Exact Gradients Improve Parameter Estimation in Nonlinear Mixed Effects Models with Stochastic Dynamics

• Nonlinear mixed effects (NLME) models based on stochastic differential equations (SDEs) have evolved into a mature approach for analysis of PKPD data [1-3], but parameter estimation remains challenging. We present an exact-gradient version of the first order conditional estimation (FOCE) method for SDE-NLME models, and investigate whether it enables faster estimation and better gradient precision/accuracy compared to finite difference gradients.

Subject headings

NATURVETENSKAP  -- Matematik -- Beräkningsmatematik (hsv//swe)

NATURAL SCIENCES  -- Mathematics -- Computational Mathematics (hsv//eng)

NATURVETENSKAP  -- Matematik -- Sannolikhetsteori och statistik (hsv//swe)

NATURAL SCIENCES  -- Mathematics -- Probability Theory and Statistics (hsv//eng)

Publication and Content Type

vet (subject category)

kon (subject category)