Yelp took a long time to get back to me. I applied through a referral process and had my contact mention to his recruiter that I had an offer deadline coming up, this sped up the process. I wouldn't expect to hear back sooner than a few months after applying if you don't have a referral.
Initial phone interview - Simple 20 minute HR interview
Online coding screen - short easy coding question and 10 fast knowledge based questions. Definitely look at the other reviews on here to answer these. It's strange that they ask these questions because most of them are only testing familiarity with Unix.
Skype interview - met with a really nice guy and he asked me a difficult coding question. I couldn't come up with an optimal solution to his questions, but he was okay with me coding the naive version. I finished a working version of the naive version and made it to the onsite.
Onsite - 4 45 minute interviews back to back. Stressful, but not impossible and everyone I met with was great. They focus pretty heavily on knowledge based questions: about Java garbage collectors, stack vs heap questions, threading practices, some simple networking stuff, compression, encryption, Android specifics. All very high level just to test your breadth of knowledge. These I did very poorly on. There were also 4 algorithm based coding questions on a whiteboard which I answered with optimal, working solutions.
Apparently they put more weight on the knowledge based questions, as I did not receive an offer. Overall Yelp had a really organized, fast, and friendly interview experience. I was unprepared for the emphasis on knowledge based questions.