Filtering coupled Wright-Fisher diffusions.

Coupled Wright-Fisher diffusions have been recently introduced to model the temporal evolution of finitely-many allele frequencies at several loci. These are vectors of multidimensional diffusions whose dynamics are weakly coupled among loci through interaction coefficients, which make the reproductive rates for each allele depend on its frequencies at several loci. Here we consider the problem of filtering a coupled Wright-Fisher diffusion with parent-independent mutation, when this is seen as an unobserved signal in a hidden Markov model.