While the lock screen stuff can be disabled in blinkfeed settings... you cant remove Yelp from the blinkfeed easily. This is how to kill Yelp, and probably all future ads:
1) Make sure you have the new Sense widget where you can choose - 'Work, Home or Out'. If you don’t have it on any homescreen, then add it. (You can remove it after)
2) Click on the word 'Work, Home or Out' and then click on the three menu dots on the right.
3) Select 'Personalize HTC Sense Home'
4) Untick 'Share My Precise Location' and 'Share My Personal Usage Data'
5) Remove the Sense Home Widget if you’d like.
6) No more Yelp! (This should not affect your location for weather, or maps, or anything else)