Asymptotics and finite sample bounds for prediction and smoothing in Wright-Fisher hidden Markov models
Wright–Fisher 隐马尔可夫模型中预测与平滑的渐近性质及有限样本界AI 解读 ↓
本页整理公开书目信息,不生成学术质量评分。AI 解读根据题名及所注明的摘要或原文片段生成,未完成全文核验,可能有误;具体假设、证明与结论请核对原文。摘要保留来源文本,未经模型改写。
DOI 首次登记不等于接收或发表日期。部分更正、评论等条目没有独立摘要;缺少可靠材料时保留待补状态。
本页为预印本版本;arXiv 收录、作者填写的期刊信息以及作者既有发表经历,都不单独证明本篇已接收。作者发表记录按 OpenAlex 身份与完整姓名、本站覆盖期刊 ISSN 及正式卷期核对,只展示已核实例,档案仍可能误合并。
引用量采用 OpenAlex 单条关联记录,不合计多个记录;关联记录可能包含正式发表版本,不等于此版本单独引用。缺失不视为零,引用指标不代表论文质量。
关注作者按书目中的完整姓名匹配,同名和姓名变体需人工辨别。相关论文先按共享细分方向和具体方法排列,再参考通用方法与发表日期。
AI 根据所提供的论文材料归类:摘要研究生物频率过程的隐马尔可夫预测与平滑,未提供宏观或金融应用依据,现有细分不足以直接归类。
Wright–Fisher 隐马尔可夫模型中预测与平滑的渐近性质及有限样本界AI 解读 ↓
正在核对关联版本…
正在核对对应版本的资源…
We study prediction and smoothing in hidden Markov models with a latent signal given by a multi-type Wright-Fisher diffusion and discrete-time categorical observations, motivated by repeated-sampling time-series settings, including temporally binned ancient-DNA data, in which noisy frequency counts are recorded at finitely many times. Our focus is on the exact Bayesian predictive and smoothing distributions available under parent-independent mutation, in relation to their large-sample targets under repeated within-time sampling. For a fixed collection-time grid and diverging within-time sample sizes, we show that the exact Wright-Fisher predictive and smoothing distributions converge in total variation to the corresponding population transition and bridge laws at the limiting neighboring frequencies. We then derive explicit finite-sample control for the predictive law and a corresponding finite-sample bound for the marginal smoother. Finally, at the inspection times, we show that the joint conditional law concentrates at the target frequencies and that its active coordinates are asymptotically Gaussian, while coordinates with zero true frequencies converge to Gamma limits at faster rates. Our regime imposes no restriction on dependence across inspection times beyond within-time sampling. The analysis rests on a fixed-interval tail bound for Kingman's coalescent block-counting process, which is of independent interest.