LAUSR

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.