Estimating reaction model parameter uncertainty with Markov Chain Monte Carlo

被引:15
|
作者
Albrecht, Jacob [1 ]
机构
[1] Bristol Myers Squibb Co, New Brunswick, NJ 08901 USA
关键词
Markov Chain Monte Carlo (MCMC); Non-parametric statistics; Chemical kinetic modeling; Nonlinear regression; ICH Q8 DEFINITION; CONFIDENCE-INTERVALS; DESIGN; REGIONS;
D O I
10.1016/j.compchemeng.2012.07.011
中图分类号
TP39 [计算机的应用];
学科分类号
081203 ; 0835 ;
摘要
Predicting the performance of chemical reactions with a mechanistic model is desired during the development of pharmaceutical and other high value chemical syntheses. Model parameters usually must be regressed to experimental observations. However, experimental error may not follow conventional distributions and the validity of common statistical assumptions used for regression should be examined when fitting mechanistic models. This paper compares different techniques to estimate parameter confidence for reaction models encountered in pharmaceutical manufacturing, simulated with either normally distributed or experimentally measured noise. Confidence intervals were calculated following standard linear approaches and two Markov Chain Monte Carlo algorithms utilizing a Bayesian approach to parameter estimation: one assuming a normal error distribution, and a new non-parametric likelihood function. While standard frequentist approaches work well for simpler nonlinear models and normal distributions, only MCMC accurately estimates uncertainty when the system is highly nonlinear, and can account for any measurement bias via customized likelihood functions. (C) 2012 Elsevier Ltd. All rights reserved.
引用
收藏
页码:14 / 28
页数:15
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