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Efficient sampling of conditioned Markov jump processes

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Figure

Table 1: Death model. ESS(π�1:m) and ReMSE(π�1:m), based on 5000 runs of each algorithm.
Table 2: Lotka-Volterra model. Quantiles of Ythe Euler-Maruyama approximation of (20) withXT |X0 = (50, 50)′ found by repeatedly simulating from c = (0.5, 0.0025, 0.3)′ and corrupting X1,T and2,T with additive N(0, 52) noise.
Figure 1: Lotka-Volterra model. Mean and two standard deviation intervals for the true conditionedprocessand Xt|x0, yT (solid lines) and various bridge constructs (dashed lines) using yT = yT,(99), T = 4 σ = 5
Table 4: Eyam plague data.
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