SwePub
Sök i LIBRIS databas

  Utökad sökning

WFRF:(Ólafsdóttir Kristín)
 

Sökning: WFRF:(Ólafsdóttir Kristín) > Exact Gradients Imp...

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

Ólafsdóttir, Helga Kristín, 1990 (författare)
Gothenburg University,Göteborgs universitet,Institutionen för matematiska vetenskaper,Department of Mathematical Sciences,Chalmers tekniska högskola,Chalmers University of Technology,Stiftelsen Fraunhofer-Chalmers Centrum för Industrimatematik (FCC),Fraunhofer-Chalmers Research Centre for Industrial Mathematics (FCC)
Leander, Jacob, 1987 (författare)
Gothenburg University,Göteborgs universitet,Institutionen för matematiska vetenskaper,Department of Mathematical Sciences,Chalmers tekniska högskola,Chalmers University of Technology,AstraZeneca AB,Stiftelsen Fraunhofer-Chalmers Centrum för Industrimatematik (FCC),Fraunhofer-Chalmers Research Centre for Industrial Mathematics (FCC)
Almquist, Joachim, 1980 (författare)
AstraZeneca AB,Chalmers tekniska högskola,Chalmers University of Technology,Stiftelsen Fraunhofer-Chalmers Centrum för Industrimatematik (FCC),Fraunhofer-Chalmers Research Centre for Industrial Mathematics (FCC)
visa fler...
Jirstrand, Mats, 1968 (författare)
Stiftelsen Fraunhofer-Chalmers Centrum för Industrimatematik (FCC),Fraunhofer-Chalmers Research Centre for Industrial Mathematics (FCC)
visa färre...
 (creator_code:org_t)
2018-08-01
2018
Engelska.
Ingår i: Aaps Journal. - : Springer Science and Business Media LLC. - 1550-7416. ; 20:5
  • Tidskriftsartikel (refereegranskat)
Abstract Ämnesord
Stäng  
  • Nonlinear mixed effects (NLME) modeling based on stochastic differential equations (SDEs) have evolved into a promising approach for analysis of PK/PD data. SDE-NLME models go beyond the realm of standard population modeling as they consider stochastic dynamics, thereby introducing a probabilistic perspective on the state variables. This article presents a summary of the main contributions to SDE-NLME models found in the literature. The aims of this work were to develop an exact gradient version of the first-order conditional estimation (FOCE) method for SDE-NLME models and to investigate whether it enabled faster estimation and better gradient precision/accuracy compared to the use of gradients approximated by finite differences. A simulation-estimation study was set up whereby finite difference approximations of the gradients of each level were interchanged with the exact gradients. Following previous work, the uncertainty of the state variables was accounted for using the extended Kalman filter (EKF). The exact gradient FOCE method was implemented in Mathematica 11 and evaluated on SDE versions of three common PK/PD models. When finite difference gradients were replaced by exact gradients at both FOCE levels, relative runtimes improved between 6- and 32-fold, depending on model complexity. Additionally, gradient precision/accuracy was significantly better in the exact gradient case. We conclude that parameter estimation using FOCE with exact gradients can successfully be applied to SDE-NLME models.

Ämnesord

NATURVETENSKAP  -- Matematik (hsv//swe)
NATURAL SCIENCES  -- Mathematics (hsv//eng)
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)
TEKNIK OCH TEKNOLOGIER  -- Elektroteknik och elektronik -- Reglerteknik (hsv//swe)
ENGINEERING AND TECHNOLOGY  -- Electrical Engineering, Electronic Engineering, Information Engineering -- Control Engineering (hsv//eng)

Nyckelord

extended Kalman filter
first-order conditional estimation (FOCE)
nonlinear mixed effects modeling
differential-equations
nicotinic-acid
kalman filter
systems
implementation
likelihood
algorithm
insulin
time
Pharmacology & Pharmacy
extended Kalman filter

Publikations- och innehållstyp

ref (ämneskategori)
art (ämneskategori)

Hitta via bibliotek

Till lärosätets databas

Sök utanför SwePub

Kungliga biblioteket hanterar dina personuppgifter i enlighet med EU:s dataskyddsförordning (2018), GDPR. Läs mer om hur det funkar här.
Så här hanterar KB dina uppgifter vid användning av denna tjänst.

 
pil uppåt Stäng

Kopiera och spara länken för att återkomma till aktuell vy