Efficient Gibbs Sampling for Transition Weights in Fleming–Viot Filtering and Smoothing
F. Ascolani, Francesco Furlan, Giovanni Rebaudo et al.
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Preprint
Sep 2026
Asymptotics and finite sample bounds for prediction and smoothing in Wright-Fisher hidden Markov models
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 fini...
Luigi M. Malgieri, F. Ascolani, M. Giordano et al.
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