Residual-bridge constructs for conditioned diffusions

We introduce a new residual-bridge proposal for approximately simulating conditioned diffusions. This proposal is constructed by considering the difference between the true diffusion and a second, approximate diffusion driven by the same Brownian motion, and can be viewed as a natural extension to recent work on residual-bridge constructs. A simulation study illustrates that such a proposal can often lead to gains in efficiency over the recently-proposed residual-bridge constructs.