Parameter estimation of complex mixed models based on meta-model approach

被引:2
|
作者
Barbillon, Pierre [1 ]
Barthelemy, Celia [2 ]
Samson, Adeline [3 ,4 ]
机构
[1] Univ Paris Saclay, AgroParisTech, UMR MIA Paris, INRA, F-75005 Paris, France
[2] INRIA Saclay, Popix Team, F-91400 Orsay, France
[3] Univ Grenoble Alpes, LJK, F-38000 Grenoble, France
[4] CNRS, LJK, F-38000 Grenoble, France
关键词
Mixed models; Stochastic EM algorithm; MCMC methods; Gaussian process emulator; MAXIMUM-LIKELIHOOD-ESTIMATION; INCOMPLETE DATA; CONVERGENCE;
D O I
10.1007/s11222-016-9674-x
中图分类号
TP301 [理论、方法];
学科分类号
081202 ;
摘要
Complex biological processes are usually experimented along time among a collection of individuals, longitudinal data are then available. The statistical challenge is to better understand the underlying biological mechanisms. A standard statistical approach is mixed-effects model where the regression function is highly-developed to describe precisely the biological processes (solutions of multi-dimensional ordinary differential equations or of partial differential equation). A classical estimation method relies on coupling a stochastic version of the EM algorithm with a Monte Carlo Markov Chain algorithm. This algorithm requires many evaluations of the regression function. This is clearly prohibitive when the solution is numerically approximated with a time-consuming solver. In this paper a meta-model relying on a Gaussian process emulator is proposed to approximate the regression function, that leads to what is called a mixed meta-model. The uncertainty of the meta-model approximation can be incorporated in the model. A control on the distance between the maximum likelihood estimates of the mixed meta-model and the maximum likelihood estimates of the exact mixed model is guaranteed. Eventually, numerical simulations are performed to illustrate the efficiency of this approach.
引用
收藏
页码:1111 / 1128
页数:18
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