A retrodictive stochastic simulation algorithm

T.G. Vaughan; P.D. Drummond; A.J. Drummond

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A retrodictive stochastic simulation algorithm

机译：追溯式随机仿真算法

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摘要

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.

机译：在本文中，我们描述了一种简单的方法，可以根据主方程在给定最终状态知识的情况下，根据随机方程推断系统的初始状态。这是通过使用追溯随机模拟算法来实现的，该算法补充了通常的预测随机模拟方法。通过将其应用于示例问题，包括在给定遗传突变的马尔可夫模型的情况下推导基因序列的可能祖先状态，我们证明了该新算法的实用性。

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来源
《Journal of Computational Physics》 |2010年第10期|共15页
作者
T.G. Vaughan; P.D. Drummond; A.J. Drummond;
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原文格式 PDF
正文语种 eng
中图分类数学物理方法;
关键词
Stochastic process; Simulation algorithm; Retrodiction; Genetics;

机译：随机过程模拟算法追溯遗传学;

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1. A retrodictive stochastic simulation algorithm [J] . T.G. Vaughan, P.D. Drummond, A.J. Drummond Journal of Computational Physics . 2010,第10期

机译：追溯式随机仿真算法
2. Mathematical analysis and algorithms for efficiently and accurately implementing stochastic simulations of short-term synaptic depression and facilitation [J] . McDonnell, Mark D Frontiers in Computational Neuroscience . 2013,第4期

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3. Numerical algorithms and simulations for reflected backward stochastic differential equations with two continuous barriers [J] . Xu M. Journal of Computational and Applied Mathematics . 2011,第6期

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5. Distributed algorithms for the orchestration of stochastic discrete event simulations. [D] . Sui, Zhiquan. 2014

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6. Mathematical analysis and algorithms for efficiently and accurately implementing stochastic simulations of short-term synaptic depression and facilitation [O] . Mark D. McDonnell, Ashutosh Mohan, Christian Stricker 2013

机译：数学分析和算法可有效准确地实施短期突触抑制和促进的随机模拟
7. Stochastics based methods enabling testing of grid related algorithms through simulation [O] . Togawa Kanali 2015

机译：基于随机的方法，可以通过仿真测试与网格相关的算法

A retrodictive stochastic simulation algorithm

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