RPEM: Randomized Monte Carlo Parametric Expectation Maximization Algorithm
Methodology
2022-12-26 v3
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.
Cite
@article{arxiv.2206.02077,
title = {RPEM: Randomized Monte Carlo Parametric Expectation Maximization Algorithm},
author = {Rong Chen and Alan Schumitzky and Alona Kryshchenko and Romain Garreau and Julian D. Otalvaro and Walter M. Yamada and Michael N. Neely},
journal= {arXiv preprint arXiv:2206.02077},
year = {2022}
}
Comments
28 pages, 6 figures, 2 tables