Wright-Fisher diffusion bridges

The trajectory of the frequency of an allele which begins at x at time 0 and is known to have frequency z at time T can be modelled by the bridge process of the Wright-Fisher diffusion. Bridges when x=z=0 are particularly interesting because they model the trajectory of the frequency of an allele which appears at a time, then is lost by random drift or mutation after a time T. The coalescent genealogy back in time of a population in a neutral Wright-Fisher diffusion process is well understood. In this paper we obtain a new interpretation of the coalescent genealogy of the population in a bridge from a time t∈(0,T). In a bridge with allele frequencies of 0 at times 0 and T the coalescence structure is that the population coalesces in two directions from t to 0 and t to T such that there is just one lineage of the allele under consideration at times 0 and T. The genealogy in Wright-Fisher diffusion bridges with selection is more complex than in the neutral model, but still with the property of the population branching and coalescing in two directions from time t∈(0,T). The density of the frequency of an allele at time t is expressed in a way that shows coalescence in the two directions. A new algorithm for exact simulation of a neutral Wright-Fisher bridge is derived. This follows from knowing the density of the frequency in a bridge and exact simulation from the Wright-Fisher diffusion. The genealogy of the neutral Wright-Fisher bridge is also modelled by branching Pólya urns, extending a representation in a Wright-Fisher diffusion. This is a new very interesting representation that relates Wright-Fisher bridges to classical urn models in a Bayesian setting.