Subordinated Wright-Fisher Priors
Fuente:
arXiv
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| Autori principali: | , |
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| Natura: | Preprint |
| Pubblicazione: |
2026
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| _version_ | 1866915934703190016 |
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| author | Judd, Nathan A. Spanò, Dario |
| author_facet | Judd, Nathan A. Spanò, Dario |
| contents | A new class of time-dependent Dirichlet priors is introduced as a generalisation of the Wright-Fisher diffusion, allowing discontinuities in the trajectories, as well as non-Markovian memory. This class is obtained as a simple stochastic time-change (subordination), interpreted as a hyper-prior assigned to the operational time-clock of a Wright-Fisher diffusion. Explicit representations and exact sampling algorithms are obtained for prior and posterior distributions of the process and of its clock, given partially exchangeable data sampled at discrete time-points. Computability and conjugacy rely on a novel class of discrete dual processes, generalising existing results on duality and computable filters. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2604_11363 |
| institution | arXiv |
| publishDate | 2026 |
| record_format | arxiv |
| spellingShingle | Subordinated Wright-Fisher Priors Judd, Nathan A. Spanò, Dario Statistics Theory Primary: 62M20, secondary 62F15, 60G35, 62M05, 62M15, 60G07 A new class of time-dependent Dirichlet priors is introduced as a generalisation of the Wright-Fisher diffusion, allowing discontinuities in the trajectories, as well as non-Markovian memory. This class is obtained as a simple stochastic time-change (subordination), interpreted as a hyper-prior assigned to the operational time-clock of a Wright-Fisher diffusion. Explicit representations and exact sampling algorithms are obtained for prior and posterior distributions of the process and of its clock, given partially exchangeable data sampled at discrete time-points. Computability and conjugacy rely on a novel class of discrete dual processes, generalising existing results on duality and computable filters. |
| title | Subordinated Wright-Fisher Priors |
| topic | Statistics Theory Primary: 62M20, secondary 62F15, 60G35, 62M05, 62M15, 60G07 |
| url | https://arxiv.org/abs/2604.11363 |