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
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…