A retrodictive stochastic simulation algorithm

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Please use this identifier to cite or link to this item: http://hdl.handle.net/1959.3/77818

Title: A retrodictive stochastic simulation algorithm
Author(s): Vaughan, T. G.; Drummond, P. D.; Drummond, A. J.
Abstract: 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
Source: Journal of Computational Physics, Vol. 229, no. 10 (May 2010), pp. 3777-3791
Publication year: 2010
FOR Code(s): 01 Mathematical Sciences; 02 Physical Sciences
Keyword(s): Genetics; Retrodiction; Simulation algorithms; Stochastic processes
Publisher: Academic Press
ISSN: 0021-9991
Publisher URL: http://dx.doi.org/10.1016/j.jcp.2010.01.027
Peer reviewed