Analysis and rejection sampling of Wright-Fisher diffusion bridges

Abstract

We investigate the properties of a Wright-Fisher diffusion process starting at frequency x at time 0 and conditioned to be at frequency y at time T. Such a process is called a bridge. Bridges arise naturally in the analysis of selection acting on standing variation and in the inference of selection from allele frequency time series. We establish a number of results about the distribution of neutral Wright-Fisher bridges and develop a novel rejection-sampling scheme for bridges under selection that we use to study their behavior.

Keywords: Bridge; Diffusion; Rejection sampling; Wright–Fisher.