We present a Bayesian approach to predict the clustering of opinions for a system of interacting agents from partial observations. The Bayesian formulation overcomes the unobservability of the system and quantifies the uncertainty in the prediction. We characterize the clustering by the posterior of the clusters' sizes and centers, and we represent the posterior by samples. To overcome the challenge in sampling the high-dimensional posterior, we introduce an auxiliary implicit sampling (AIS) algorithm using two-step observations. Numerical results show that the AIS algorithm leads to accurate predictions of the sizes and centers for the leading clusters, in both cases of noiseless and noisy observations. In particular, the centers are predicted with high success rates, but the sizes exhibit a considerable uncertainty that is sensitive to observation noise and the observation ratio.
翻译:我们提出了一种贝叶斯式的方法,用于预测局部观测中互动物剂系统的意见组合。贝叶斯式的配方克服了系统不易观察的情况,并量化了预测中的不确定性。我们用集体大小和中心的后身进行分类,我们用样本代表后身。为了克服对高维后身取样的挑战,我们采用了一种使用两步观察的辅助隐含采样算法。数字结果显示,在无噪音和吵闹的观测中,AIS算法能够准确预测主要集体的规模和中心。特别是,中心预测的成功率很高,但规模显示出相当的不确定性,对观测噪音和观察比率十分敏感。