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We provide a general theorem bounding the error in the approximation of a random measure of interest--for example, the empirical population measure of types in a Wright-Fisher model--and a Dirichlet process, which is a measure having…

Probability · Mathematics 2020-07-07 Han L. Gan , Nathan Ross

The infinitely-many-neutral-alleles model has recently been extended to a class of diffusion processes associated with Gibbs partitions of two-parameter Poisson-Dirichlet type. This paper introduces a family of infinite-dimensional…

Probability · Mathematics 2013-02-15 Matteo Ruggiero , Stephen G. Walker , Stefano Favaro

We are interested in the long-time behavior of a diploid population with sexual reproduction, characterized by its genotype composition at one bi-allelic locus. The population is modeled by a 3-dimensional birth-and-death process with…

Probability · Mathematics 2013-09-16 Camille Coron

We study the weak approximation error of a skew diffusion with bounded measurable drift and H\"older diffusion coefficient by an Euler-type scheme, which consists of iteratively simulating skew Brownian motions with constant drift. We first…

Probability · Mathematics 2016-09-30 Noufel Frikha

We introduce a multi-allele Wright-Fisher model with non-recurrent, reversible mutation and directional selection. In this setting, the allele frequencies at a single locus track the path of a hybrid jump-diffusion process with state space…

Probability · Mathematics 2023-02-16 Ingemar Kaj , Carina F. Mugal , Rebekka Müller

We study the Tracy-Widom (TW) distribution $f_\beta(a)$ in the limit of large Dyson index $\beta \to +\infty$. This distribution describes the fluctuations of the rescaled largest eigenvalue $a_1$ of the Gaussian (alias Hermite) ensemble…

Statistical Mechanics · Physics 2026-04-06 Alain Comtet , Pierre Le Doussal , Naftali R. Smith

Practical diffusion sampling is a numerical approximation problem: under a fixed inference budget, one must simulate a reverse-time ODE or SDE using only a limited number of denoising steps, so discretization error is often the dominant…

Machine Learning · Computer Science 2026-05-12 Samuel Hurault , Thomas Moreau , Gabriel Peyré

A two-types, discrete-time population model with finite, constant size is constructed, allowing for a general form of frequency-dependent selection and skewed offspring distribution. Selection is defined based on the idea that individuals…

Probability · Mathematics 2017-04-13 Adrián González Casanova , Dario Spanò

Based on the normal distribution and its properties, i.e., average and variance, Fisher works have provided a conceptual framework to identify genotype-phenotype associations. While Fisher intuition has proved fruitful over the past…

Populations and Evolution · Quantitative Biology 2023-07-06 Cyril Rauch , Panagiota Kyratzi , Andras Paldi

Coupled Wright-Fisher diffusions have been recently introduced to model the temporal evolution of finitely-many allele frequencies at several loci. These are vectors of multidimensional diffusions whose dynamics are weakly coupled among…

Probability · Mathematics 2026-01-07 Chiara Boetti , Matteo Ruggiero

Mathematical models of genetic evolution often come in pairs, connected by a so-called duality relation. The most seminal example are the Wright-Fisher diffusion and the Kingman coalescent, where the former describes the stochastic…

Probability · Mathematics 2024-02-02 Jere Koskela , Krzysztof Łatuszyński , Dario Spanò

We study a family of n-dimensional diffusions, taking values in the unit simplex of vectors with nonnegative coordinates that add up to one. These processes satisfy stochastic differential equations which are similar to the ones for the…

Probability · Mathematics 2013-03-15 Soumik Pal

Finite mixture such as the Gaussian mixture is a flexible and powerful probabilistic modeling tool for representing the multimodal distribution widely involved in many estimation and learning problems. The core of it is representing the…

Statistics Theory · Mathematics 2024-01-02 Tiancheng Li , Yan Song , Enbin Song , Hongqi Fan

Evolutionary models for populations of constant size are frequently studied using the Moran model, the Wright-Fisher model, or their diffusion limits. When evolution is neutral, a random genealogy given through Kingman's coalescent is used…

Populations and Evolution · Quantitative Biology 2012-07-31 Peter Pfaffelhuber , Benedikt Vogt

We study nonparametric estimation of the diffusion coefficient from discrete data, when the observations are blurred by additional noise. Such issues have been developed over the last 10 years in several application fields and in particular…

Statistics Theory · Mathematics 2011-12-30 Marc Hoffmann , Axel Munk , Johannes Schmidt-Hieber

The Wright-Fisher model describes a biological population containing a finite number of individuals. In this work we consider a Wright-Fisher model for a randomly mating population, where selection and mutation act at an unlinked locus. The…

Populations and Evolution · Quantitative Biology 2024-07-18 David Waxman

This paper generalizes the strong seed-bank model introduced in arXiv:1411.4747 to allow for more general dormancy time distributions, such as a type of Pareto distribution. Inspired by the method of approximation using models with…

Probability · Mathematics 2023-09-19 Likai Jiao

In this paper, enlightened by the asymptotic expansion methodology developed by Li(2013b) and Li and Chen (2016), we propose a Taylor-type approximation for the transition densities of the stochastic differential equations (SDEs) driven by…

Computational Finance · Quantitative Finance 2020-03-16 Fan Jiang , Xin Zang , Jingping Yang

For the evolution of density fluctuation in nonlinear cosmological dynamics, adhesion approximation (AA) is proposed as a phenomenological model, which is especially useful for describing nonlinear evolution. However, the origin of the…

Astrophysics · Physics 2009-11-11 Hajime Sotani , Takayuki Tatekawa

In order to describe the slow response of a glass former we discuss some distribution of correlation times, e.g., the generalized gamma distribution (GG) and an extension thereof (GGE), the latter allowing to reproduce a simple peak…

Soft Condensed Matter · Physics 2009-11-07 T. Blochowicz , C. Tschirwitz , S. Benkhof , E. A. Rossler