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Celia García-Pareja: Exact simulation of coupled Wright-Fisher diffusions

Time: Mon 2019-11-11 15.15 - 16.15

Location: KTH, Room F11

Participating: Celia García-Pareja

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In this talk I introduce an exact rejection algorithm for simulating paths of a family of multivariate Wright-Fisher diffusions, the coupled Wright-Fisher diusion, which models the co-evolution of multiple genetic traits at dierent locations on the genoma. Our algorithm uses independent one-dimensional neutral Wright-Fisher diffusions as candidate proposals. The candidates can be sampled exactly by means of existing algorithms and are only needed at a nite number of points. Once a candidate is accepted, the remaining of the path can be recovered by sampling from a neutral multivariate Wright-Fisher bridge, for which an exact sampling strategy is also provided. The technique relies on a modification of the alternating series method and extends existing algorithms that are currently only available for the one-dimensional case. Finally, the algorithm's complexity is derived and its performance evaluated in a simulation study.