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    A stochastic evolutionary model generating a mixture of exponential distributions

    Fenner, Trevor and Levene, Mark and Loizou, George (2016) A stochastic evolutionary model generating a mixture of exponential distributions. The European Physical Journal B (EPJ B) 89 (2), ISSN 1434-6036.

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    Abstract

    Recent interest in human dynamics has stimulated the investigation of the stochastic processes that explain human behaviour in various contexts, such as mobile phone networks and social media. In this paper, we extend the stochastic urn-based model proposed in \cite{FENN15} so that it can generate mixture models, in particular, a mixture of exponential distributions. The model is designed to capture the dynamics of survival analysis, traditionally employed in clinical trials, reliability analysis in engineering, and more recently in the analysis of large data sets recording human dynamics. The mixture modelling approach, which is relatively simple and well understood, is very effective in capturing heterogeneity in data. We provide empirical evidence for the validity of the model, using a data set of popular search engine queries collected over a period of 114 months. We show that the survival function of these queries is closely matched by the exponential mixture solution for our model.

    Metadata

    Item Type: Article
    Keyword(s) / Subject(s): human dynamics, stochastic model, survival analysis, mortality rate, mixture model, exponential mixture
    School: Birkbeck Schools and Departments > School of Business, Economics & Informatics > Computer Science and Information Systems
    Research Centre: Birkbeck Knowledge Lab
    Depositing User: Mark Levene
    Date Deposited: 17 Feb 2016 18:32
    Last Modified: 02 Dec 2016 13:23
    URI: http://eprints.bbk.ac.uk/id/eprint/14373

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    • A stochastic evolutionary model generating a mixture of exponential distributions. (deposited 17 Feb 2016 18:32) [Currently Displayed]

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