Search Swinburne Research Bank
Please use this identifier to cite or link to this item: http://hdl.handle.net/1959.3/77818
- A retrodictive stochastic simulation algorithm
- Vaughan, T. G.; Drummond, P. D.; Drummond, A. J.
- In this paper we describe a simple method for inferring the initial states of systems evolving stochastically according to master equations, given knowledge of the final states. This is achieved through the use of a retrodictive stochastic simulation algorithm which complements the usual predictive stochastic simulation approach. We demonstrate the utility of this new algorithm by applying it to example problems, including the derivation of likely ancestral states of a gene sequence given a Markovian model of genetic mutation.
- Publication type
- Journal article
- Research centre
- Swinburne University of Technology. Faculty of Engineering and Industrial Sciences. Centre for Atom Optics and Ultrafast Spectroscopy
- Journal of Computational Physics, Vol. 229, no. 10 (May 2010), pp. 3777-3791
- Publication year
- FOR Code(s)
- 01 Mathematical Sciences; 02 Physical Sciences
- Genetics; Retrodiction; Simulation algorithms; Stochastic processes
- Academic Press
- Publisher URL
- Copyright © 2010 Elsevier Inc. All rights reserved.
- Peer reviewed