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A Bayesian framework for opinion dynamics models

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  • Yen-Shao Chen
  • Tauhid Zaman

Abstract

This work introduces a subjective Bayesian framework for the individual update rules used in opinion dynamics models. An individual's initial opinion is represented by the center of a prior belief about an unknown state, and the updated opinion by the posterior mean. After observing a signal, the individual interprets it through a subjective likelihood, which may incorporate perceived bias and noise, and updates the belief by Bayes' rule. Varying the prior and perceived-signal distributions generates four principal response classes: linear updating, saturation, tail rejection, and signal tracking. A sufficiently separated bimodal prior generates local overreaction, mixture signals generate localized attenuation through source attribution, and perceived signal bias generates directional reversal over a finite region. The framework provides Bayesian microfoundations for established response functions and shows that updates often viewed as irrational can be Bayes-consistent under a receiver's subjective beliefs.

Suggested Citation

  • Yen-Shao Chen & Tauhid Zaman, 2025. "A Bayesian framework for opinion dynamics models," Papers 2508.16539, arXiv.org, revised Aug 2026.
  • Handle: RePEc:arx:papers:2508.16539
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    References listed on IDEAS

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    1. Nicolas Guenon des Mesnards & David Scott Hunter & Zakaria el Hjouji & Tauhid Zaman, 2022. "Detecting Bots and Assessing Their Impact in Social Networks," Operations Research, INFORMS, vol. 70(1), pages 1-22, January.
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    3. De Bondt, Werner F M & Thaler, Richard, 1985. "Does the Stock Market Overreact?," Journal of Finance, American Finance Association, vol. 40(3), pages 793-805, July.
    4. Katarzyna Sznajd-Weron & Józef Sznajd, 2000. "Opinion Evolution In Closed Community," International Journal of Modern Physics C (IJMPC), World Scientific Publishing Co. Pte. Ltd., vol. 11(06), pages 1157-1165.
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