Economics, Schmeconomics Lecture Twopdodds/teaching/courses/2012-07lipari... · I The full inteview...

23
Complex Sociotechnical Systems A Very Dismal Science Contagion Winning: it’s not for everyone Social Contagion Models Granovetter’s model Network version Groups Simple disease spreading models References 1 of 137 Lecture Two Stories of Complex Sociotechnical Systems: Measurement, Mechanisms, and Meaning Lipari Summer School, Summer, 2012 Prof. Peter Dodds Department of Mathematics & Statistics | Center for Complex Systems | Vermont Advanced Computing Center | University of Vermont Licensed under the Creative Commons Attribution-NonCommercial-ShareAlike 3.0 License. Complex Sociotechnical Systems A Very Dismal Science Contagion Winning: it’s not for everyone Social Contagion Models Granovetter’s model Network version Groups Simple disease spreading models References 2 of 137 Outline A Very Dismal Science Contagion Winning: it’s not for everyone Social Contagion Models Granovetter’s model Network version Groups Simple disease spreading models References Complex Sociotechnical Systems A Very Dismal Science Contagion Winning: it’s not for everyone Social Contagion Models Granovetter’s model Network version Groups Simple disease spreading models References 3 of 137 Economics, Schmeconomics Alan Greenspan (September 18, 2007): “I’ve been dealing with these big mathematical models of forecasting the economy ... If I could figure out a way to determine whether or not people are more fearful or changing to more euphoric, I don’t need any of this other stuff. I could forecast the economy better than any way I know.” http://wikipedia.org Complex Sociotechnical Systems A Very Dismal Science Contagion Winning: it’s not for everyone Social Contagion Models Granovetter’s model Network version Groups Simple disease spreading models References 4 of 137 Economics, Schmeconomics Greenspan continues: “The trouble is that we can’t figure that out. I’ve been in the forecasting business for 50 years. I’m no better than I ever was, and nobody else is. Forecasting 50 years ago was as good or as bad as it is today. And the reason is that human nature hasn’t changed. We can’t improve ourselves.” Jon Stewart: “You just bummed the @*!# out of me.” wildbluffmedia.com From the Daily Show () (September 18, 2007) The full inteview is here (). Complex Sociotechnical Systems A Very Dismal Science Contagion Winning: it’s not for everyone Social Contagion Models Granovetter’s model Network version Groups Simple disease spreading models References 5 of 137 Economics, Schmeconomics James K. Galbraith: NYT But there are at least 15,000 professional economists in this country, and you’re saying only two or three of them foresaw the mortgage crisis? [JKG] Ten or 12 would be closer than two or three. NYT What does that say about the field of economics, which claims to be a science? [JKG] It’s an enormous blot on the reputation of the profession. There are thousands of economists. Most of them teach. And most of them teach a theoretical framework that has been shown to be fundamentally useless. From the New York Times, 11/02/2008 () Complex Sociotechnical Systems A Very Dismal Science Contagion Winning: it’s not for everyone Social Contagion Models Granovetter’s model Network version Groups Simple disease spreading models References 6 of 137 Collective Cooperation: Standard frame: Locally selfish behavior collective cooperation. Different frame: Locally moral/fair behaviour collective bad actions. So why do we study frame 1 instead of frame 2? Tragedy of the Commons is one example of frame 2. Better question: Who is it that studies frame 1 over frame 2. . . ?

Transcript of Economics, Schmeconomics Lecture Twopdodds/teaching/courses/2012-07lipari... · I The full inteview...

  • ComplexSociotechnicalSystems

    A Very DismalScience

    Contagion

    Winning: it’s not foreveryone

    Social ContagionModelsGranovetter’s model

    Network version

    Groups

    Simple diseasespreading models

    References

    1 of 137

    Lecture TwoStories of Complex Sociotechnical Systems:Measurement, Mechanisms, and Meaning

    Lipari Summer School, Summer, 2012

    Prof. Peter Dodds

    Department of Mathematics & Statistics | Center for Complex Systems |Vermont Advanced Computing Center | University of Vermont

    Licensed under the Creative Commons Attribution-NonCommercial-ShareAlike 3.0 License.

    ComplexSociotechnicalSystems

    A Very DismalScience

    Contagion

    Winning: it’s not foreveryone

    Social ContagionModelsGranovetter’s model

    Network version

    Groups

    Simple diseasespreading models

    References

    2 of 137

    Outline

    A Very Dismal Science

    Contagion

    Winning: it’s not for everyone

    Social Contagion ModelsGranovetter’s modelNetwork versionGroups

    Simple disease spreading models

    References

    ComplexSociotechnicalSystems

    A Very DismalScience

    Contagion

    Winning: it’s not foreveryone

    Social ContagionModelsGranovetter’s model

    Network version

    Groups

    Simple diseasespreading models

    References

    3 of 137

    Economics, Schmeconomics

    Alan Greenspan (September 18, 2007):

    “I’ve been dealing with these bigmathematical models of forecasting theeconomy ...

    If I could figure out a way to determinewhether or not people are more fearfulor changing to more euphoric,

    I don’t need any of this other stuff.

    I could forecast the economy better thanany way I know.”

    http://wikipedia.org

    ComplexSociotechnicalSystems

    A Very DismalScience

    Contagion

    Winning: it’s not foreveryone

    Social ContagionModelsGranovetter’s model

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    Economics, SchmeconomicsGreenspan continues:“The trouble is that we can’t figure that out. I’ve been inthe forecasting business for 50 years. I’m no better than Iever was, and nobody else is. Forecasting 50 yearsago was as good or as bad as it is today. And the reasonis that human nature hasn’t changed. We can’t improveourselves.”

    Jon Stewart:

    “You just bummed the @*!# out of me.”

    wildbluffmedia.com

    I From the Daily Show (�) (September 18, 2007)I The full inteview is here (�).

    ComplexSociotechnicalSystems

    A Very DismalScience

    Contagion

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    Social ContagionModelsGranovetter’s model

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    Economics, Schmeconomics

    James K. Galbraith:NYT But there are at least 15,000 professional

    economists in this country, and you’re saying onlytwo or three of them foresaw the mortgage crisis?[JKG] Ten or 12 would be closer than two or three.

    NYT What does that say about the field of economics,which claims to be a science? [JKG] It’s anenormous blot on the reputation of the profession.There are thousands of economists. Most of themteach. And most of them teach a theoreticalframework that has been shown to be fundamentallyuseless.

    From the New York Times, 11/02/2008 (�)

    ComplexSociotechnicalSystems

    A Very DismalScience

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    Winning: it’s not foreveryone

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    Collective Cooperation:

    I Standard frame:

    Locally selfish behavior→ collective cooperation.

    I Different frame:

    Locally moral/fair behaviour→ collective bad actions.

    I So why do we study frame 1 instead of frame 2?I Tragedy of the Commons is one example of frame 2.I Better question:

    Who is it that studies frame 1 over frame 2. . . ?

    http://www.uvm.eduhttp://www.uvm.edu/~pdoddshttp://www.uvm.edu/~pdodds/teaching/courses/2012-07Lipari-http://www.uvm.edu/~pdodds/teaching/courses/2012-07Lipari-http://www.uvm.edu/~pdoddshttp://www.uvm.edu/~cems/mathstat/http://www.uvm.edu/~cems/complexsystems/http://www.uvm.edu/~vacc/http://www.uvm.eduhttp://www.uvm.eduhttp://www.uvm.edu/~cems/complexsystems/http://www.uvm.edu/~vacc/http://www.uvm.edu/~pdoddshttp://www.uvm.edu/~pdoddshttp://www.uvm.eduhttp://www.uvm.edu/~pdoddshttp://www.uvm.eduhttp://www.uvm.edu/~pdoddshttp://wikipedia.orghttp://www.uvm.eduhttp://www.uvm.edu/~pdoddswildbluffmedia.comhttp://www.thedailyshow.comhttp://www.thedailyshow.com/video/index.jhtml?videoId=102970&title=alan-greenspanhttp://www.uvm.eduhttp://www.uvm.edu/~pdoddshttp://www.nytimes.com/2008/11/02/magazine/02wwln-Q4-t.htmlhttp://www.uvm.eduhttp://www.uvm.edu/~pdodds

  • ComplexSociotechnicalSystems

    A Very DismalScience

    Contagion

    Winning: it’s not foreveryone

    Social ContagionModelsGranovetter’s model

    Network version

    Groups

    Simple diseasespreading models

    References

    7 of 137

    Homo Economicus

    I ‘What makes people think like Economists?Evidence on Economic Cognition from the “Survey ofAmericans and Economists on the Economy” ’ [8]

    Bryan Caplan, Journal of Law and Economics, 2001

    People behave like Homo economicus:1. if they are well educated,2. if they are male,3. if their real income rose over the last 5 years,4. if they expect their real income to rise over the next 5

    years,5. if they have a high degree of job security,6. but not because of high income nor ideological

    conservatism.

    ComplexSociotechnicalSystems

    A Very DismalScience

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    Wealth distribution in the United States:

    Questions used in a recent study by Norton andAriely: [29]

    I What percentage of all wealth is owned byindividuals grouped into quintiles?

    I How do people believe wealth is distributed?I How do people believe wealth should be distributed?

    ComplexSociotechnicalSystems

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    Wealth distribution in the United States:

    ComplexSociotechnicalSystems

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    Wealth distribution in the United States:

    This is a Collateralized Debt Obligation:

    ComplexSociotechnicalSystems

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    Contagion

    A confusion of contagions:I Was Harry Potter some kind of virus?I What about Vampires?I Did Sudoku spread like a disease?I Language? The alphabet? [17]

    I Religion?I Democracy...?

    http://www.uvm.eduhttp://www.uvm.edu/~pdoddshttp://www.uvm.eduhttp://www.uvm.edu/~pdoddshttp://www.uvm.eduhttp://www.uvm.edu/~pdoddshttp://www.uvm.eduhttp://www.uvm.edu/~pdoddshttp://www.uvm.eduhttp://www.uvm.edu/~pdodds

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    A Very DismalScience

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    Contagion

    NaturomorphismsI “The feeling was contagious.”I “The news spread like wildfire.”I “Freedom is the most contagious virus known to

    man.”—Hubert H. Humphrey, Johnson’s vice president

    I “Nothing is so contagious as enthusiasm.”—Samuel Taylor Coleridge

    ComplexSociotechnicalSystems

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    Winning: it’s not foreveryone

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    Social contagion

    Eric Hoffer, 1902–1983There is a grandeur in the uniformity of the mass. Whena fashion, a dance, a song, a slogan or a joke sweepslike wildfire from one end of the continent to the other,and a hundred million people roar with laughter, swaytheir bodies in unison, hum one song or break forth inanger and denunciation, there is the overpoweringfeeling that in this country we have come nearer thebrotherhood of man than ever before.

    I Hoffer (�) was an interesting fellow...

    ComplexSociotechnicalSystems

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    The spread of fanaticism

    Hoffer’s acclaimed work: “The True Believer:Thoughts On The Nature Of Mass Movements” (1951) [20]

    Quotes-aplenty:I “We can be absolutely certain only about things we

    do not understand.”I “Mass movements can rise and spread without belief

    in a God, but never without belief in a devil.”I “Where freedom is real, equality is the passion of the

    masses. Where equality is real, freedom is thepassion of a small minority.”

    ComplexSociotechnicalSystems

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    Imitation

    despair.com

    “When people are freeto do as they please,they usually imitateeach other.”

    —Eric Hoffer“The Passionate Stateof Mind” [21]

    ComplexSociotechnicalSystems

    A Very DismalScience

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    The collective...

    despair.com

    “Never Underestimatethe Power of StupidPeople in LargeGroups.”

    ComplexSociotechnicalSystems

    A Very DismalScience

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    Contagion

    DefinitionsI (1) The spreading of a quality or quantity between

    individuals in a population.I (2) A disease itself:

    the plague, a blight, the dreaded lurgi, ...I from Latin: con = ‘together with’ + tangere ‘to touch.’I Contagion has unpleasant overtones...I Just Spreading might be a more neutral wordI But contagion is kind of exciting...

    http://www.uvm.eduhttp://www.uvm.edu/~pdoddshttp://www.uvm.eduhttp://www.uvm.edu/~pdoddshttp://en.wikipedia.org/wiki/Eric_Hofferhttp://www.uvm.eduhttp://www.uvm.edu/~pdoddshttp://www.uvm.eduhttp://www.uvm.edu/~pdoddsdespair.comhttp://www.uvm.eduhttp://www.uvm.edu/~pdoddsdespair.comhttp://www.uvm.eduhttp://www.uvm.edu/~pdodds

  • ComplexSociotechnicalSystems

    A Very DismalScience

    Contagion

    Winning: it’s not foreveryone

    Social ContagionModelsGranovetter’s model

    Network version

    Groups

    Simple diseasespreading models

    References

    19 of 137

    Examples of non-disease spreading:

    Interesting infections:I Spreading of buildings in the US... (�)

    I Viral get-out-the-vote video. (�)

    ComplexSociotechnicalSystems

    A Very DismalScience

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    Winning: it’s not foreveryone

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    Network version

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    Simple diseasespreading models

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    Contagions

    Two main classes of contagion1. Infectious diseases:

    tuberculosis, HIV, ebola, SARS, influenza, ...

    2. Social contagion:fashion, word usage, rumors, riots, religion, ...

    ComplexSociotechnicalSystems

    A Very DismalScience

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    Winning: it’s not foreveryone

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    Winning: it’s not for everyone

    Where do superstars come from?I Rosen (1981): “The Economics of Superstars”

    Examples:I Full-time Comedians (≈ 200)I Soloists in Classical MusicI Economic Textbooks (the usual myopic example)

    I Highly skewed distributions (again)...

    ComplexSociotechnicalSystems

    A Very DismalScience

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    Superstars

    Rosen’s theory:I Individual quality q maps to reward R(q)I R(q) is ‘convex’ (d2R/dq2 > 0)I Two reasons:

    1. Imperfect substitution:A very good surgeon is worth many mediocre ones

    2. Technology:Media spreads & technology reduces cost ofreproduction of books, songs, etc.

    I No social element—success follows ‘inherent quality’

    ComplexSociotechnicalSystems

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    Superstars

    Adler (1985): “Stardom and Talent”

    I Assumes extreme case of equal ‘inherent quality’I Argues desire for coordination in knowledge and

    culture leads to differential successI Success is then purely a social construction

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    Social ContagionModelsGranovetter’s model

    Network version

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    Simple diseasespreading models

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    Dominance hierarchies

    Chase et al. (2002): “Individual differences versus socialdynamics in the formation of animal dominancehierarchies” [11]

    The aggressive female Metriaclima zebra (�):

    Pecking orders for fish...

    Lavf50.5.0

    Convertified by iSquint - http://www.isquint.org

    walmartspread.mp4Media File (video/mp4)

    http://www.uvm.eduhttp://www.uvm.edu/~pdoddshttp://www.youtube.com/watch?v=EGzHBtoVvpchttp://www.cnnbcvideo.com/?nid=VWB8OWHr.GqH2kYkPxOMwTQ1NDIxODA-http://www.uvm.eduhttp://www.uvm.edu/~pdoddshttp://www.uvm.eduhttp://www.uvm.edu/~pdoddshttp://www.uvm.eduhttp://www.uvm.edu/~pdoddshttp://www.uvm.eduhttp://www.uvm.edu/~pdoddshttp://www.uvm.eduhttp://www.uvm.edu/~pdoddshttp://en.wikipedia.org/wiki/Metriaclima

  • ComplexSociotechnicalSystems

    A Very DismalScience

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    Winning: it’s not foreveryone

    Social ContagionModelsGranovetter’s model

    Network version

    Groups

    Simple diseasespreading models

    References

    25 of 137

    Dominance hierarchies

    I Fish forget—changing of dominance hierarchies:

    (one-sided binomial test: n ! 22, P " 0.001 and P " 0.03,respectively). In this light, 27% of the groups with identicalhierarchies is very small.

    Discussion. When we rewound the tape of the fish to form newhierarchies, we usually did not get the same hierarchy twice. Thelinearity of the structures persisted and the individuals stayed thesame, but their ranks did not. Thus our results differ considerablyfrom those predicted by the prior attributes hypothesis. The factthat more identical hierarchies occurred than expected by chancealone supports the hypothesis that rank on prior attributesinfluences rank within hierarchies but not the hypothesis that

    rank on prior attributes of itself creates the linear structure of thehierarchies. Although 50% of the fish changed ranks from onehierarchy to the other, almost all the hierarchies were linear instructure. Some factor other than differences in attributes seemsto have ensured high rates of linearity. In the next experiment,we tested to determine whether that factor might be socialdynamics.

    It might seem possible that ‘‘noise,’’ random fluctuations inindividuals’ attributes or behaviors, could account for the ob-served differences between the first and second hierarchies.However, a careful consideration of the ways in which fluctua-tions might occur shows that this explanation is unlikely. Forexample, what if the differences were assumed to have occurredbecause some of the fish changed their ranks on attributes fromthe first to the second hierarchies? To account for our results,this assumption would require a mixture of stability and insta-bility in attribute ranks at just the right times and in just the rightproportion of groups. The rankings would have had to have beenstable for all the fish in all the groups for the day or two it tookthem to form their first hierarchies (or we would not have seenstable dominance relationships by our criterion). Then, in three-quarters of the groups (but not in the remaining one-quarter)various numbers of fish would have had to have swapped rankson attributes in the 2-week period of separation so as to haveproduced different second hierarchies. And finally, the rankingson attributes for all the fish in all the groups would have had tohave become stable once more for the day or two it took themto form their second hierarchies.

    Alternatively, instead of attribute rank determining domi-nance rank as in the prior attribute model, dominance in pairsof fish might be considered to have been probabilistic, such thatat one meeting one might dominate, but at a second meetingthere was some chance that the other might dominate. Theproblem with this model is that earlier mathematical analysisdemonstrates that in situations in which one of each pair in agroup has even a small chance of dominating the other, theprobability of getting linear hierarchies is quite low (34). Andeven in a more restrictive model in which only pairs of fish thatare close in rank in the first hierarchies have modest probabilitiesof reversing their relationships, such as the level (0.25) weobserved in this experiment, the probability of getting as manylinear hierarchies as we observed is still very low (details areavailable from the authors).

    We know of only one other study (47) in which researchersassembled groups to form initial hierarchies, separated theindividuals for a period, and then reassembled them to form asecond hierarchy (but see Guhl, ref. 48, for results in whichgroups had pairwise encounters between assembly and reassem-bly). Unfortunately, their techniques of analysis make it impos-sible to compare results, because they examined correlationsbetween the frequency of aggressive acts directed by individualsin pairs toward one another in the two hierarchies rather thancomparing the ranks of individuals. With these techniques it ispossible to get a positive correlation and thus a ‘‘replication’’ ofan original hierarchy in situations in which several animalsactually change ranks from the first to the second hierarchies.

    Table 1. Percentage of groups with different numbers of fishchanging ranks between first and second hierarchies (n ! 22)

    No. of fish changing ranks Percentage of groups

    0 27.32 36.43 18.24 18.2

    Fig. 1. Transition patterns between ranks of fish in the first and secondhierarchies. Frequencies of experimental groups showing each pattern areindicated in parentheses. Open-headed arrows indicate transitions of rank.Solid-headed arrows show dominance relationships in intransitive triads; allthe fish in an intransitive triad share the same rank.

    5746 ! www.pnas.org"cgi"doi"10.1073"pnas.082104199 Chase et al.

    (one-sided binomial test: n ! 22, P " 0.001 and P " 0.03,respectively). In this light, 27% of the groups with identicalhierarchies is very small.

    Discussion. When we rewound the tape of the fish to form newhierarchies, we usually did not get the same hierarchy twice. Thelinearity of the structures persisted and the individuals stayed thesame, but their ranks did not. Thus our results differ considerablyfrom those predicted by the prior attributes hypothesis. The factthat more identical hierarchies occurred than expected by chancealone supports the hypothesis that rank on prior attributesinfluences rank within hierarchies but not the hypothesis that

    rank on prior attributes of itself creates the linear structure of thehierarchies. Although 50% of the fish changed ranks from onehierarchy to the other, almost all the hierarchies were linear instructure. Some factor other than differences in attributes seemsto have ensured high rates of linearity. In the next experiment,we tested to determine whether that factor might be socialdynamics.

    It might seem possible that ‘‘noise,’’ random fluctuations inindividuals’ attributes or behaviors, could account for the ob-served differences between the first and second hierarchies.However, a careful consideration of the ways in which fluctua-tions might occur shows that this explanation is unlikely. Forexample, what if the differences were assumed to have occurredbecause some of the fish changed their ranks on attributes fromthe first to the second hierarchies? To account for our results,this assumption would require a mixture of stability and insta-bility in attribute ranks at just the right times and in just the rightproportion of groups. The rankings would have had to have beenstable for all the fish in all the groups for the day or two it tookthem to form their first hierarchies (or we would not have seenstable dominance relationships by our criterion). Then, in three-quarters of the groups (but not in the remaining one-quarter)various numbers of fish would have had to have swapped rankson attributes in the 2-week period of separation so as to haveproduced different second hierarchies. And finally, the rankingson attributes for all the fish in all the groups would have had tohave become stable once more for the day or two it took themto form their second hierarchies.

    Alternatively, instead of attribute rank determining domi-nance rank as in the prior attribute model, dominance in pairsof fish might be considered to have been probabilistic, such thatat one meeting one might dominate, but at a second meetingthere was some chance that the other might dominate. Theproblem with this model is that earlier mathematical analysisdemonstrates that in situations in which one of each pair in agroup has even a small chance of dominating the other, theprobability of getting linear hierarchies is quite low (34). Andeven in a more restrictive model in which only pairs of fish thatare close in rank in the first hierarchies have modest probabilitiesof reversing their relationships, such as the level (0.25) weobserved in this experiment, the probability of getting as manylinear hierarchies as we observed is still very low (details areavailable from the authors).

    We know of only one other study (47) in which researchersassembled groups to form initial hierarchies, separated theindividuals for a period, and then reassembled them to form asecond hierarchy (but see Guhl, ref. 48, for results in whichgroups had pairwise encounters between assembly and reassem-bly). Unfortunately, their techniques of analysis make it impos-sible to compare results, because they examined correlationsbetween the frequency of aggressive acts directed by individualsin pairs toward one another in the two hierarchies rather thancomparing the ranks of individuals. With these techniques it ispossible to get a positive correlation and thus a ‘‘replication’’ ofan original hierarchy in situations in which several animalsactually change ranks from the first to the second hierarchies.

    Table 1. Percentage of groups with different numbers of fishchanging ranks between first and second hierarchies (n ! 22)

    No. of fish changing ranks Percentage of groups

    0 27.32 36.43 18.24 18.2

    Fig. 1. Transition patterns between ranks of fish in the first and secondhierarchies. Frequencies of experimental groups showing each pattern areindicated in parentheses. Open-headed arrows indicate transitions of rank.Solid-headed arrows show dominance relationships in intransitive triads; allthe fish in an intransitive triad share the same rank.

    5746 ! www.pnas.org"cgi"doi"10.1073"pnas.082104199 Chase et al.

    I 22 observations: about 3/4 of the time, hierarchychanged

    ComplexSociotechnicalSystems

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    Winning: it’s not foreveryone

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    Music Lab Experiment

    48 songs30,000 participants

    multiple ‘worlds’Inter-world variability

    I How probable is a social state?I Can we estimate variability?

    Salganik et al. (2006) “An experimental study of inequality andunpredictability in an artificial cultural market” [33]

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    Music Lab Experiment

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    Music Lab Experiment

    Experiment 1 Experiments 2–4

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    Music Lab Experiment

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    influ

    ence

    wor

    lds

    I Variability in final rank.

    ComplexSociotechnicalSystems

    A Very DismalScience

    Contagion

    Winning: it’s not foreveryone

    Social ContagionModelsGranovetter’s model

    Network version

    Groups

    Simple diseasespreading models

    References

    30 of 137

    Music Lab Experiment

    0

    0.2

    0.4

    0.6

    Social Influence Indep.

    Gin

    i coe

    ffici

    ent G

    Experiment 1

    Social Influence Indep.

    Experiment 2

    I Inequality as measured by Gini coefficient:

    G =1

    (2Ns − 1)

    Ns∑i=1

    Ns∑j=1

    |mi −mj |

    http://www.uvm.eduhttp://www.uvm.edu/~pdoddshttp://www.uvm.eduhttp://www.uvm.edu/~pdoddshttp://www.uvm.eduhttp://www.uvm.edu/~pdoddshttp://www.uvm.eduhttp://www.uvm.edu/~pdoddshttp://www.uvm.eduhttp://www.uvm.edu/~pdoddshttp://www.uvm.eduhttp://www.uvm.edu/~pdodds

  • ComplexSociotechnicalSystems

    A Very DismalScience

    Contagion

    Winning: it’s not foreveryone

    Social ContagionModelsGranovetter’s model

    Network version

    Groups

    Simple diseasespreading models

    References

    31 of 137

    Music Lab Experiment

    0

    0.005

    0.01

    0.015

    SocialInfluence

    Independent

    Unp

    redi

    ctab

    ility

    U

    Experiment 1

    SocialInfluence

    Independent

    Experiment 2

    I Unpredictability

    U =1

    Ns(Nw

    2

    ) Ns∑i=1

    Nw∑j=1

    Nw∑k=j+1

    |mi,j −mi,k |

    ComplexSociotechnicalSystems

    A Very DismalScience

    Contagion

    Winning: it’s not foreveryone

    Social ContagionModelsGranovetter’s model

    Network version

    Groups

    Simple diseasespreading models

    References

    32 of 137

    Music Lab Experiment

    Sensible result:I Stronger social signal leads to greater following and

    greater inequality.

    Peculiar result:I Stronger social signal leads to greater

    unpredictability.

    Very peculiar observation:I The most unequal distributions would suggest the

    greatest variation in underlying ‘quality.’I But success may be due to social construction

    through following.I ‘Payola’ leads to poor system performance.

    ComplexSociotechnicalSystems

    A Very DismalScience

    Contagion

    Winning: it’s not foreveryone

    Social ContagionModelsGranovetter’s model

    Network version

    Groups

    Simple diseasespreading models

    References

    33 of 137

    Music Lab Experiment—Sneakiness

    0 400 7520

    100

    200

    300

    400

    500

    Dow

    nloa

    ds

    Exp. 3

    Song 1

    Song 481200 1600 2000 2400 2800

    Exp. 4

    Subjects

    Song 1

    Song 1

    Song 1

    Song 48

    Song 48Song 48

    Unchanged worldInverted worlds

    0 400 7520

    50

    100

    150

    200

    250

    Dow

    nloa

    ds

    Exp. 3

    Song 2

    Song 47

    1200 1600 2000 2400 2800

    Exp. 4

    Subjects

    Song 2

    Song 2Song 2

    Song 47

    Song 47Song 47

    Unchanged worldInverted worlds

    I Inversion of download countI The ‘pretend rich’ get richer ...I ... but at a slower rate

    ComplexSociotechnicalSystems

    A Very DismalScience

    Contagion

    Winning: it’s not foreveryone

    Social ContagionModelsGranovetter’s model

    Network version

    Groups

    Simple diseasespreading models

    References

    34 of 137

    Social Contagion

    http://xkcd.com/610/ (�)

    ComplexSociotechnicalSystems

    A Very DismalScience

    Contagion

    Winning: it’s not foreveryone

    Social ContagionModelsGranovetter’s model

    Network version

    Groups

    Simple diseasespreading models

    References

    35 of 137

    Social Contagion

    ComplexSociotechnicalSystems

    A Very DismalScience

    Contagion

    Winning: it’s not foreveryone

    Social ContagionModelsGranovetter’s model

    Network version

    Groups

    Simple diseasespreading models

    References

    36 of 137

    Social Contagion

    http://www.uvm.eduhttp://www.uvm.edu/~pdoddshttp://www.uvm.eduhttp://www.uvm.edu/~pdoddshttp://www.uvm.eduhttp://www.uvm.edu/~pdoddshttp://www.uvm.eduhttp://www.uvm.edu/~pdoddshttp://xkcd.com/610/http://www.uvm.eduhttp://www.uvm.edu/~pdoddshttp://www.uvm.eduhttp://www.uvm.edu/~pdodds

  • ComplexSociotechnicalSystems

    A Very DismalScience

    Contagion

    Winning: it’s not foreveryone

    Social ContagionModelsGranovetter’s model

    Network version

    Groups

    Simple diseasespreading models

    References

    37 of 137

    Social Contagion

    Examples abound

    I fashionI strikingI smoking (�) [13]

    I residentialsegregation [34]

    I ipodsI obesity (�) [12]

    I Harry PotterI votingI gossip

    I Rubik’s cubeI religious beliefsI leaving lectures

    SIR and SIRS contagion possibleI Classes of behavior versus specific behavior: dieting

    ComplexSociotechnicalSystems

    A Very DismalScience

    Contagion

    Winning: it’s not foreveryone

    Social ContagionModelsGranovetter’s model

    Network version

    Groups

    Simple diseasespreading models

    References

    38 of 137

    Social Contagion

    Two focuses for us:I Widespread media influenceI Word-of-mouth influence

    We need to understand influence:I Who influences whom? Very hard to measure...I What kinds of influence response functions are

    there?(see Romero et al. [31], Ugander et al. [39])

    I Are some individuals super influencers?Highly popularized by Gladwell [16] as ‘connectors’

    I The infectious idea of opinion leaders (Katz andLazarsfeld) [22]

    ComplexSociotechnicalSystems

    A Very DismalScience

    Contagion

    Winning: it’s not foreveryone

    Social ContagionModelsGranovetter’s model

    Network version

    Groups

    Simple diseasespreading models

    References

    39 of 137

    The hypodermic model of influence

    ComplexSociotechnicalSystems

    A Very DismalScience

    Contagion

    Winning: it’s not foreveryone

    Social ContagionModelsGranovetter’s model

    Network version

    Groups

    Simple diseasespreading models

    References

    40 of 137

    The two step model of influence [22]

    ComplexSociotechnicalSystems

    A Very DismalScience

    Contagion

    Winning: it’s not foreveryone

    Social ContagionModelsGranovetter’s model

    Network version

    Groups

    Simple diseasespreading models

    References

    41 of 137

    The general model of influence

    ComplexSociotechnicalSystems

    A Very DismalScience

    Contagion

    Winning: it’s not foreveryone

    Social ContagionModelsGranovetter’s model

    Network version

    Groups

    Simple diseasespreading models

    References

    42 of 137

    Social Contagion

    Why do things spread?I Because of special individuals?I Or system level properties?I Is the match that lights the fire important?I Yes. But only because we are narrative-making

    machines...I We like to think things happened for reasons...I Reasons for success are usually ascribed to intrinsic

    properties (e.g., Mona Lisa)I System/group properties harder to understand—-no

    natural frame/metaphorI Always good to examine what is said before and

    after the fact...

    http://www.uvm.eduhttp://www.uvm.edu/~pdoddshttp://content.nejm.org/cgi/content/short/358/21/2249http://content.nejm.org/cgi/content/full/357/4/370http://www.uvm.eduhttp://www.uvm.edu/~pdoddshttp://www.uvm.eduhttp://www.uvm.edu/~pdoddshttp://www.uvm.eduhttp://www.uvm.edu/~pdoddshttp://www.uvm.eduhttp://www.uvm.edu/~pdoddshttp://www.uvm.eduhttp://www.uvm.edu/~pdodds

  • ComplexSociotechnicalSystems

    A Very DismalScience

    Contagion

    Winning: it’s not foreveryone

    Social ContagionModelsGranovetter’s model

    Network version

    Groups

    Simple diseasespreading models

    References

    43 of 137

    From Pratchett’s “Lords and Ladies”:Granny Weatherwax (�) on trying to borrow the mind of aswarm of bees—

    “But a swarm, a mind made up of thousands of mobileparts, was beyond her. It was the toughest test of all.She’d tried over and over again to ride on one, to see theworld through ten thousand pairs of multifaceted eyes allat once, and all she’d ever got was a migraine and aninclination to make love to flowers.”

    (p. 42). Harper Collins, Inc. Kindle Edition.

    ComplexSociotechnicalSystems

    A Very DismalScience

    Contagion

    Winning: it’s not foreveryone

    Social ContagionModelsGranovetter’s model

    Network version

    Groups

    Simple diseasespreading models

    References

    44 of 137

    The Mona Lisa

    I “Becoming Mona Lisa: The Making of a GlobalIcon”—David Sassoon

    I Not the world’s greatest painting from the start...I Escalation through theft, vandalism, parody, ...

    ComplexSociotechnicalSystems

    A Very DismalScience

    Contagion

    Winning: it’s not foreveryone

    Social ContagionModelsGranovetter’s model

    Network version

    Groups

    Simple diseasespreading models

    References

    45 of 137

    The completely unpredicted fall of EasternEurope

    Timur Kuran: [26, 27] “Now Out of Never: The Element ofSurprise in the East European Revolution of 1989”

    ComplexSociotechnicalSystems

    A Very DismalScience

    Contagion

    Winning: it’s not foreveryone

    Social ContagionModelsGranovetter’s model

    Network version

    Groups

    Simple diseasespreading models

    References

    46 of 137

    The dismal predictive powers of editors...

    ComplexSociotechnicalSystems

    A Very DismalScience

    Contagion

    Winning: it’s not foreveryone

    Social ContagionModelsGranovetter’s model

    Network version

    Groups

    Simple diseasespreading models

    References

    47 of 137

    Getting others to do things for youFrom ‘Influence’ [14] by Robert Cialdini (�)

    Six modes of influence:1. Reciprocation: The Old Give and Take... and Take;

    e.g., Free samples, Hare Krishnas.2. Commitment and Consistency: Hobgoblins of the

    Mind ; e.g., Hazing.3. Social Proof: Truths Are Us;

    e.g., Jonestown (�),Kitty Genovese (�) (contested).

    4. Liking: The Friendly Thief ; e.g., Separation intogroups is enough to cause problems.

    5. Authority: Directed Deference;e.g., Milgram’s obedience to authorityexperiment. (�)

    6. Scarcity: The Rule of the Few ; e.g., Prohibition.

    ComplexSociotechnicalSystems

    A Very DismalScience

    Contagion

    Winning: it’s not foreveryone

    Social ContagionModelsGranovetter’s model

    Network version

    Groups

    Simple diseasespreading models

    References

    48 of 137

    Social Contagion

    I Cialdini’s modes are heuristics that help up us getthrough life.

    I Very useful but can be leveraged...

    Messing with social connectionsI Ads based on message content

    (e.g., Google and email)I BzzAgent (�)I Facebook’s advertising: Beacon (�)

    http://www.uvm.eduhttp://www.uvm.edu/~pdoddshttp://en.wikipedia.org/wiki/Granny_Weatherwaxhttp://www.uvm.eduhttp://www.uvm.edu/~pdoddshttp://www.uvm.eduhttp://www.uvm.edu/~pdoddshttp://www.uvm.eduhttp://www.uvm.edu/~pdoddshttp://www.uvm.eduhttp://www.uvm.edu/~pdoddshttp://en.wikipedia.org/wiki/Robert_Cialdinihttp://en.wikipedia.org/wiki/Jonestownhttp://en.wikipedia.org/wiki/Murder_of_Kitty_Genovesehttp://www.npr.org/templates/story/story.php?storyId=124838091http://www.npr.org/templates/story/story.php?storyId=124838091http://www.uvm.eduhttp://www.uvm.edu/~pdoddshttp://about.bzzagent.com/http://en.wikipedia.org/wiki/Facebook_Beacon

  • ComplexSociotechnicalSystems

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    Winning: it’s not foreveryone

    Social ContagionModelsGranovetter’s model

    Network version

    Groups

    Simple diseasespreading models

    References

    49 of 137

    Thomas Schelling (�) (Economist/Nobelist):

    [youtube] (�)

    I Tipping models—Schelling(1971) [34, 35, 36]

    I Simulation on checker boardsI Idea of thresholds

    I Threshold models—Granovetter(1978) [19]

    I Herding models—Bikhchandani,Hirschleifer, Welch (1992) [4, 5]

    I Social learning theory,Informational cascades,...

    ComplexSociotechnicalSystems

    A Very DismalScience

    Contagion

    Winning: it’s not foreveryone

    Social ContagionModelsGranovetter’s model

    Network version

    Groups

    Simple diseasespreading models

    References

    50 of 137

    Social contagion models

    ThresholdsI Basic idea: individuals adopt a behavior when a

    certain fraction of others have adoptedI ‘Others’ may be everyone in a population, an

    individual’s close friends, any reference group.I Response can be probabilistic or deterministic.I Individual thresholds can varyI Assumption: order of others’ adoption does not

    matter... (unrealistic).I Assumption: level of influence per person is uniform

    (unrealistic).

    ComplexSociotechnicalSystems

    A Very DismalScience

    Contagion

    Winning: it’s not foreveryone

    Social ContagionModelsGranovetter’s model

    Network version

    Groups

    Simple diseasespreading models

    References

    51 of 137

    Social Contagion

    Some possible origins of thresholds:I Inherent, evolution-devised inclination to coordinate,

    to conform, to imitate. [3]

    I Lack of information: impute the worth of a good orbehavior based on degree of adoption (social proof)

    I Economics: Network effects or network externalitiesI Externalities = Effects on others not directly involved

    in a transactionI Examples: telephones, fax machine, Facebook,

    operating systemsI An individual’s utility increases with the adoption level

    among peers and the population in general

    ComplexSociotechnicalSystems

    A Very DismalScience

    Contagion

    Winning: it’s not foreveryone

    Social ContagionModelsGranovetter’s model

    Network version

    Groups

    Simple diseasespreading models

    References

    53 of 137

    Action based on perceived behavior of others:

    0 10

    0.2

    0.4

    0.6

    0.8

    1

    φi∗

    A

    φi,t

    Pr(a

    i,t+

    1=1)

    0 0.5 10

    0.5

    1

    1.5

    2

    2.5B

    φ∗

    f (φ∗

    )

    0 0.5 10

    0.2

    0.4

    0.6

    0.8

    1

    φt

    φ t+

    1 =

    F (

    φ t)

    C

    I Two states: Susceptible and Infected.I φ = fraction of contacts ‘on’ (e.g., rioting)I Discrete time update (strong assumption!)I This is a Critical mass modelI Many other kinds of dynamics are possible.

    Implications for collective action theory:1. Collective uniformity 6→ individual uniformity2. Small individual changes → large global changes

    ComplexSociotechnicalSystems

    A Very DismalScience

    Contagion

    Winning: it’s not foreveryone

    Social ContagionModelsGranovetter’s model

    Network version

    Groups

    Simple diseasespreading models

    References

    55 of 137

    Threshold model on a network

    Many years after Granovetter and Soong’s work:

    “A simple model of global cascades on random networks”D. J. Watts. Proc. Natl. Acad. Sci., 2002 [40]

    I Mean field model → network modelI Individuals now have a limited view of the world

    ComplexSociotechnicalSystems

    A Very DismalScience

    Contagion

    Winning: it’s not foreveryone

    Social ContagionModelsGranovetter’s model

    Network version

    Groups

    Simple diseasespreading models

    References

    56 of 137

    Threshold model on a network

    I Interactions between individuals now represented bya network

    I Network is sparseI Individual i has ki contactsI Influence on each link is reciprocal and of unit weightI Each individual i has a fixed threshold φiI Individuals repeatedly poll contacts on networkI Synchronous, discrete time updatingI Individual i becomes active when

    fraction of active contacts aiki ≥ φiI Individuals remain active when switched (no

    recovery = SI model)

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  • ComplexSociotechnicalSystems

    A Very DismalScience

    Contagion

    Winning: it’s not foreveryone

    Social ContagionModelsGranovetter’s model

    Network version

    Groups

    Simple diseasespreading models

    References

    57 of 137

    Threshold model on a network

    t=1 t=2 t=3

    c

    a

    bc

    e

    a

    b

    e

    a

    bc

    e

    d dd

    I All nodes have threshold φ = 0.2.

    ComplexSociotechnicalSystems

    A Very DismalScience

    Contagion

    Winning: it’s not foreveryone

    Social ContagionModelsGranovetter’s model

    Network version

    Groups

    Simple diseasespreading models

    References

    58 of 137

    Snowballing

    The Cascade Condition:1. If one individual is initially activated, what is the

    probability that an activation will spread over anetwork?

    2. What features of a network determine whether acascade will occur or not?

    First study random networks:I Start with N nodes with a degree distribution pkI Nodes are randomly connected (carefully so)I Aim: Figure out when activation will propagateI Determine a cascade condition

    ComplexSociotechnicalSystems

    A Very DismalScience

    Contagion

    Winning: it’s not foreveryone

    Social ContagionModelsGranovetter’s model

    Network version

    Groups

    Simple diseasespreading models

    References

    59 of 137

    Snowballing

    Follow active linksI An active link is a link connected to an activated

    node.I If an infected link leads to at least 1 more infected

    link, then activation spreads.I We need to understand which nodes can be

    activated when only one of their neigbors becomesactive.

    ComplexSociotechnicalSystems

    A Very DismalScience

    Contagion

    Winning: it’s not foreveryone

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    Network version

    Groups

    Simple diseasespreading models

    References

    60 of 137

    The most gullible

    Vulnerables:I We call individuals who can be activated by just one

    contact being active vulnerablesI The vulnerability condition for node i :

    1/ki ≥ φi

    I Which means # contacts ki ≤ b1/φicI For global cascades on random networks, must have

    a global cluster of vulnerables [40]

    I Cluster of vulnerables = critical massI Network story: 1 node → critical mass → everyone.

    ComplexSociotechnicalSystems

    A Very DismalScience

    Contagion

    Winning: it’s not foreveryone

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    Network version

    Groups

    Simple diseasespreading models

    References

    61 of 137

    Cascade condition

    Back to following a link:I A randomly chosen link, traversed in a random

    direction, leads to a degree k node with probability∝ kPk .

    I Follows from there being k ways to connect to anode with degree k .

    I Normalization:∞∑

    k=0

    kPk = 〈k〉

    I SoP(linked node has degree k) =

    kPk〈k〉

    ComplexSociotechnicalSystems

    A Very DismalScience

    Contagion

    Winning: it’s not foreveryone

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    Network version

    Groups

    Simple diseasespreading models

    References

    62 of 137

    Cascade condition

    Next: Vulnerability of linked nodeI Linked node is vulnerable with probability

    βk =

    ∫ 1/kφ′∗=0

    f (φ′∗)dφ′∗

    I If linked node is vulnerable, it produces k − 1 newoutgoing active links

    I If linked node is not vulnerable, it produces no activelinks.

    http://www.uvm.eduhttp://www.uvm.edu/~pdoddshttp://www.uvm.eduhttp://www.uvm.edu/~pdoddshttp://www.uvm.eduhttp://www.uvm.edu/~pdoddshttp://www.uvm.eduhttp://www.uvm.edu/~pdoddshttp://www.uvm.eduhttp://www.uvm.edu/~pdoddshttp://www.uvm.eduhttp://www.uvm.edu/~pdodds

  • ComplexSociotechnicalSystems

    A Very DismalScience

    Contagion

    Winning: it’s not foreveryone

    Social ContagionModelsGranovetter’s model

    Network version

    Groups

    Simple diseasespreading models

    References

    63 of 137

    Cascade condition

    Putting things together:I Expected number of active edges produced by an

    active edge:

    R =∞∑

    k=1

    (k − 1) · βk ·kPk〈k〉︸ ︷︷ ︸

    success

    + 0 · (1− βk ) ·kPk〈k〉︸ ︷︷ ︸

    failure

    =∞∑

    k=1

    (k − 1) · βk ·kPk〈k〉

    ComplexSociotechnicalSystems

    A Very DismalScience

    Contagion

    Winning: it’s not foreveryone

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    Network version

    Groups

    Simple diseasespreading models

    References

    64 of 137

    Cascade condition

    So... for random networks with fixed degree distributions,cacades take off when:

    R =∞∑

    k=1

    (k − 1) · βk ·kPk〈k〉

    ≥ 1.

    I βk = probability a degree k node is vulnerable.I Pk = probability a node has degree k .

    ComplexSociotechnicalSystems

    A Very DismalScience

    Contagion

    Winning: it’s not foreveryone

    Social ContagionModelsGranovetter’s model

    Network version

    Groups

    Simple diseasespreading models

    References

    65 of 137

    Cascade condition

    Two special cases:I (1) Simple disease-like spreading succeeds: βk = β

    β ·∞∑

    k=1

    (k − 1) · kPk〈k〉

    ≥ 1.

    I (2) Giant component exists: β = 1

    1 ·∞∑

    k=1

    (k − 1) · kPk〈k〉

    ≥ 1.

    ComplexSociotechnicalSystems

    A Very DismalScience

    Contagion

    Winning: it’s not foreveryone

    Social ContagionModelsGranovetter’s model

    Network version

    Groups

    Simple diseasespreading models

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    66 of 137

    Cascades on random networks

    1 2 3 4 5 6 70

    0.2

    0.4

    0.6

    0.8

    1

    z

    〈 S

    Example networks

    PossibleNo

    Cascades

    Low influence

    Fraction ofVulnerables

    cascade sizeFinal

    CascadesNo Cascades

    CascadesNo

    High influence

    I Cascades occuronly if size of maxvulnerable cluster> 0.

    I System may be‘robust-yet-fragile’.

    I ‘Ignorance’facilitatesspreading.

    ComplexSociotechnicalSystems

    A Very DismalScience

    Contagion

    Winning: it’s not foreveryone

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    Network version

    Groups

    Simple diseasespreading models

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    67 of 137

    Cascade window for random networks

    1 2 3 4 5 6 70

    0.2

    0.4

    0.6

    0.8

    1

    z

    〈 S

    0.05 0.1 0.15 0.2 0.250

    5

    10

    15

    20

    25

    30

    φ

    z

    cascades

    no cascades

    infl

    uenc

    e

    = uniform individual threshold

    I ‘Cascade window’ widens as threshold φ decreases.I Lower thresholds enable spreading.

    ComplexSociotechnicalSystems

    A Very DismalScience

    Contagion

    Winning: it’s not foreveryone

    Social ContagionModelsGranovetter’s model

    Network version

    Groups

    Simple diseasespreading models

    References

    68 of 137

    Cascade window for random networks

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  • ComplexSociotechnicalSystems

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    Winning: it’s not foreveryone

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    Network version

    Groups

    Simple diseasespreading models

    References

    69 of 137

    Early adopters are not well connected:

    I Degree distributions of nodes adopting at time t :

    t = 0 t = 1 t = 2 t = 3

    0 5 10 15 200

    0.05

    0.1

    0.15

    0.2

    t = 0

    0 5 10 15 200

    0.2

    0.4

    0.6

    0.8

    t = 1

    0 5 10 15 200

    0.2

    0.4

    0.6

    0.8

    t = 2

    0 5 10 15 200

    0.2

    0.4

    0.6

    0.8

    t = 3

    t = 4 t = 6 t = 8 t = 10

    0 5 10 15 200

    0.1

    0.2

    0.3

    0.4

    0.5

    t = 4

    0 5 10 15 200

    0.1

    0.2

    0.3

    0.4

    0.5

    t = 6

    0 5 10 15 200

    0.1

    0.2

    0.3

    0.4

    t = 8

    0 5 10 15 200

    0.1

    0.2

    0.3

    0.4

    t = 10

    t = 12 t = 14 t = 16 t = 18

    0 5 10 15 200

    0.05

    0.1

    0.15

    0.2

    t = 12

    0 5 10 15 200

    0.05

    0.1

    0.15

    0.2

    t = 14

    0 5 10 15 200

    0.05

    0.1

    0.15

    0.2

    t = 16

    0 5 10 15 200

    0.05

    0.1

    0.15

    0.2

    t = 18

    Pk ,t versus k

    ComplexSociotechnicalSystems

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    Social ContagionModelsGranovetter’s model

    Network version

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    References

    70 of 137

    The multiplier effect:

    “Influentials, Networks, and Public Opinion Formation” [41]

    Journal of Consumer Research, Watts and Dodds, 2007.

    1 2 3 4 5 60

    0.2

    0.4

    0.6

    0.8

    1

    navg

    S avg

    A

    1 2 3 4 5 60

    1

    2

    3

    4

    navg

    B

    Gain

    InfluenceInfluence

    Averageindividuals

    Top 10% individuals

    Cas

    cade

    siz

    e

    Cascade size ratio

    Degree ratio

    I Fairly uniform levels of individual influence.I Multiplier effect is mostly below 1.

    ComplexSociotechnicalSystems

    A Very DismalScience

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    Social ContagionModelsGranovetter’s model

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    71 of 137

    The multiplier effect:

    1 2 3 4 5 60

    0.2

    0.4

    0.6

    0.8

    1

    navg

    S avg

    A

    1 2 3 4 5 60

    3

    6

    9

    12

    navg

    B

    Cas

    cade

    siz

    e

    InfluenceAverageIndividuals

    Top 10% individuals Cascade size ratio

    Degree ratio

    Gain

    I Skewed influence distribution example.

    ComplexSociotechnicalSystems

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    Social ContagionModelsGranovetter’s model

    Network version

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    References

    72 of 137

    Special subnetworks can act as triggers

    i0

    A

    B

    I φ = 1/3 for all nodes

    ComplexSociotechnicalSystems

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    Simple diseasespreading models

    References

    74 of 137

    The power of groups...

    despair.com

    “A few harmless flakesworking together canunleash an avalancheof destruction.”

    ComplexSociotechnicalSystems

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    Social ContagionModelsGranovetter’s model

    Network version

    Groups

    Simple diseasespreading models

    References

    75 of 137

    Incorporating social context:

    I Assumption of sparse interactions is goodI Degree distribution is (generally) key to a network’s

    functionI Still, random networks don’t represent all networksI Major element missing: group structureI “Threshold Models of Social Influence” [42]

    Watts and Dodds, 2009.Oxford Handbook of Analytic Sociology.Eds. Hedström and Bearman.

    http://www.uvm.eduhttp://www.uvm.edu/~pdoddshttp://www.uvm.eduhttp://www.uvm.edu/~pdoddshttp://www.uvm.eduhttp://www.uvm.edu/~pdoddshttp://www.uvm.eduhttp://www.uvm.edu/~pdoddshttp://www.uvm.eduhttp://www.uvm.edu/~pdoddsdespair.comhttp://www.uvm.eduhttp://www.uvm.edu/~pdodds

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    References

    76 of 137

    Group structure—Ramified random networks

    p = intergroup connection probabilityq = intragroup connection probability.

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    77 of 137

    Bipartite networks

    c d ea b

    2 3 41

    a

    b

    c

    d

    e

    contexts

    individuals

    unipartitenetwork

    ComplexSociotechnicalSystems

    A Very DismalScience

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    78 of 137

    Context distance

    eca

    high schoolteacher

    occupation

    health careeducation

    nurse doctorteacherkindergarten

    db

    ComplexSociotechnicalSystems

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    References

    79 of 137

    Generalized affiliation model

    100

    eca b d

    geography occupation age

    0

    (Blau & Schwartz, Simmel, Breiger)

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    80 of 137

    Generalized affiliation model networks withtriadic closure

    I Connect nodes with probability ∝ exp−αdwhereα = homophily parameterandd = distance between nodes (height of lowestcommon ancestor)

    I τ1 = intergroup probability of friend-of-friendconnection

    I τ2 = intragroup probability of friend-of-friendconnection

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    81 of 137

    Cascade windows for group-based networks

    Gen

    eral

    ized

    Affili

    atio

    n

    A

    Gro

    up n

    etwo

    rks

    Single seed Coherent group seed

    Mod

    el n

    etwo

    rks

    Random set seed

    Rand

    om

    F

    C

    D E

    B

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    Groups

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    References

    82 of 137

    Multiplier effect for group-based networks:

    4 8 12 16 200

    0.2

    0.4

    0.6

    0.8

    1

    navg

    S avg

    A

    4 8 12 16 200

    1

    2

    3

    navg

    B

    0 4 8 12 160

    0.2

    0.4

    0.6

    0.8

    1

    navg

    S avg

    C

    0 4 8 12 160

    1

    2

    3

    navg

    D

    Degree ratio

    Gain

    Cascadesize ratio

    Cascadesize ratio < 1!

    I Multiplier almost always below 1.

    ComplexSociotechnicalSystems

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    83 of 137

    Assortativity in group-based networks

    0 5 10 15 200

    0.2

    0.4

    0.6

    0.8

    k

    0 4 8 120

    0.5

    1

    k

    AverageCascade size

    Local influence

    Degree distributionfor initially infected node

    I The most connected nodes aren’t always the most‘influential.’

    I Degree assortativity is the reason.

    ComplexSociotechnicalSystems

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    84 of 137

    Social contagion

    SummaryI ‘Influential vulnerables’ are key to spread.I Early adopters are mostly vulnerables.I Vulnerable nodes important but not necessary.I Vulnerable groups may greatly facilitate spread.I Seems that cascade condition is a global one.I Most extreme/unexpected cascades occur in highly

    connected networks.I ‘Influentials’ are posterior constructs.I Many potential ‘influentials’ exist.

    ComplexSociotechnicalSystems

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    85 of 137

    Social contagion

    ImplicationsI Focus on the influential vulnerables.I Create entities that can be transmitted successfully

    through many individuals rather than broadcast fromone ‘influential.’

    I Only simple ideas can spread by word-of-mouth.(Idea of opinion leaders spreads well...)

    I Want enough individuals who will adopt and display.I Displaying can be passive = free (yo-yo’s, fashion),

    or active = harder to achieve (political messages).I Entities can be novel or designed to combine with

    others, e.g. block another one.

    ComplexSociotechnicalSystems

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    Network version

    Groups

    Simple diseasespreading models

    References

    86 of 137

    Mathematical Epidemiology

    The standard SIR model [28]

    I = basic model of disease contagionI Three states:

    1. S = Susceptible2. I = Infective/Infectious3. R = Recovered or Removed or Refractory

    I S(t) + I(t) + R(t) = 1I Presumes random interactions (mass-action

    principle)I Interactions are independent (no memory)I Discrete and continuous time versions

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    References

    87 of 137

    Mathematical Epidemiology

    Discrete time automata example:

    I

    R

    SβI

    1 − ρ

    ρ

    1 − βI

    r1 − r

    Transition Probabilities:

    β for being infected givencontact with infectedr for recoveryρ for loss of immunity

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    References

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    Mathematical Epidemiology

    Original models attributed toI 1920’s: Reed and FrostI 1920’s/1930’s: Kermack and McKendrick [23, 25, 24]

    I Coupled differential equations with a mass-actionprinciple

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    89 of 137

    Independent Interaction models

    Differential equations for continuous modelddt

    S = −βIS + ρR

    ddt

    I = βIS − rI

    ddt

    R = rI − ρR

    β, r , and ρ are now rates.

    Reproduction Number R0:I R0 = expected number of infected individuals

    resulting from a single initial infectiveI Epidemic threshold: If R0 > 1, ‘epidemic’ occurs.

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    Reproduction Number R0

    Discrete version:I Set up: One Infective in a randomly mixing

    population of SusceptiblesI At time t = 0, single infective random bumps into a

    SusceptibleI Probability of transmission = βI At time t = 1, single Infective remains infected with

    probability 1− rI At time t = k , single Infective remains infected with

    probability (1− r)k

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    Reproduction Number R0

    Discrete version:I Expected number infected by original Infective:

    R0 = β + (1− r)β + (1− r)2β + (1− r)3β + . . .

    = β(

    1 + (1− r) + (1− r)2 + (1− r)3 + . . .)

    = β1

    1− (1− r)= β/r

    For S0 initial infectives (1− S0 = R0 immune):

    R0 = S0β/r

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    Independent Interaction models

    For the continuous versionI Second equation:

    ddt

    I = βSI − rI

    ddt

    I = (βS − r)I

    I Number of infectives grows initially if

    βS(0)− r > 0 : βS(0) > r : βS(0)/r > 1

    I Same story as for discrete model.

    ComplexSociotechnicalSystems

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    93 of 137

    Independent Interaction models

    Example of epidemic threshold:

    0 1 2 3 40

    0.2

    0.4

    0.6

    0.8

    1

    R0

    Frac

    tion

    infe

    cted

    I Continuous phase transition.I Fine idea from a simple model.

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    94 of 137

    Independent Interaction models

    Many variants of the SIR model:I SIS: susceptible-infective-susceptibleI SIRS: susceptible-infective-recovered-susceptibleI compartment models (age or gender partitions)I more categories such as ‘exposed’ (SEIRS)I recruitment (migration, birth)

    ComplexSociotechnicalSystems

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    95 of 137

    Disease spreading models

    For novel diseases:1. Can we predict the size of an epidemic?2. How important is the reproduction number R0?

    R0 approximately same for all of the following:I 1918-19 “Spanish Flu” ∼ 500,000 deaths in USI 1957-58 “Asian Flu” ∼ 70,000 deaths in USI 1968-69 “Hong Kong Flu” ∼ 34,000 deaths in USI 2003 “SARS Epidemic” ∼ 800 deaths world-wide

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    96 of 137

    Size distributions

    Size distributions are important elsewhere:I earthquakes (Gutenberg-Richter law)I city sizes, forest fires, war fatalitiesI wealth distributionsI ‘popularity’ (books, music, websites, ideas)I Epidemics?

    Power laws distributions are common but not obligatory...

    Really, what about epidemics?I Simply hasn’t attracted much attention.I Data not as clean as for other phenomena.

    ComplexSociotechnicalSystems

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    References

    97 of 137

    Feeling Ill in Iceland

    Caseload recorded monthly for range of diseases inIceland, 1888-1990

    1890 1900 1910 1920 1930 1940 1950 1960 1970 1980 19900

    0.01

    0.02

    0.03

    Date

    Freq

    uenc

    y

    Iceland: measlesnormalized count

    I Treat outbreaks separated in time as ‘novel’diseases.

    ComplexSociotechnicalSystems

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    98 of 137

    Really not so good at all in Iceland

    Epidemic size distributions N(S) forMeasles, Rubella, and Whooping Cough.

    0 0.025 0.05 0.075 0.10

    1

    2

    3

    4

    5

    75

    N(S

    )

    S

    A

    0 0.02 0.04 0.060

    1

    2

    3

    4

    5

    105

    S

    B

    0 0.025 0.05 0.0750

    1

    2

    3

    4

    5

    75

    S

    C

    Spike near S = 0, relatively flat otherwise.

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    99 of 137

    Measles & Pertussis

    0 0.025 0.05 0.075 0.10

    1

    2

    3

    4

    5

    75

    N (

    ψ)

    ψ

    A

    10−5

    10−4

    10−3

    10−2

    10−1

    100

    101

    102

    ψ

    N>(

    ψ)

    0 0.025 0.05 0.0750

    1

    2

    3

    4

    5

    75

    ψ

    B

    10−5

    10−4

    10−3

    10−2

    10−1

    100

    101

    102

    ψ

    N>(

    ψ)

    Insert plots:Complementary cumulative frequency distributions:

    N(Ψ′ > Ψ) ∝ Ψ−γ+1

    Limited scaling with a possible break.

    http://www.uvm.eduhttp://www.uvm.edu/~pdoddshttp://www.uvm.eduhttp://www.uvm.edu/~pdoddshttp://www.uvm.eduhttp://www.uvm.edu/~pdoddshttp://www.uvm.eduhttp://www.uvm.edu/~pdoddshttp://www.uvm.eduhttp://www.uvm.edu/~pdoddshttp://www.uvm.eduhttp://www.uvm.edu/~pdodds

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    100 of 137

    Power law distributions

    Measured values of γ:I measles: 1.40 (low Ψ) and 1.13 (high Ψ)I pertussis: 1.39 (low Ψ) and 1.16 (high Ψ)

    I Expect 2 ≤ γ < 3 (finite mean, infinite variance)I When γ < 1, can’t normalizeI Distribution is quite flat.

    ComplexSociotechnicalSystems

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    101 of 137

    Resurgence—example of SARS

    D

    Date of onset

    # N

    ew c

    ases

    Nov 16, ’02 Dec 16, ’02 Jan 15, ’03 Feb 14, ’03 Mar 16, ’03 Apr 15, ’03 May 15, ’03 Jun 14, ’03

    160

    120

    80

    40

    0

    I Epidemic slows...then an infective moves to a new context.

    I Epidemic discovers new ‘pools’ of susceptibles:Resurgence.

    I Importance of rare, stochastic events.

    ComplexSociotechnicalSystems

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    102 of 137

    The challenge

    So... can a simple model produce1. broad epidemic distributions

    and2. resurgence ?

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    103 of 137

    Size distributions

    0 0.25 0.5 0.75 10

    500

    1000

    1500

    2000A

    ψ

    N(ψ

    )

    R0=3

    Simple modelstypically producebimodal or unimodalsize distributions.

    I This includes network models:random, small-world, scale-free, ...

    I Exceptions:1. Forest fire models2. Sophisticated metapopulation models

    ComplexSociotechnicalSystems

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    Groups

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    References

    104 of 137

    Burning through the population

    Forest fire models: [30]

    I Rhodes & Anderson, 1996I The physicist’s approach:

    “if it works for magnets, it’ll work for people...”

    A bit of a stretch:1. Epidemics ≡ forest fires

    spreading on 3-d and 5-d lattices.2. Claim Iceland and Faroe Islands exhibit power law

    distributions for outbreaks.3. Original forest fire model not completely understood.

    ComplexSociotechnicalSystems

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    Groups

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    References

    105 of 137

    Size distributions

    From Rhodes and Anderson, 1996.

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  • ComplexSociotechnicalSystems

    A Very DismalScience

    Contagion

    Winning: it’s not foreveryone

    Social ContagionModelsGranovetter’s model

    Network version

    Groups

    Simple diseasespreading models

    References

    106 of 137

    Sophisticated metapopulation models

    I Community based mixing: Longini (two scales).I Eubank et al.’s EpiSims/TRANSIMS—city

    simulations.I Spreading through countries—Airlines: Germann et

    al., Corlizza et al.I Vital work but perhaps hard to generalize from...I : Create a simple model involving multiscale travelI Multiscale models suggested by others but not

    formalized (Bailey, Cliff and Haggett, Ferguson et al.)

    ComplexSociotechnicalSystems

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    107 of 137

    Size distributions

    I Very big question: What is N?I Should we model SARS in Hong Kong as spreading

    in a neighborhood, in Hong Kong, Asia, or the world?I For simple models, we need to know the final size

    beforehand...

    ComplexSociotechnicalSystems

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    Social ContagionModelsGranovetter’s model

    Network version

    Groups

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    References

    108 of 137

    Improving simple models

    Contexts and Identities—Bipartite networks

    c d ea b

    2 3 41

    a

    b

    c

    d

    e

    contexts

    individuals

    unipartitenetwork

    I boards of directorsI moviesI transportation modes (subway)

    ComplexSociotechnicalSystems

    A Very DismalScience

    Contagion

    Winning: it’s not foreveryone

    Social ContagionModelsGranovetter’s model

    Network version

    Groups

    Simple diseasespreading models

    References

    109 of 137

    Improving simple models

    Idea for social networks: incorporate identity.

    Identity is formed from attributes such as:I Geographic locationI Type of employmentI AgeI Recreational activities

    Groups are crucial...I formed by people with at least one similar attributeI Attributes ⇔ Contexts ⇔ Interactions ⇔

    Networks. [43]

    ComplexSociotechnicalSystems

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    Social ContagionModelsGranovetter’s model

    Network version

    Groups

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    References

    110 of 137

    Infer interactions/network from identities

    eca

    high schoolteacher

    occupation

    health careeducation

    nurse doctorteacherkindergarten

    db

    Distance makes sense in identity/context space.

    ComplexSociotechnicalSystems

    A Very DismalScience

    Contagion

    Winning: it’s not foreveryone

    Social ContagionModelsGranovetter’s model

    Network version

    Groups

    Simple diseasespreading models

    References

    111 of 137

    Generalized context space

    100

    eca b d

    geography occupation age

    0

    (Blau & Schwartz [6], Simmel [37], Breiger [7])

    http://www.uvm.eduhttp://www.uvm.edu/~pdoddshttp://www.uvm.eduhttp://www.uvm.edu/~pdoddshttp://www.uvm.eduhttp://www.uvm.edu/~pdoddshttp://www.uvm.eduhttp://www.uvm.edu/~pdoddshttp://www.uvm.eduhttp://www.uvm.edu/~pdoddshttp://www.uvm.eduhttp://www.uvm.edu/~pdodds

  • ComplexSociotechnicalSystems

    A Very DismalScience

    Contagion

    Winning: it’s not foreveryone

    Social ContagionModelsGranovetter’s model

    Network version

    Groups

    Simple diseasespreading models

    References

    112 of 137

    A toy agent-based model

    Geography—allow people to move betweencontexts:

    I Locally: standard SIR model with random mixingI discrete time simulationI β = infection probabilityI γ = recovery probabilityI P = probability of travelI Movement distance: Pr(d) ∝ exp(−d/ξ)I ξ = typical travel distance

    ComplexSociotechnicalSystems

    A Very DismalScience

    Contagion

    Winning: it’s not foreveryone

    Social ContagionModelsGranovetter’s model

    Network version

    Groups

    Simple diseasespreading models

    References

    113 of 137

    A toy agent-based modelSchematic:

    2 3 4 51

    2

    3

    4

    5

    6

    7

    z

    〈 kin

    itiat

    or 〉

    ComplexSociotechnicalSystems

    A Very DismalScience

    Contagion

    Winning: it’s not foreveryone

    Social ContagionModelsGranovetter’s model

    Network version

    Groups

    Simple diseasespreading models

    References

    114 of 137

    Model output

    I Define P0 = Expected number of infected individualsleaving initially infected context.

    I Need P0 > 1 for disease to spread (independent ofR0).

    I Limit epidemic size by restricting frequency of traveland/or range

    ComplexSociotechnicalSystems

    A Very DismalScience

    Contagion

    Winning: it’s not foreveryone

    Social ContagionModelsGranovetter’s model

    Network version

    Groups

    Simple diseasespreading models

    References

    115 of 137

    Model output

    Varying ξ:

    I Transition in expected final size based on typicalmovement distance (sensible)

    ComplexSociotechnicalSystems

    A Very DismalScience

    Contagion

    Winning: it’s not foreveryone

    Social ContagionModelsGranovetter’s model

    Network version

    Groups

    Simple diseasespreading models

    References

    116 of 137

    Model output

    Varying P0:

    I Transition in expected final size based on typicalnumber of infectives leaving first group (alsosensible)

    I Travel advisories: ξ has larger effect than P0.

    ComplexSociotechnicalSystems

    A Very DismalScience

    Contagion

    Winning: it’s not foreveryone

    Social ContagionModelsGranovetter’s model

    Network version

    Groups

    Simple diseasespreading models

    References

    117 of 137

    Example model output: size distributions

    0 0.25 0.5 0.75 10

    100

    200

    300

    400

    1942

    ψ

    N(ψ

    )

    R0=3

    0 0.25 0.5 0.75 10

    100

    200

    300

    400

    683

    ψ

    N(ψ

    )

    R0=12

    I Flat distributions are possible for certain ξ and P.I Different R0’s may produce similar distributionsI Same epidemic sizes may arise from different R0’s

    http://www.uvm.eduhttp://www.uvm.edu/~pdoddshttp://www.uvm.eduhttp://www.uvm.edu/~pdoddshttp://www.uvm.eduhttp://www.uvm.edu/~pdoddshttp://www.uvm.eduhttp://www.uvm.edu/~pdoddshttp://www.uvm.eduhttp://www.uvm.edu/~pdoddshttp://www.uvm.eduhttp://www.uvm.edu/~pdodds

  • ComplexSociotechnicalSystems

    A Very DismalScience

    Contagion

    Winning: it’s not foreveryone

    Social ContagionModelsGranovetter’s model

    Network version

    Groups

    Simple diseasespreading models

    References

    118 of 137

    Model output—resurgence

    Standard model:

    0 500 1000 15000

    2000

    4000

    6000

    t

    # N

    ew c

    ases D R

    0=3

    ComplexSociotechnicalSystems

    A Very DismalScience

    Contagion

    Winning: it’s not foreveryone

    Social ContagionModelsGranovetter’s model

    Network version

    Groups

    Simple diseasespreading models

    References

    119 of 137

    Model output—resurgence

    Standard model with transport:

    0 500 1000 15000

    100

    200

    t

    # N

    ew c

    ases E R

    0=3

    0 500 1000 15000

    200

    400

    t

    # N

    ew c

    ases G R

    0=3

    ComplexSociotechnicalSystems

    A Very DismalScience

    Contagion

    Winning: it’s not foreveryone

    Social ContagionModelsGranovetter’s model

    Network version

    Groups

    Simple diseasespreading models

    References

    120 of 137

    The upshot

    Simple multiscale population structure+stochasticity

    leads to

    resurgence+broad epidemic size distributions

    ComplexSociotechnicalSystems

    A Very DismalScience

    Contagion

    Winning: it’s not foreveryone

    Social ContagionModelsGranovetter’s model

    Network version

    Groups

    Simple diseasespreading models

    References

    121 of 137

    Conclusions

    I For this model, epidemic size is highly unpredictableI Model is more complicated than SIR but still simpleI We haven’t even included normal social responses

    such as travel bans and self-quarantine.I The reproduction number R0 is not terribly useful.I R0, however measured, is not informative about

    1. how likely the observed epidemic size was,2. and how likely future epidemics will be.

    I Problem: R0 summarises one epidemic after the factand enfolds movement, the price of bananas,everything.

    ComplexSociotechnicalSystems

    A Very DismalScience

    Contagion

    Winning: it’s not foreveryone

    Social ContagionModelsGranovetter’s model

    Network version

    Groups

    Simple diseasespreading models

    References

    122 of 137

    Conclusions

    I Disease spread highly sensitive to populationstructure

    I Rare events may matter enormously(e.g., an infected individual taking an internationalflight)

    I More support for controlling population movement(e.g., travel advisories, quarantine)

    ComplexSociotechnicalSystems

    A Very DismalScience

    Contagion

    Winning: it’s not foreveryone

    Social ContagionModelsGranovetter’s model

    Network version

    Groups

    Simple diseasespreading models

    References

    123 of 137

    Conclusions

    What to do:I Need to separate movement from diseaseI R0 needs a friend or two.I Need R0 > 1 and P0 > 1 and ξ sufficiently large

    for disease to have a chance of spreading

    More wondering:I Exactly how important are rare events in disease

    spreading?I Again, what is N?

    http://www.uvm.eduhttp://www.uvm.edu/~pdoddshttp://www.uvm.eduhttp://www.uvm.edu/~pdoddshttp://www.uvm.eduhttp://www.uvm.edu/~pdoddshttp://www.uvm.eduhttp://www.uvm.edu/~pdoddshttp://www.uvm.eduhttp://www.uvm.edu/~pdoddshttp://www.uvm.eduhttp://www.uvm.edu/~pdodds

  • ComplexSociotechnicalSystems

    A Very DismalScience

    Contagion

    Winning: it’s not foreveryone

    Social ContagionModelsGranovetter’s model

    Network version

    Groups

    Simple diseasespreading models

    References

    124 of 137

    Simple disease spreading models

    Valiant attempts to use SIR and co. elsewhere:I Adoption of ideas/beliefs (Goffman & Newell,

    1964) [18]

    I Spread of rumors (Daley & Kendall, 1965) [15]

    I Diffusion of innovations (Bass, 1969) [2]

    I Spread of fanatical behavior (Castillo-Chávez &Song, 2003)

    I Spread of Feynmann diagrams (Bettencourt et al.,2006)

    ComplexSociotechnicalSystems

    A Very DismalScience

    Contagion

    Winning: it’s not foreveryone

    Social ContagionModelsGranovetter’s model

    Network version

    Groups

    Simple diseasespreading models

    References

    125 of 137

    References I

    [1] M. Adler.Stardom and talent.American Economic Review, pages 208–212, 1985.pdf (�)

    [2] F. Bass.A new product growth model for consumer durables.Manage. Sci., 15:215–227, 1969. pdf (�)

    [3] A. Bentley, M. Earls, and M. J. O’Brien.I’ll Have What She’s Having: Mapping SocialBehavior.MIT Press, Cambridge, MA, 2011.

    [4] S. Bikhchandani, D. Hirshleifer, and I. Welch.A theory of fads, fashion, custom, and culturalchange as informational cascades.J. Polit. Econ., 100:992–1026, 1992.

    ComplexSociotechnicalSystems

    A Very DismalScience

    Contagion

    Winning: it’s not foreveryone

    Social ContagionModelsGranovetter’s model

    Network version

    Groups

    Simple diseasespreading models

    References

    126 of 137

    References II

    [5] S. Bikhchandani, D. Hirshleifer, and I. Welch.Learning from the behavior of others: Conformity,fads, and informational cascades.J. Econ. Perspect., 12(3):151–170, 1998. pdf (�)

    [6] P. M. Blau and J. E. Schwartz.Crosscutting Social Circles.Academic Press, Orlando, FL, 1984.

    [7] R. L. Breiger.The duality of persons and groups.Social Forces, 53(2):181–190, 1974. pdf (�)

    ComplexSociotechnicalSystems

    A Very DismalScience

    Contagion

    Winning: it’s not foreveryone

    Social ContagionModelsGranovetter’s model

    Network version

    Groups

    Simple diseasespreading models

    References

    127 of 137

    References III

    [8] B. Caplan.What makes people think like economists? evidenceon economic cognition from the “survey ofamericans and economists on the economy”.Journal of Law and Economics, 44:395–426, 2001.pdf (�)

    [9] J. M. Carlson and J. Doyle.Highly optimized tolerance: A mechanism for powerlaws in des