Approximate filtering via discrete dual processes

GKK King, A Pandolfi, M Piretto, M Ruggiero - Stochastic Processes and …, 2024 - Elsevier
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 reversible law of …

Dual process in the two-parameter Poisson–Dirichlet diffusion

RC Griffiths, M Ruggiero, D Spano, Y Zhou - Stochastic Processes and their …, 2025 - Elsevier
Abstract The two-parameter Poisson–Dirichlet diffusion takes values in the infinite ordered
simplex and extends the celebrated infinitely-many-neutral-alleles model, having a two …

[PDF][PDF] Intertwining for particle systems in the continuum

SC Wagner - 2024 - edoc.ub.uni-muenchen.de
Stochastic duality is a powerful tool that links two Markov processes using a common
observable, the duality function. This tool is useful if one of the processes is easier to study …

[HTML][HTML] Modifiers of mutation rate in selectively fluctuating environments

F Baumdicker, E Sester-Huss, P Pfaffelhuber - Stochastic Processes and …, 2020 - Elsevier
We study a mutation–selection model with a fluctuating environment. More precisely,
individuals in a large population are assumed to have a modifier locus determining the …

[PDF][PDF] Duality for Markov processes: a Lie algebraic approach

C Giardina, F Redig - 2024 - diamweb.ewi.tudelft.nl
Research is often a joint effort of several people. Duality theory of Markov processes, being
a mathematical topic which is at the interface of diverse research areas, perfectly fits this …