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Improved numerical stability for the bounded integer model

This article highlights some numerical challenges when implementing the bounded integer model for composite score modeling and suggests an improved implementation. The improvement is based on an approximation of the logarithm of the error function. After presenting the derivation of the improved imp...

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Detalles Bibliográficos
Autores principales: Ueckert, Sebastian, Karlsson, Mats O.
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer US 2020
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8060183/
https://www.ncbi.nlm.nih.gov/pubmed/33242184
http://dx.doi.org/10.1007/s10928-020-09727-8
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author Ueckert, Sebastian
Karlsson, Mats O.
author_facet Ueckert, Sebastian
Karlsson, Mats O.
author_sort Ueckert, Sebastian
collection PubMed
description This article highlights some numerical challenges when implementing the bounded integer model for composite score modeling and suggests an improved implementation. The improvement is based on an approximation of the logarithm of the error function. After presenting the derivation of the improved implementation, the article compares the performance of the algorithm to a naive implementation of the log-likelihood using both simulations and a real data example. In the simulation setting, the improved algorithm yielded more precise and less biased parameter estimates when the within-subject variability was small and estimation was performed using the Laplace algorithm. The estimation results did not differ between implementations when the SAEM algorithm was used. For the real data example, bootstrap results differed between implementations with the improved implementation producing identical or better objective function values. Based on the findings in this article, the improved implementation is suggested as the new default log-likelihood implementation for the bounded integer model. ELECTRONIC SUPPLEMENTARY MATERIAL: The online version of this article (10.1007/s10928-020-09727-8) contains supplementary material, which is available to authorized users.
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spelling pubmed-80601832021-05-05 Improved numerical stability for the bounded integer model Ueckert, Sebastian Karlsson, Mats O. J Pharmacokinet Pharmacodyn Original Paper This article highlights some numerical challenges when implementing the bounded integer model for composite score modeling and suggests an improved implementation. The improvement is based on an approximation of the logarithm of the error function. After presenting the derivation of the improved implementation, the article compares the performance of the algorithm to a naive implementation of the log-likelihood using both simulations and a real data example. In the simulation setting, the improved algorithm yielded more precise and less biased parameter estimates when the within-subject variability was small and estimation was performed using the Laplace algorithm. The estimation results did not differ between implementations when the SAEM algorithm was used. For the real data example, bootstrap results differed between implementations with the improved implementation producing identical or better objective function values. Based on the findings in this article, the improved implementation is suggested as the new default log-likelihood implementation for the bounded integer model. ELECTRONIC SUPPLEMENTARY MATERIAL: The online version of this article (10.1007/s10928-020-09727-8) contains supplementary material, which is available to authorized users. Springer US 2020-11-26 2021 /pmc/articles/PMC8060183/ /pubmed/33242184 http://dx.doi.org/10.1007/s10928-020-09727-8 Text en © The Author(s) 2020 https://creativecommons.org/licenses/by/4.0/Open AccessThis article is licensed under a Creative Commons Attribution 4.0 International License, which permits use, sharing, adaptation, distribution and reproduction in any medium or format, as long as you give appropriate credit to the original author(s) and the source, provide a link to the Creative Commons licence, and indicate if changes were made. The images or other third party material in this article are included in the article's Creative Commons licence, unless indicated otherwise in a credit line to the material. If material is not included in the article's Creative Commons licence and your intended use is not permitted by statutory regulation or exceeds the permitted use, you will need to obtain permission directly from the copyright holder. To view a copy of this licence, visit http://creativecommons.org/licenses/by/4.0/ (https://creativecommons.org/licenses/by/4.0/) .
spellingShingle Original Paper
Ueckert, Sebastian
Karlsson, Mats O.
Improved numerical stability for the bounded integer model
title Improved numerical stability for the bounded integer model
title_full Improved numerical stability for the bounded integer model
title_fullStr Improved numerical stability for the bounded integer model
title_full_unstemmed Improved numerical stability for the bounded integer model
title_short Improved numerical stability for the bounded integer model
title_sort improved numerical stability for the bounded integer model
topic Original Paper
url https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8060183/
https://www.ncbi.nlm.nih.gov/pubmed/33242184
http://dx.doi.org/10.1007/s10928-020-09727-8
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