Preconditioning of Nonlinear Mixed Effects Models for Stabilisation of Variance-Covariance Matrix Computations. 2016

Yasunori Aoki, and Rikard Nordgren, and Andrew C Hooker
Department of Pharmaceutical Biosciences, Uppsala University, Uppsala, Sweden. yaoki@uwaterloo.ca.

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.

UI MeSH Term Description Entries
D008954 Models, Biological Theoretical representations that simulate the behavior or activity of biological processes or diseases. For disease models in living animals, DISEASE MODELS, ANIMAL is available. Biological models include the use of mathematical equations, computers, and other electronic equipment. Biological Model,Biological Models,Model, Biological,Models, Biologic,Biologic Model,Biologic Models,Model, Biologic
D008962 Models, Theoretical Theoretical representations that simulate the behavior or activity of systems, processes, or phenomena. They include the use of mathematical equations, computers, and other electronic equipment. Experimental Model,Experimental Models,Mathematical Model,Model, Experimental,Models (Theoretical),Models, Experimental,Models, Theoretic,Theoretical Study,Mathematical Models,Model (Theoretical),Model, Mathematical,Model, Theoretical,Models, Mathematical,Studies, Theoretical,Study, Theoretical,Theoretical Model,Theoretical Models,Theoretical Studies
D017711 Nonlinear Dynamics The study of systems which respond disproportionately (nonlinearly) to initial conditions or perturbing stimuli. Nonlinear systems may exhibit "chaos" which is classically characterized as sensitive dependence on initial conditions. Chaotic systems, while distinguished from more ordered periodic systems, are not random. When their behavior over time is appropriately displayed (in "phase space"), constraints are evident which are described by "strange attractors". Phase space representations of chaotic systems, or strange attractors, usually reveal fractal (FRACTALS) self-similarity across time scales. Natural, including biological, systems often display nonlinear dynamics and chaos. Chaos Theory,Models, Nonlinear,Non-linear Dynamics,Non-linear Models,Chaos Theories,Dynamics, Non-linear,Dynamics, Nonlinear,Model, Non-linear,Model, Nonlinear,Models, Non-linear,Non linear Dynamics,Non linear Models,Non-linear Dynamic,Non-linear Model,Nonlinear Dynamic,Nonlinear Model,Nonlinear Models,Theories, Chaos,Theory, Chaos

Related Publications

Yasunori Aoki, and Rikard Nordgren, and Andrew C Hooker
December 1949, Psychometrika,
Yasunori Aoki, and Rikard Nordgren, and Andrew C Hooker
June 2010, Biometrical journal. Biometrische Zeitschrift,
Yasunori Aoki, and Rikard Nordgren, and Andrew C Hooker
January 1992, Genetic epidemiology,
Yasunori Aoki, and Rikard Nordgren, and Andrew C Hooker
December 2007, Biometrical journal. Biometrische Zeitschrift,
Yasunori Aoki, and Rikard Nordgren, and Andrew C Hooker
March 2013, Risk analysis : an official publication of the Society for Risk Analysis,
Yasunori Aoki, and Rikard Nordgren, and Andrew C Hooker
March 2019, IEEE transactions on bio-medical engineering,
Yasunori Aoki, and Rikard Nordgren, and Andrew C Hooker
April 2013, Journal of pharmacokinetics and pharmacodynamics,
Yasunori Aoki, and Rikard Nordgren, and Andrew C Hooker
September 2005, Behavior genetics,
Yasunori Aoki, and Rikard Nordgren, and Andrew C Hooker
January 2014, Journal of biopharmaceutical statistics,
Yasunori Aoki, and Rikard Nordgren, and Andrew C Hooker
January 2023, Journal of applied statistics,
Copied contents to your clipboard!