Поредната сбирка на Националния семинар по стохастика ще се проведе на 14 февруари 2024 г. (сряда) от 14:00 часа в зала 503 на ИМИ - БАН. Доклад на тема Computable inference for generalised Wright-Fisher processes ще изнесе Nathan Judd (University of Warwick, UK). Абстракт.In this talk, we will introduce a class of [0,1]-valued Markov processes with jumps that, as signals in hidden Markov models, admits a computable (exact) filter. By computable filter we mean that each filtering distribution, i.e., the law of the signal at a time t given the data up to time t, is explicitly and exactly available as a finite mixture of Dirichlet distributions. We exploit the tractability of the Wright-Fisher diffusion, in particular, its infinite-sum transition function and its dual process, [...]