Smoothing distributions for conditional Fleming-Viot and Dawson-Watanabe diffusions

DOI10.3150/22-BEJ1504MaRDI QIDQ2692541

Yanyan Li

Publication date: 22 March 2023

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2204.12738

zbMATH Keywords

predictionhidden Markov modeldualityDirichlet processoptimal filteringgamma random measures

Mathematics Subject Classification ID

Diffusion processes (60J60) Genetics and population dynamics (92Dxx) Distribution theory (60Exx)

Related Items (1)

Approximate filtering via discrete dual processes

Cites Work

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