Review of Continuous Time Markov Bridges: Models, Algorithms and Applications
C. Zhu · Theoretical and Natural Science · 2024
Continuous time Markov chains (CTMC) with start point and endpoint, i.e., a continuous time Markov Bridge, have become an important mathematical model in a wide variety of scientific disciplines and simulations. In this research, we review some classical Markov Bridge simulation algorithms and Markov Bridge's mathematical model, Kinetic Monte Carlo, Direct Sampling, Reject Sampling and Uniform Sampling with a potential application algorithm in biological protein folding evolution problem.