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Long-tailed distributions of inter-event times as mixtures of exponential distributions.

ABSTRACT: Inter-event times of various human behaviour are apparently non-Poissonian and obey long-tailed distributions as opposed to exponential distributions, which correspond to Poisson processes. It has been suggested that human individuals may switch between different states, in each of which they are regarded to generate events obeying a Poisson process. If this is the case, inter-event times should approximately obey a mixture of exponential distributions with different parameter values. In the present study, we introduce the minimum description length principle to compare mixtures of exponential distributions with different numbers of components (i.e. constituent exponential distributions). Because these distributions violate the identifiability property, one is mathematically not allowed to apply the Akaike or Bayes information criteria to their maximum-likelihood estimator to carry out model selection. We overcome this theoretical barrier by applying a minimum description principle to joint likelihoods of the data and latent variables. We show that mixtures of exponential distributions with a few components are selected, as opposed to more complex mixtures in various datasets, and that the fitting accuracy is comparable to that of state-of-the-art algorithms to fit power-law distributions to data. Our results lend support to Poissonian explanations of apparently non-Poissonian human behaviour.

SUBMITTER: Okada M

PROVIDER: S-EPMC7062064 | biostudies-literature | 2020 Feb

REPOSITORIES: biostudies-literature

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Long-tailed distributions of inter-event times as mixtures of exponential distributions.

Okada Makoto M Yamanishi Kenji K Masuda Naoki N

Royal Society open science 20200226 2

Inter-event times of various human behaviour are apparently non-Poissonian and obey long-tailed distributions as opposed to exponential distributions, which correspond to Poisson processes. It has been suggested that human individuals may switch between different states, in each of which they are regarded to generate events obeying a Poisson process. If this is the case, inter-event times should approximately obey a mixture of exponential distributions with different parameter values. In the pre ...[more]

PMID: 32257326

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Dataset Information

Long-tailed distributions of inter-event times as mixtures of exponential distributions.

Publications

Long-tailed distributions of inter-event times as mixtures of exponential distributions.

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