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(Just spitballing) I think stochastic calculus looks at a system whose output value is a smooth/real value. Basically, it is for modeling systems like random w
by joe_the_user 2y ago
(Just spitballing)
I think stochastic calculus looks at a system whose output value is a smooth/real value. Basically, it is for modeling systems like random walks where there is a little bit of random up-and-down jumping in each interval. However, if you are basically looking time versus dead-or-alive, your output is binary and time-of-death is really all the info you get and you wouldn't need/want a random walk model, just a more ordinary statistical model. Maybe if there was some other variable besides dead-or-alive you were measuring or aware of a stochastic model could help then (which is a bit like saying "if we had bacon, we could have bacon-and-eggs, if we had eggs").
Also, if what you're saying is you have 50*X bytes of information that all influence life expectancy, it sounds like a challenging problem. But also it's kind of Taylor-made for neural networks; many discreet inputs versus a single smooth output. You might try a neural network and linear model and see how much better the neural network is - then you could determine if more complex-than-linear interactions were occurring.