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Performance and Robustness of the Monte Carlo Importance Sampling Algorithm Using Parallelized S-ADAPT for Basic and Complex Mechanistic Models

机译:基本和复杂机制模型的并行S-ADAPT蒙特卡洛重要性采样算法的性能和鲁棒性

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The Monte Carlo Parametric Expectation Maximization (MC-PEM) algorithm can approximate the true log-likelihood as precisely as needed and is efficiently parallelizable. Our objectives were to evaluate an importance sampling version of the MC-PEM algorithm for mechanistic models and to qualify the default estimation settings in SADAPT-TRAN. We assessed bias, imprecision and robustness of this algorithm in S-ADAPT for mechanistic models with up to 45 simultaneously estimated structural parameters, 14 differential equations, and 10 dependent variables (one drug concentration and nine pharmacodynamic effects). Simpler models comprising 15 parameters were estimated using three of the ten dependent variables. We set initial estimates to 0.1 or 10 times the true value and evaluated 30 bootstrap replicates with frequent or sparse sampling. Datasets comprised three dose levels with 16 subjects each. For simultaneous estimation of the full model, the ratio of estimated to true values for structural model parameters (median [5–95% percentile] over 45 parameters) was 1.01 [0.94–1.13] for means and 0.99 [0.68–1.39] for between-subject variances for frequent sampling and 1.02 [0.81–1.47] for means and 1.02 [0.47–2.56] for variances for sparse sampling. Imprecision was ≤25% for 43 of 45 means for frequent sampling. Bias and imprecision was well comparable for the full and simpler models. Parallelized estimation was 23-fold (6.9-fold) faster using 48 threads (eight threads) relative to one thread. The MC-PEM algorithm was robust and provided unbiased and adequately precise means and variances during simultaneous estimation of complex, mechanistic models in a 45 dimensional parameter space with rich or sparse data using poor initial estimates.
机译:蒙特卡洛参数期望最大化(MC-PEM)算法可以根据需要精确地逼近真实对数似然,并且可以高效地进行并行化。我们的目标是评估用于机械模型的MC-PEM算法的重要性抽样版本,并验证SADAPT-TRAN中的默认估计设置。我们针对具有多达45个同时估计的结构参数,14个微分方程和10个因变量(一种药物浓度和九种药效)的机械模型在S-ADAPT中对该算法的偏倚,不精确性和鲁棒性进行了评估。使用十个因变量中的三个估计了包含15个参数的简单模型。我们将初始估计值设置为真实值的0.1或10倍,并通过频繁或稀疏采样来评估30个引导程序重复项。数据集包括三个剂量水平,每个剂量水平有16位受试者。为了同时估算整个模型,结构模型参数的估计值与真实值(45个参数的中位数[5-95%百分位数])的比率为平均值为1.01 [0.94-1.13],介于两者之间为0.99 [0.68-1.39]频繁采样的受试者方差,均值的方差为1.02 [0.81–1.47],而稀疏采样的方差为1.02 [0.47–2.56]。 45个样本中有43个样本的不精密度≤25%。偏差和不精确度对于完整模型和简单模型具有很好的可比性。使用48个线程(八个线程)相对于一个线程,并行估计速度提高了23倍(6.9倍)。 MC-PEM算法是健壮的,并且在同时使用错误的初始估算来估算具有丰富或稀疏数据的45维参数空间中的复杂机械模型的同时,提供了无偏差且足够精确的均值和方差。

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