Subordinated Wright-Fisher priors generalize the Wright-Fisher diffusion via stochastic time-change to create flexible time-dependent Dirichlet priors with explicit representations, exact sampling algorithms, and novel discrete dual processes for conjugacy.
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Subordinated Wright-Fisher Priors
Subordinated Wright-Fisher priors generalize the Wright-Fisher diffusion via stochastic time-change to create flexible time-dependent Dirichlet priors with explicit representations, exact sampling algorithms, and novel discrete dual processes for conjugacy.