Exact simulation of coupled Wright–Fisher diffusions
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Abstract: In this paper an exact rejection algorithm for simulating paths of the coupled Wright-Fisher diffusion is introduced. The coupled Wright-Fisher diffusion is a family of multidimensional Wright-Fisher diffusions that have drifts depending on each other through a coupling term and that find applications in the study of interacting genes' networks as those encountered in studies of antibiotic resistance. Our algorithm uses independent neutral Wright-Fisher diffusions as candidate proposals, which can be sampled exactly by means of existing algorithms and are only needed at a finite 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 we also provide an exact sampling strategy. The technique relies on a modification of the alternating series method and extends existing algorithms that are currently available for the one-dimensional case. Finally, the algorithm's complexity is derived and its performance demonstrated in a simulation study.
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Cited in
(10)- Exact simulation of conditioned Wright-Fisher models
- Exact simulation of the Wright-Fisher diffusion
- Simulation of a multitype Galton–Watson chain
- Intertwining of the Wright-Fisher diffusion.
- Analysis and rejection sampling of Wright-Fisher diffusion bridges
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- Wright-Fisher diffusion bridges
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