Luigi M. Malgieri

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...