PT - JOURNAL ARTICLE AU - He, Zhangyi AU - Beaumont, Mark AU - Yu, Feng TI - Numerical simulation of the two-locus Wright-Fisher stochastic differential equation with application to approximating transition probability densities AID - 10.1101/2020.07.21.213769 DP - 2020 Jan 01 TA - bioRxiv PG - 2020.07.21.213769 4099 - http://biorxiv.org/content/early/2020/07/21/2020.07.21.213769.short 4100 - http://biorxiv.org/content/early/2020/07/21/2020.07.21.213769.full AB - Over the past decade there has been an increasing focus on the application of the Wright-Fisher diffusion to the inference of natural selection from genetic time series. A key ingredient for modelling the trajectory of gene frequencies through the Wright-Fisher diffusion is its transition probability density function. Recent advances in DNA sequencing techniques have made it possible to monitor genomes in great detail over time, which presents opportunities for investigating natural selection while accounting for genetic recombination and local linkage. However, most existing methods for computing the transition probability density function of the Wright-Fisher diffusion are only applicable to one-locus problems. To address two-locus problems, in this work we propose a novel numerical scheme for the Wright-Fisher stochastic differential equation of population dynamics under natural selection at two linked loci. Our key innovation is that we reformulate the stochastic differential equation in a closed form that is amenable to simulation, which enables us to avoid boundary issues and reduce computational costs. We also propose an adaptive importance sampling approach based on the proposal introduced by Fearnhead (2008) for computing the transition probability density of the Wright-Fisher diffusion between any two observed states. We show through extensive simulation studies that our approach can achieve comparable performance to the method of Fearnhead (2008) but can avoid manually tuning the parameter ρ to deliver superior performance for different observed states.Competing Interest StatementThe authors have declared no competing interest.