Analysis and rejection sampling of Wright-Fisher diffusion bridges

We investigate the properties of a Wright-Fisher diffusion process started from 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.

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