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Preconditioning of ...
Preconditioning of Nonlinear Mixed Effects Models for Stabilisation of Variance-Covariance Matrix Computations
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- Aoki, Yasunori (author)
- Uppsala universitet,Institutionen för farmaceutisk biovetenskap,Tillämpad matematik och statistik,Department of Mathematics, Uppsala University,Pharmacometrics Group
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- Nordgren, Rikard (author)
- Uppsala universitet,Institutionen för farmaceutisk biovetenskap,Pharmacometrics Group
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- Hooker, Andrew C. (author)
- Uppsala universitet,Institutionen för farmaceutisk biovetenskap,Pharmacometrics Group
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(creator_code:org_t)
- 2016-02-08
- 2016
- English.
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In: AAPS Journal. - : Springer Science and Business Media LLC. - 1550-7416. ; 18:2, s. 505-518
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Abstract
Subject headings
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- As the importance of pharmacometric analysis increases, more and more complex mathematical models are introduced and computational error resulting from computational instability starts to become a bottleneck in the analysis. We propose a preconditioning method for non-linear mixed effects models used in pharmacometric analyses to stabilise the computation of the variance-covariance matrix. Roughly speaking, the method reparameterises the model with a linear combination of the original model parameters so that the Hessian matrix of the likelihood of the reparameterised model becomes close to an identity matrix. This approach will reduce the influence of computational error, for example rounding error, to the final computational result. We present numerical experiments demonstrating that the stabilisation of the computation using the proposed method can recover failed variance-covariance matrix computations, and reveal non-identifiability of the model parameters.
Subject headings
- MEDICIN OCH HÄLSOVETENSKAP -- Medicinska och farmaceutiska grundvetenskaper -- Farmaceutiska vetenskaper (hsv//swe)
- MEDICAL AND HEALTH SCIENCES -- Basic Medicine -- Pharmaceutical Sciences (hsv//eng)
Keyword
- computational stability; identifiability; non-linear mixed effects model; parameter estimation uncertainty; preconditioning
Publication and Content Type
- ref (subject category)
- art (subject category)
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