arXiv:2506.11751stat.MEcs.CY2025-06被引 2

研究共识模型参数估计偏差,揭示关键参数的不可识别性问题。

Bias and Identifiability in the Bounded Confidence Model

  • 用最大似然法分析两种核心参数的估计特性
  • 信心范围估计有小样本偏差但一致,收敛速率估计存在持续偏差
  • 发现参数联合估计在特定区域因多峰似然而不可识别

共识模型如有限信心模型(BCMs)可描述群体如何达成共识、分裂或极化,取决于少数参数。将这些模型与真实数据结合有助于理解现象并验证假设。参数估计是关键环节,最大似然估计为此提供了严谨方法。本文分析了两个关键参数——信心范围和收敛速率——的最大似然估计性质:信心范围的估计具有小样本偏差但具一致性,而收敛速率的估计则存在持续偏差。此外,联合参数估计在参数空间某些区域受不可识别性影响,因似然函数存在多个局部极大值。结果表明,对似然函数的分析是深入理解意见动态模型及更广泛代理模型参数估计局限与可能性的有效途径,并能为校准提供形式化保证。

原文摘要 · Abstract (English)

Opinion dynamics models such as the bounded confidence models (BCMs) describe how a population can reach consensus, fragmentation, or polarization, depending on a few parameters. Connecting such models to real-world data could help understanding such phenomena, testing model assumptions. To this end, estimation of model parameters is a key aspect, and maximum likelihood estimation provides a principled way to tackle it. Here, our goal is to outline the properties of statistical estimators of the two key BCM parameters: the confidence bound and the convergence rate. We find that their maximum likelihood estimators present different characteristics: the one for the confidence bound presents a small-sample bias but is consistent, while the estimator of the convergence rate shows a persistent bias. Moreover, the joint parameter estimation is affected by identifiability issues for specific regions of the parameter space, as several local maxima are present in the likelihood function. Our results show how the analysis of the likelihood function is a fruitful approach for better understanding the pitfalls and possibilities of estimating the parameters of opinion dynamics models, and more in general, agent-based models, and for offering formal guarantees for their calibration.

意见动态参数估计不可识别性

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