English

Detection of phase transition in generalized P\'olya urn in information cascade experiment

Data Analysis, Statistics and Probability 2016-02-15 v2 Statistical Mechanics Methodology

Abstract

We propose a method of detecting a phase transition in a generalized P\'olya urn in an information cascade experiment. The method is based on the asymptotic behavior of the correlation C(t)C(t) between the first subject's choice and the t+1t+1-th subject's choice, the limit value of which, climtC(t)c\equiv \lim_{t\to \infty}C(t), is the order parameter of the phase transition. To verify the method, we perform a voting experiment using two-choice questions. An urn X is chosen at random from two urns A and B, which contain red and blue balls in different configurations. Subjects sequentially guess whether X is A or B using information about the prior subjects' choices and the color of a ball randomly drawn from X. The color tells the subject which is X with probability qq. We set q{5/9,6/9,7/9,8/9}q\in \{5/9,6/9,7/9,8/9\} by controlling the configurations of red and blue balls in A and B. The (average) lengths of the sequence of the subjects are 63, 63, 54.0, and 60.5 for q{5/9,6/9,7/9,8/9}q\in \{5/9,6/9,7/9,8/9\}, respectively. We describe the sequential voting process by a nonlinear P\'olya urn model. The model suggests the possibility of a phase transition when qq changes. We show that c>0(=0)c>0\,\,\,(=0) for q=5/9,6/9(7/9,8/9)q=5/9,6/9\,\,\,(7/9,8/9 ) and detect the phase transition using the proposed method.

Keywords

Cite

@article{arxiv.1507.07269,
  title  = {Detection of phase transition in generalized P\'olya urn in information cascade experiment},
  author = {Masafumi Hino and Yosuke Irie and Masato Hisakado and Taiki Takahashi and Shintaro Mori},
  journal= {arXiv preprint arXiv:1507.07269},
  year   = {2016}
}

Comments

26 pages, 12 figures