A general method to determine sampling windows for nonlinear mixed effects models with an application to population pharmacokinetic studies

Optimal design methods have been proposed to determine the best sampling times when sparse blood sampling is required in clinical pharmacokinetic studies. However, the optimal blood sampling time points may not be feasible in clinical practice. Sampling windows, a time interval for blood sample collection, have been proposed to provide flexibility in blood sampling times while preserving efficient parameter estimation. Because of the complexity of the population pharmacokinetic models, which are generally nonlinear mixed effects models, there is no analytical solution available to determine sampling windows. We propose a method for determination of sampling windows based on MCMC sampling techniques. The proposed method attains a stationary distribution rapidly and provides time-sensitive windows around the optimal design points. The proposed method is applicable to determine sampling windows for any nonlinear mixed effects model although our work focuses on an application to population pharmacokinetic models.

Exact series solutions of reactive transport models with general initial conditions

Exact solutions of partial differential equation models describing the transport and decay of single and coupled multispecies problems can provide insight into the fate and transport of solutes in saturated aquifers. Most previous analytical solutions are based on integral transform techniques, meaning that the initial condition is restricted in the sense that the choice of initial condition has an important impact on whether or not the inverse transform can be calculated exactly. In this work we describe and implement a technique that produces exact solutions for single and multispecies reactive transport problems with more general, smooth initial conditions. We achieve this by using a different method to invert a Laplace transform which produces a power series solution. To demonstrate the utility of this technique, we apply it to two example problems with initial conditions that cannot be solved exactly using traditional transform techniques.

Building macroscale models from microscale probabilistic models : a general probabilistic approach for nonlinear diffusion and multispecies phenomena

A discrete agent-based model on a periodic lattice of arbitrary dimension is considered. Agents move to nearest-neighbor sites by a motility mechanism accounting for general interactions, which may include volume exclusion. The partial differential equation describing the average occupancy of the agent population is derived systematically. A diffusion equation arises for all types of interactions and is nonlinear except for the simplest interactions. In addition, multiple species of interacting subpopulations give rise to an advection-diffusion equation for each subpopulation. This work extends and generalizes previous specific results, providing a construction method for determining the transport coefficients in terms of a single conditional transition probability, which depends on the occupancy of sites in an influence region. These coefficients characterize the diffusion of agents in a crowded environment in biological and physical processes.

Estimation for the general sample selection models

Consider a general regression model with an arbitrary and unknown link function and a stochastic selection variable that determines whether the outcome variable is observable or missing. The paper proposes U-statistics that are based on kernel functions as estimators for the directions of the parameter vectors in the link function and the selection equation, and shows that these estimators are consistent and asymptotically normal.

Sequential decision making in general state space models

Many problems in control and signal processing can be formulated as sequential decision problems for general state space models. However, except for some simple models one cannot obtain analytical solutions and has to resort to approximation. In this thesis, we have investigated problems where Sequential Monte Carlo (SMC) methods can be combined with a gradient based search to provide solutions to online optimisation problems. We summarise the main contributions of the thesis as follows. Chapter 4 focuses on solving the sensor scheduling problem when cast as a controlled Hidden Markov Model. We consider the case in which the state, observation and action spaces are continuous. This general case is important as it is the natural framework for many applications. In sensor scheduling, our aim is to minimise the variance of the estimation error of the hidden state with respect to the action sequence. We present a novel SMC method that uses a stochastic gradient algorithm to find optimal actions. This is in contrast to existing works in the literature that only solve approximations to the original problem. In Chapter 5 we presented how an SMC can be used to solve a risk sensitive control problem. We adopt the use of the Feynman-Kac representation of a controlled Markov chain flow and exploit the properties of the logarithmic Lyapunov exponent, which lead to a policy gradient solution for the parameterised problem. The resulting SMC algorithm follows a similar structure with the Recursive Maximum Likelihood(RML) algorithm for online parameter estimation. In Chapters 6, 7 and 8, dynamic Graphical models were combined with with state space models for the purpose of online decentralised inference. We have concentrated more on the distributed parameter estimation problem using two Maximum Likelihood techniques, namely Recursive Maximum Likelihood (RML) and Expectation Maximization (EM). The resulting algorithms can be interpreted as an extension of the Belief Propagation (BP) algorithm to compute likelihood gradients. In order to design an SMC algorithm, in Chapter 8 uses a nonparametric approximations for Belief Propagation. The algorithms were successfully applied to solve the sensor localisation problem for sensor networks of small and medium size.

An overview of sequential Monte Carlo methods for parameter estimation in general state-space models

Nonlinear non-Gaussian state-space models arise in numerous applications in control and signal processing. Sequential Monte Carlo (SMC) methods, also known as Particle Filters, are numerical techniques based on Importance Sampling for solving the optimal state estimation problem. The task of calibrating the state-space model is an important problem frequently faced by practitioners and the observed data may be used to estimate the parameters of the model. The aim of this paper is to present a comprehensive overview of SMC methods that have been proposed for this task accompanied with a discussion of their advantages and limitations.

Failure detectors and communication efficiency in the crash and general omisión failure models

122 p.

A general framework for integrating environmental time series into stock assessment models: model description, simulation testing, and example

We present a method to integrate environmental time series into stock assessment models and to test the significance of correlations between population processes and the environmental time series. Parameters that relate the environmental time series to population processes are included in the stock assessment model, and likelihood ratio tests are used to determine if the parameters improve the fit to the data significantly. Two approaches are considered to integrate the environmental relationship. In the environmental model, the population dynamics process (e.g. recruitment) is proportional to the environmental variable, whereas in the environmental model with process error it is proportional to the environmental variable, but the model allows an additional temporal variation (process error) constrained by a log-normal distribution. The methods are tested by using simulation analysis and compared to the traditional method of correlating model estimates with environmental variables outside the estimation procedure. In the traditional method, the estimates of recruitment were provided by a model that allowed the recruitment only to have a temporal variation constrained by a log-normal distribution. We illustrate the methods by applying them to test the statistical significance of the correlation between sea-surface temperature (SST) and recruitment to the snapper (Pagrus auratus) stock in the Hauraki Gulf–Bay of Plenty, New Zealand. Simulation analyses indicated that the integrated approach with additional process error is superior to the traditional method of correlating model estimates with environmental variables outside the estimation procedure. The results suggest that, for the snapper stock, recruitment is positively correlated with SST at the time of spawning.

An overview of Sequential Monte Carlo methods for parameter estimation in general state-space models

Nonlinear non-Gaussian state-space models arise in numerous applications in control and signal processing. Sequential Monte Carlo (SMC) methods, also known as Particle Filters, provide very good numerical approximations to the associated optimal state estimation problems. However, in many scenarios, the state-space model of interest also depends on unknown static parameters that need to be estimated from the data. In this context, standard SMC methods fail and it is necessary to rely on more sophisticated algorithms. The aim of this paper is to present a comprehensive overview of SMC methods that have been proposed to perform static parameter estimation in general state-space models. We discuss the advantages and limitations of these methods. © 2009 IFAC.

Discussion on the basic mathematical models of neurons - Double synaptic weight neuron in general-purpose neurocomputer, theory and application

Based on the introduction of the traditional mathematical models of neurons in general-purpose neurocomputer, a novel all-purpose mathematical model-Double synaptic weight neuron (DSWN) is presented, which can simulate all kinds of neuron architectures, including Radial-Basis-Function (RBF) and Back-propagation (BP) models, etc. At the same time, this new model is realized using hardware and implemented in the new CASSANN-II neurocomputer that can be used to form various types of neural networks with multiple mathematical models of neurons. In this paper, the flexibility of the new model has also been described in constructing neural networks and based on the theory of Biomimetic pattern recognition (BPR) and high-dimensional space covering, a recognition system of omni directionally oriented rigid objects on the horizontal surface and a face recognition system had been implemented on CASSANN-H neurocomputer. The result showed DSWN neural network has great potential in pattern recognition.

A general approach to validating evacuation models with an application to EXODUS

Too often, validation of computer models is considered as a "once and forget" task. In this paper a systematic and graduated approach to evacua tion model validation is suggested.