Direct-observation conjecture for conditional mixing
Direct-observation conjecture for conditional mixing
Let be a hidden Markov field with . Suppose
where are independent and identically distributed, independent of , and satisfy . Direct-observation conditional-mixing conjecture. If the underlying random field is mixing, then the model is conditionally mixing. This is the spatial analogue of the filter-stability conjecture and expresses the expectation that conditioning preserves mixing when the observation mechanism has no symmetry. The claim is presented as open; conditional mixing can fail in models with observation symmetries.
Sources & referencesView supporting material
Primary source
Patrick Rebeschini and Ramon van Handel, “Phase Transitions in Nonlinear Filtering”, arXiv:1401.6450 (2014).
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