Asymptotics and finite sample bounds for prediction and smoothing in Wright-Fisher hidden Markov models

arXiv:2609.22444v2 Announce Type: replace Abstract: We study signal prediction and smoothing in hidden Markov models whose latent signal is a multi-type Wright-Fisher diffusion and whose discrete-time observations are categorical. We consider a repeated-sampling regime with finitely many inspection times and large within-time samples. Under parent-independent mutation, the Bayesian predictive and smoothing laws admit exact representations as mixtures of Dirichlet distributions. We show that the one-step predictive and local smoothing laws converge in total variation to the corresponding Wright-Fisher transition and bridge laws determined by the neighboring population frequencies, thereby justifying plug-in approximations based on empirical proportions. For prediction, we derive explicit finite-sample bounds for this approximation and for bounded predictive functionals such as diversity, together with a finite-sample concentration bound for the marginal smoother. The joint posterior at the inspection times concentrates at the target frequencies and satisfies a Bernstein-von Mises limit with distinct interior and boundary regimes, with Gaussian and Gamma limits on different scales. The results allow arbitrary dependence across inspection times. A key technical ingredient is a fixed-interval tail bound for the coalescent-based dual death process.