A retrodictive stochastic simulation algorithm |
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Authors: | TG Vaughan PD Drummond AJ Drummond |
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Institution: | 1. Centre for Atom Optics and Ultrafast Spectroscopy, Swinburne University of Technology, Melbourne VIC 3122, Australia;2. Department of Computer Science, University of Auckland, Private Bag 92019, Auckland 1142, New Zealand |
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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. |
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Keywords: | Stochastic process Simulation algorithm Retrodiction Genetics |
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