RPEM: Randomized Monte Carlo Parametric Expectation Maximization Algorithm
Preprint
Abstract
Inspired from quantum Monte Carlo, by using unbiased estimators all the time and sampling discrete and continuous variables at the same time using Metropolis algorithm, we present a novel, fast, and accurate high performance Monte Carlo Parametric Expectation Maximization (MCPEM) algorithm. We named it Randomized Parametric Expectation Maximization (RPEM). In particular, we compared RPEM with Monolix's SAEM and Certara's QRPEM for a realistic two-compartment Voriconazole model with ordinary differential equations (ODEs) and using simulated data. We show that RPEM is 3 to 4 times faster than SAEM and QRPEM, and more accurate than them in reconstructing the population parameters.Keywords
All Related Versions
This publication has 25 references indexed in Scilit:
- Deep distribution regressionComputational Statistics & Data Analysis, 2021
- Robust designs for dose–response studies: Model and labelling robustnessComputational Statistics & Data Analysis, 2021
- A novel method of marginalisation using low discrepancy sequences for integrated nested Laplace approximationsComputational Statistics & Data Analysis, 2021
- Comparing the performance of FOCE and different expectation-maximization methods in handling complex population physiologically-based pharmacokinetic modelsJournal of Pharmacokinetics and Pharmacodynamics, 2016
- An improved SAEM algorithm for maximum likelihood estimation in mixtures of non linear mixed effects modelsStatistics and Computing, 2013
- Population pharmacokinetic/pharmacodynamic mixture models via maximum a posteriori estimationComputational Statistics & Data Analysis, 2009
- Nonlinear random effects mixture models: Maximum likelihood estimation via the EM algorithmComputational Statistics & Data Analysis, 2007
- Maximum likelihood estimation in nonlinear mixed effects modelsComputational Statistics & Data Analysis, 2005
- M. H. Kalos and P. A. Whitlock: Monte Carlo Methods, Volume I: Basics, John Wiley and Sons, New York, Chichester, Brisbane, Toronto and Singapore 1986, Library of Congress QA298.K35 1986. 186 Seiten mit einem Index, Preis: £ 29.00Berichte der Bunsengesellschaft für physikalische Chemie, 1988
- Monte Carlo calculations of triton and 4He nuclei with the Reid potentialNuclear Physics A, 1981