dc.creatorMARTINS, Andre C. R.
dc.date.accessioned2012-10-18T21:20:42Z
dc.date.accessioned2018-07-04T14:45:02Z
dc.date.available2012-10-18T21:20:42Z
dc.date.available2018-07-04T14:45:02Z
dc.date.created2012-10-18T21:20:42Z
dc.date.issued2009
dc.identifierJOURNAL OF STATISTICAL MECHANICS-THEORY AND EXPERIMENT, 2009
dc.identifier1742-5468
dc.identifierhttp://producao.usp.br/handle/BDPI/17125
dc.identifier10.1088/1742-5468/2009/02/P02017
dc.identifierhttp://dx.doi.org/10.1088/1742-5468/2009/02/P02017
dc.identifier.urihttp://repositorioslatinoamericanos.uchile.cl/handle/2250/1613931
dc.description.abstractHere, I investigate the use of Bayesian updating rules applied to modeling how social agents change their minds in the case of continuous opinion models. Given another agent statement about the continuous value of a variable, we will see that interesting dynamics emerge when an agent assigns a likelihood to that value that is a mixture of a Gaussian and a uniform distribution. This represents the idea that the other agent might have no idea about what is being talked about. The effect of updating only the first moments of the distribution will be studied, and we will see that this generates results similar to those of the bounded confidence models. On also updating the second moment, several different opinions always survive in the long run, as agents become more stubborn with time. However, depending on the probability of error and initial uncertainty, those opinions might be clustered around a central value.
dc.languageeng
dc.publisherIOP PUBLISHING LTD
dc.relationJournal of Statistical Mechanics-theory and Experiment
dc.rightsCopyright IOP PUBLISHING LTD
dc.rightsrestrictedAccess
dc.subjectcritical phenomena of socio-economic systems
dc.subjectinteracting agent models
dc.titleBayesian updating rules in continuous opinion dynamics models
dc.typeArtículos de revistas


Este ítem pertenece a la siguiente institución