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We introduce a new class of nonparametric prior distributions on the space of continuously varying densities, induced by Dirichlet process mixtures which diffuse in time. These select time-indexed random functions without jumps, whose…

Methodology · Statistics 2016-02-10 Ramsés H. Mena , Matteo Ruggiero

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

We extend classic characterisations of posterior distributions under Dirichlet process and gamma random measures priors to a dynamic framework. We consider the problem of learning, from indirect observations, two families of time-dependent…

Statistics Theory · Mathematics 2016-11-23 Omiros Papaspiliopoulos , Matteo Ruggiero , Dario Spanò

Dirichlet distribution and Dirichlet process as its infinite dimensional generalization are primarily used conjugate prior of categorical and multinomial distributions in Bayesian statistics. Extensions have been proposed to broaden…

Methodology · Statistics 2014-12-05 Xuenan Feng

The coupled Wright-Fisher diffusion is a multi-dimensional Wright-Fisher diffusion for multi-locus and multi-allelic genetic frequencies, expressed as the strong solution to a system of stochastic differential equations that are coupled in…

Probability · Mathematics 2025-03-17 Martina Favero , Henrik Hult , Timo Koski

Known results on the moments of the distribution generated by the two-locus Wright-Fisher diffusion model and a duality between the diffusion process and the ancestral process with recombination are briefly summarized. A numerical methods…

Populations and Evolution · Quantitative Biology 2013-04-08 Shuhei Mano

Duality plays an important role in population genetics. It can relate results from forwards-in-time models of allele frequency evolution with those of backwards-in-time genealogical models; a well known example is the duality between the…

Populations and Evolution · Quantitative Biology 2019-08-09 Robert C. Griffiths , Paul A. Jenkins , Sabin Lessard

We consider the problem of learning two families of time-evolving random measures from indirect observations. In the first model, the signal is a Fleming--Viot diffusion, which is reversible with respect to the law of a Dirichlet process,…

Statistics Theory · Mathematics 2014-11-19 Omiros Papaspiliopoulos , Matteo Ruggiero , Dario Spanò

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

Wright-Fisher diffusions and their dual ancestral graphs occupy a central role in the study of allele frequency change and genealogical structure, and they provide expressions, explicit in some special cases but generally implicit, for the…

Probability · Mathematics 2025-03-25 Martina Favero , Paul A. Jenkins

The Wright-Fisher diffusion is a fundamentally important model of evolution encompassing genetic drift, mutation, and natural selection. Suppose you want to infer the parameters associated with these processes from an observed sample path.…

Statistics Theory · Mathematics 2024-10-22 Paul A. Jenkins

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

We consider a Wright-Fisher diffusion (x(t)) whose current state cannot be observed directly. Instead, at times t1 < t2 < . . ., the observations y(ti) are such that, given the process (x(t)), the random variables (y(ti)) are independent…

Probability · Mathematics 2007-07-05 Mireille Chaleyat-Maurel , Valentine Genon-Catalot

This article concerns second-order time discretization of subdiffusion equations with time-dependent diffusion coefficients. High-order differentiability and regularity estimates are established for subdiffusion equations with…

Numerical Analysis · Mathematics 2020-06-05 Bangti Jin , Buyang Li , Zhi Zhou

We construct and analyze the Jacobi process - in mathematical biology referred to as Wright-Fisher diffusion - using a Dirichlet form. The corresponding Dirichlet space takes the form of a Sobolev space with different weights for the…

Probability · Mathematics 2021-11-03 Martin Grothaus , Max Sauerbrey

We analyze the diffusion processes associated to equations of Wright-Fisher type in one spatial dimension. These are defined by a degenerate second order operator on the interval [0, 1], where the coefficient of the second order term…

Analysis of PDEs · Mathematics 2009-07-23 Charles L. Epstein , Rafe Mazzeo

We consider the task of filtering a dynamic parameter evolving as a diffusion process, given data collected at discrete times from a likelihood which is conjugate to the marginal law of the diffusion, when a generic dual process on a…

Probability · Mathematics 2023-11-29 Guillaume Kon Kam King , Andrea Pandolfi , Marco Piretto , Matteo Ruggiero

The Wright-Fisher family of diffusion processes is a widely used class of evolutionary models. However, simulation is difficult because there is no known closed-form formula for its transition function. In this article we demonstrate that…

Methodology · Statistics 2023-10-02 Paul A. Jenkins , Dario Spano

This paper is concerned with the fractional evolution equation with a discrete distribution of Caputo time-derivatives such that the largest and the smallest orders, $\alpha$ and $\alpha_m$, satisfy the conditions $1<\alpha\le 2$ and…

Analysis of PDEs · Mathematics 2018-01-11 Emilia Bazhlekova , Ivan Bazhlekov

In a fractional Cauchy problem, the usual first order time derivative is replaced by a fractional derivative. The fractional derivative models time delays in a diffusion process. The order of the fractional derivative can be distributed…

Probability · Mathematics 2011-10-14 Mark M. Meerschaert , Erkan Nane , Palaniappan Vellaisamy
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