ترغب بنشر مسار تعليمي؟ اضغط هنا

Parameter estimation in nonlinear mixed effect models based on ordinary differential equations: an optimal control approach

82   0   0.0 ( 0 )
 نشر من قبل Quentin Clairon
 تاريخ النشر 2021
  مجال البحث الاحصاء الرياضي
والبحث باللغة English




اسأل ChatGPT حول البحث

We present a parameter estimation method for nonlinear mixed effect models based on ordinary differential equations (NLME-ODEs). The method presented here aims at regularizing the estimation problem in presence of model misspecifications, practical identifiability issues and unknown initial conditions. For doing so, we define our estimator as the minimizer of a cost function which incorporates a possible gap between the assumed model at the population level and the specific individual dynamic. The cost function computation leads to formulate and solve optimal control problems at the subject level. This control theory approach allows to bypass the need to know or estimate initial conditions for each subject and it regularizes the estimation problem in presence of poorly identifiable parameters. Comparing to maximum likelihood, we show on simulation examples that our method improves estimation accuracy in possibly partially observed systems with unknown initial conditions or poorly identifiable parameters with or without model error. We conclude this work with a real application on antibody concentration data after vaccination against Ebola virus coming from phase 1 trials. We use the estimated model discrepancy at the subject level to analyze the presence of model misspecification.



قيم البحث

اقرأ أيضاً

80 - Quentin Clairon 2018
We present a parameter estimation method in Ordinary Differential Equation (ODE) models. Due to complex relationships between parameters and states the use of standard techniques such as nonlinear least squares can lead to the presence of poorly iden tifiable parameters. Moreover, ODEs are generally approximations of the true process and the influence of misspecification on inference is often neglected. Methods based on control theory have emerged to regularize the ill posed problem of parameter estimation in this context. However, they are computationally intensive and rely on a nonparametric state estimator known to be biased in the sparse sample case. In this paper, we construct criteria based on discrete control theory which are computationally efficient and bypass the presmoothing step of signal estimation while retaining the benefits of control theory for estimation. We describe how the estimation problem can be turned into a control one and present the numerical methods used to solve it. We show convergence of our estimator in the parametric and well-specified case. For small sample sizes, numerical experiments with models containing poorly identifiable parameters and with various sources of model misspecification demonstrate the acurracy of our method. We finally test our approach on a real data example.
296 - Libo Sun , Chihoon Lee , 2013
We consider the problem of estimating parameters of stochastic differential equations (SDEs) with discrete-time observations that are either completely or partially observed. The transition density between two observations is generally unknown. We pr opose an importance sampling approach with an auxiliary parameter when the transition density is unknown. We embed the auxiliary importance sampler in a penalized maximum likelihood framework which produces more accurate and computationally efficient parameter estimates. Simulation studies in three different models illustrate promising improvements of the new penalized simulated maximum likelihood method. The new procedure is designed for the challenging case when some state variables are unobserved and moreover, observed states are sparse over time, which commonly arises in ecological studies. We apply this new approach to two epidemics of chronic wasting disease in mule deer.
We deal with the problem of parameter estimation in stochastic differential equations (SDEs) in a partially observed framework. We aim to design a method working for both elliptic and hypoelliptic SDEs, the latters being characterized by degenerate d iffusion coefficients. This feature often causes the failure of contrast estimators based on Euler Maruyama discretization scheme and dramatically impairs classic stochastic filtering methods used to reconstruct the unobserved states. All of theses issues make the estimation problem in hypoelliptic SDEs difficult to solve. To overcome this, we construct a well-defined cost function no matter the elliptic nature of the SDEs. We also bypass the filtering step by considering a control theory perspective. The unobserved states are estimated by solving deterministic optimal control problems using numerical methods which do not need strong assumptions on the diffusion coefficient conditioning. Numerical simulations made on different partially observed hypoelliptic SDEs reveal our method produces accurate estimate while dramatically reducing the computational price comparing to other methods.
We consider parameter estimation of ordinary differential equation (ODE) models from noisy observations. For this problem, one conventional approach is to fit numerical solutions (e.g., Euler, Runge--Kutta) of ODEs to data. However, such a method doe s not account for the discretization error in numerical solutions and has limited estimation accuracy. In this study, we develop an estimation method that quantifies the discretization error based on data. The key idea is to model the discretization error as random variables and estimate their variance simultaneously with the ODE parameter. The proposed method has the form of iteratively reweighted least squares, where the discretization error variance is updated with the isotonic regression algorithm and the ODE parameter is updated by solving a weighted least squares problem using the adjoint system. Experimental results demonstrate that the proposed method attains robust estimation with at least comparable accuracy to the conventional method by successfully quantifying the reliability of the numerical solutions.
This paper introduces a general framework for survival analysis based on ordinary differential equations (ODE). Specifically, this framework unifies many existing survival models, including proportional hazards models, linear transformation models, a ccelerated failure time models, and time-varying coefficient models as special cases. Such a unified framework provides a novel perspective on modeling censored data and offers opportunities for designing new and more flexible survival model structures. Further, the aforementioned existing survival models are traditionally estimated by procedures that suffer from lack of scalability, statistical inefficiency, or implementation difficulty. Based on well-established numerical solvers and sensitivity analysis tools for ODEs, we propose a novel, scalable, and easy-to-implement general estimation procedure that is applicable to a wide range of models. In particular, we develop a sieve maximum likelihood estimator for a general semi-parametric class of ODE models as an illustrative example. We also establish a general sieve M-theorem for bundled parameters and show that the proposed sieve estimator is consistent and asymptotically normal, and achieves the semi-parametric efficiency bound. The finite sample performance of the proposed estimator is examined in simulation studies and a real-world data example.
التعليقات
جاري جلب التعليقات جاري جلب التعليقات
سجل دخول لتتمكن من متابعة معايير البحث التي قمت باختيارها
mircosoft-partner

هل ترغب بارسال اشعارات عن اخر التحديثات في شمرا-اكاديميا