centroids just becausethey display very similar intertemporal collective attentiondynamics. Though individual words may change rank, thislist is qualitatively insensitive to regeneration of clusters asnew data becomes available.

mate a latent volatility statistic for each percent-changetime series. This statistic captures the latent variance ofthe time series at each point in time without destroyinginformation through computation of a rolling variance.

Peaks in the latent volatility statistic indicate days onwhich the underlying time series exhibited large percent-changes in its value. We measure the distance between(a) the peak latent volatility statistic of percent-changelog word rank and (b) the peak latent volatility statisticof percent-change new cases, termed the peak-to-peakdistance (P2PD), for each language under study. P2PDis a simple metric of the lag between fluctuations in socialmedia attention to the initial Coronavirus outbreak and(usually positive) large fluctuations in new cases. P2PDis greater than zero for all but four languages (Swedish,Urdu, Finnish, and Ukrainian) under study.

Observed values of P2PD are partially reproduced bya simple Poisson data generating process. We model thedays at which peak volatility of each percent-change timeseries occurred as being generated by a Poisson distribu-tion with an unknown rate parameter. P2PD is thenmodeled as the number of days between the peak dayof new case volatility and the peak day of log word rankvolatility. Under this difference-of-Poissons model, P2PDis approximately 22.57 days with a estimated SEM of3.26 days. The observed cumulative distribution func-tion (cdf) of P2PD data is not wholly contained withinthe posterior distribution of empirical cdfs generated bythis model; the middle third of the distribution is repro-

FIG. 6. Mean distance between the peak latent volatilityof percent-change in new cases and peak latent volatility ofpercent-change of closest C2 word to E[C2] is approximatelyµ = 22.49 days, with a standard deviation of the mean giv-en by σ ≈ 3.26 days under the difference-of-Poissons model.This model captures the middle third of the observed P2PDempirical cdf, but does not capture the tail behavior of thisdistribution.

FIG. 7. The observed empirical cdf of the P2PD data isreproduced by the posterior predictive distribution of empiri-cal cdfs of the Poisson model described in Sec. V B. The pos-terior mean µ of the P2PD data is displayed as a verticalblack line. The middle third of the data is reproduced by theposterior distribution of empirical cdfs, but the tails of thedistribution are not. We display the mean posterior empiricalcdf in the red curve.

duced by this model, but the tails are not. We displaythe distribution of estimated mean P2PD in Fig. 6 andempirical cdfs generated by the posterior predictive dis-tribution of the difference-of-Poissons model in Fig. 7.

A Dirichlet process Poisson mixture model, an alterna-tive model that hypothesizes subpopulation heterogene-ity in P2PD data, does accurately reproduce the observed

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FIG. 8. Distribution of posterior mean P2PD under the alter-native, Dirichlet process Poisson mixture model. This modelimposes regularization toward zero mean P2PD. Nonetheless,a 2σ uncertainty interval around the posterior mean P2PDstill excludes zero.

FIG. 9. The empirical cdf of the P2PD data has high poste-rior probability under the Dirichlet process Poisson mixturemodel. We display the mean posterior empirical cdf in thered curve.

empirical cdf of P2PD data, as we demonstrate in Figs.8 and 9. We discuss the specifics of this model in greaterdepth in Sec. V. The estimated distribution of posteriormean P2PD under this alternative model (18.76 ± 8.43days) is lower and has higher variance than the estimat-ed distribution of posterior mean (22.49 ± 3.26) underthe difference-of-Poissons model. Even though the alter-native model imposes strong regularization toward zeromean P2PD, a two-standard deviation uncertainty inter-val for posterior mean P2PD does not contain zero.

IV. DISCUSSION

Analyzing the behavior of words found in a random10% sample of all tweets between 2019-09-01 and 2020-03-25, we find a distinct bilateral split in dynamics ofwords relating to the COVID-19 pandemic. Though wehave not performed a formal linguistic analysis, evidencesuggests that words used to describe the initial reports ofa Coronavirus outbreak in China differ semantically fromwords used later to describe the worldwide fight againstthe pandemic. This second cluster reflects discussion ofspecific measures, such as quarantine and social distanc-ing, currently being used to mitigate the spread of thevirus and limit casualties.

The initial spike in collective attention to the Coro-navirus in mid-January 2020, subsequently followed bya decay, is explained by the dynamics of the first clus-ter of words and not the second. The mean number ofdays between peak volatility of percent change in first-cluster words and peak volatility of percent change in newcase numbers (P2PD) is approximately 23 days, which iscomparable to estimates of right-censored median timedelay betweeen onset of COVID-19 and death [16, 17]and median duration of viral shedding [18]. The observeddistribution of P2PD is statistically reproduced by a sim-ple difference-of-Poissons model when aggregating acrossall languages under study.

This study is exploratory. We take care to not extrap-olate from the current set of results without adequatecaution. First, we use only the top 1000 words in eachlanguage as ranked in April 2020 when compared withApril 2019 [12]. This list of words is dynamic and maychange our results either quantitatively or qualitatively.Second, all of our results are non-causal because we ana-lyze the entirety of each time series (word time series andnew infection case numbers).

Associations that we find should not be taken as causal,or even necessarily predictive, for two reasons. It is obvi-ous that change in word usage rank on Twitter does notcause new cases of COVID-19. Though it may be possi-ble to use change in word usage rank to inform predic-tions of new case numbers, we have not performed suchforecasting ourselves and it is possible that these resultswill not hold in the future. In addition, this time delaymay be applicable only to COVID-19 and not necessari-ly other infectious diseases. While we have attempted tocontrol for nonstationarity and explicit time dependenceby analyzing percent changes and their variance — andnot analyzing correlation between the nonstationary timeseries of log word rank and new case numbers — this doesnot mean that the association is not spurious and moreextensive analysis of this association is warranted.

While it is suggestive that mean P2PD is comparableto estimates of time delay between COVID-19 onset anddeath, we particularly hesitate to draw any conclusionsfrom this observation, though it should be a target offurther theoretical and empirical study. We do not have

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subject-matter expertise in epidemiology and so will notoffer speculation on this matter.

There are several ways in which this study could beextended, for example by continuously updating wordsthrough time in order to test our methods’ generalizabil-ity. More importantly, the methodology can be applied toother infectious disease outbreak data to test our hypoth-esis that changes in social media attention to epidemic-related words can provide a useful signal in predictingfuture new case volatility. Future studies could also usemore sophisticated clustering, similarity search or latentvolatility estimation methods [19, 20].

V. METHODS

A. Cluster number selection

We clustered the log word rank time series log101rt

using the minibatch k-means clustering (KMC) algo-rithm [7]. Before clustering, we normalized the timeseries so that clusters would not form purely based onthe average rank of each word. The functional form

of the normalization was log101rt7→

log101rt

−µσ , where

µ = 1T

∑Tt=1 log10

1rt

and σ2 = 1T

∑Tt=1(log10

1rt− µ)2.

We chose the number of clusters k∗ using the followingalgorithm [21]. For each of N independent trials, we fit aminibatch KMC model for each of k = 1, ..., 15 clusters.For each of these clusters in each independent trial, werecorded the average Euclidean distance of the set of alltime series from the closest cluster centroid. We denotethis error metric by `n,k. We then computed a ratio-

of-ratios statistic, an,k =`n,k+1

`n,k

/`n,k

`n,k−1, and selected

the number of clusters as k∗ = arg min {k − 1 : ak ≤ 1},where we have put ak = 1

N

∑Nn=1 an,k. We display boot-

strapped single standard deviation confidence intervalsaround ak in Fig. 10. This algorithm returned the num-ber of clusters k∗ = 6. We then collapsed the number ofclusters based on dynamic behavior. Panel (b) of Fig. 11displays each cluster centroid.

We extracted time windows where cluster centroidsdisplayed increasing rates of increase followed by decreas-ing rates of decrease using the discrete shocklet transform[20]. This dynamic behavior corresponds with increasedcollective attention to words and topics associated withthat cluster centroid followed by decreased collectiveattention. Each time window is composed of one ormore time points. To aggregate this “cusplike” behav-ior, we placed a Gaussian kernel around each extractedtime point and analyzed the resulting function, which wedisplay in panel (a) of Fig. 11 and which we denote byS(t). We considered cluster centroids to be temporally-relevant to our analysis of COVID-19 language dynamicsif their maxima occurred in time intervals where S(t)was equal to at least half of its maximum. This con-dition was satisfied for four of the clusters during one

FIG. 10. Mean and bootstrapped two-standard deviationuncertainty intervals for ratio statistic used in choosing num-ber of clusters in minibatch k-means algorithm.

time window, 2020-03-03 to 2020-04-30. The maxima ofthese four clusters neatly partition into two groups. Onegroup has maxima that occur in late March and the oth-er has maxima that occur in mid April. We combinethe four clusters into two aggregated clusters based onthis criterion and label the aggregate clusters C2 and C1

respectively. We display C1 and C2 in panel (c) of Fig.11.

We used tweets authored both before and during theCOVID-19 pandemic to generate the clusters, so the cen-troids are relatively flat before the initial coronavirusreports (late December 2019) and some exhibit periodicbehavior. The magnitude of the horizontal axis is lowerthan in Figs. 1, 2, and 3 because here we display only thecluster centroids, which necessarily have moderated fluc-tuations compared to the more extreme cluster elementsdisplayed in other figures.

B. Case number attribution by language

To associate country-level case number changes withlanguages, we performed a one-to-one lossy mappingof country to dominant language spoken in that coun-try. Using data from the Australian federal government’sDepartment of Social Services, we truncated the list oflanguages spoken in each country to the most prevalentlanguage in each country. While this mapping is crudeand eliminates subtleties of intranational language diver-sity (e.g., Switzerland is mapped solely to German, whileFrench, Italian, and Romansh are dropped), it allowedus to reverse the direction of this mapping and assign toeach language the number of new cases equal to the sumof new cases in each country for which the language is theprimary language. We obtained new case numbers fromthe European Center for Disease Control and Prevention.

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FIG. 11. Using the algorithm detailed in Sec. V A, we find k∗ = 6 clusters of log rank word time series during the timeperiod 2019-09-01 to 2020-03-25. We do not label the clusters with informative labels because clusters are unique only up to apermutation of labels.

C. Volatility characterization

We move to a percent-change approach in our jointanalysis of new case numbers and log rank word timeseries because log rank word time series are nonstation-ary (they are only wide-sense stationary in our anal-ysis because we normalize them to have intertempo-ral zero mean and unit variance) and new case num-ber time series are not scale-independent. We definethe percent-change time series as yt ≡ log xt

xt−1, where

xt ∈ {log rank word time series,new case time series}.Instead of analyzing yt, an unbounded random variable,we instead analyze the variance of yt, denoted st, by esti-mating a standard Bayesian stochastic volatility model[22, 23]. We hypothesize that the latent log-variance stevolves according to

st ∼ Normal(st−1, v2), s0 ∼ Normal(0, 1). (1)

We place a weakly informative prior on the stan-dard deviation of the increments of this process, v ∼LogNormal(0, 1). The percent change is then modeled as

yt ∼ Normal(µ, exp(st/2)), (2)

where we include a tight zero-centered prior for the meanpercent change, µ ∼ Normal(0, 0.01). We fit this mod-el using stochastic variational inference with a diagonalnormal guide (variational posterior) [24]. We conductoptimization using the Adam optimizer with a learningrate of 0.05 and run the optimizer for a total of 1500 itera-tions [25]. We conduct our subsequent volatility analysisusing draws from the optimized guide distribution.

In addition to estimating the mean P2PD, we modelP2PD with a null, simple model and an alternative, morecomplex model.

In the null model, we suppose that the number of daysto peak in average latent volatility in each of the per-cent change time series is given by Ns ∼ Poisson(λ),where we place a weakly informative prior on the rateparameter, λ ∼ LogNormal(0, 1). We sample from thisPoisson model for each of the percent change time series,and then model P2PD as the difference in these Pois-son rvs (known as a Skellam distribution). We use theNo U-Turn Sampler (NUTS) algorithm to sample fromthe posterior [26], sampling from one chain for 500 itera-tions of warmup followed by 2500 iterations of sampling.We display draws from the posterior predictive distribu-tion of empirical cdfs in Fig. 7, along with the observedempirical cdf of the P2PD data. This null model does notadequately capture the shape of the empirical cumulative

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distribution function (cdf) of the observed P2PD data.Though it does capture the distribution of the middlethird of the observations well, the tails of the observedP2PD are heavier than predicted by this model. In par-ticular, the tails of the observed empirical cdf lie outsideof the distribution of posterior empirical cdfs generatedby this model.

We then move to a Dirichlet process Poisson mixture, amore expressive alternative model. This model hypothe-sizes that the data are generated by a possibly-infinitemixture of Poisson probability distributions. (Moretechnical definitions can be found in a variety of ref-erences [27–30].) The mixture weights are drawn aswi = βi

∏j<i βj for each i = 1, ..., N . Each βi is drawn

independently as βi ∼ Beta(1, 1) ≡ Uniform(0, 1). Eachcomponent Poisson distribution has rate parameter dis-tributed independently as λi ∼ LogNormal(0, 1). Wemodel each component of P2PD data (peaks in new casevolatility and peaks in C2 volatility) using this model,and then again model P2PD as the difference in theserandom variables. In practice the Dirichlet process mustbe truncated to a finite number of components N . Wetruncate to N = 3 as there is not a substantial differencein the distributions of empirical cdfs forN = 6, 9, 12. (Wepresent more details in Appendix A.) We again fit thismodel using NUTS, this time sampling from one chainfor 1000 iterations of warmup followed by 2500 iterations

of sampling.This model describes the entire empirical distribution

of observed data well, as the observed empirical cdf liesentirely within the distribution of posterior empirical cdfsgenerated by this model.

We chose the Dirichlet process Poisson mixture modelover a more conventional model of overdispersed countdata, such as a negative binomial model, because we donot believe that the mechanistic interpretation of a neg-ative binomial model (number of failures observed beforea given fixed number of successes) applies in the con-text of counting number of days from a reference dateuntil peak volatility. It is unclear what a “success” or“failure” would be in this context. On the other hand,the Poisson mixture model has a clear mechanistic inter-pretation: there is subpopulation heterogeneity amonglanguages and countries grouped by language, but with-in each subpopulation the number of days from refer-ence date until peak volatility occurs with a constantsubpopulation-specific mean rate.

ACKNOWLEDGMENTS

The authors are grateful for the computing resourcesprovided by the Vermont Advanced Computing Core andfinancial support from the Massachusetts Mutual LifeInsurance Company and Google.

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Appendix A: DP Poisson mixture results

The Dirichlet process Poisson mixture model is able to capture heterogeneity in the distribution of P2PD. Wedisplay posterior distributions of empirical cdfs of Dirichlet process Poisson mixtures. We sampled from four differentrealizations of this model with number of components truncated to N = 3, 6, 9, 12. We sampled from each model usingthe NUTS sampler, 1000 iterations of burnin, and 2500 iterations of sampling. Changing N did not substantiallyalter the fit of the models, as we display in Figs. S1 - S4. Because of this, we choose the most parsimonious of thesemodels and set N = 3 for analysis.

FIG. S1. Posterior distribution of empirical cdfs of the Dirichlet process Poisson model with number of components truncatedto N = 3.

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FIG. S2. Posterior distribution of empirical cdfs of the Dirichlet process Poisson model with number of components truncatedto N = 6.

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FIG. S3. Posterior distribution of empirical cdfs of the Dirichlet process Poisson model with number of components truncatedto N = 9. The region of increased density between -50 and -100 peak-to-peak time is a sampling artifact.

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FIG. S4. Posterior distribution of empirical cdfs of the Dirichlet process Poisson model with number of components truncatedto N = 12.