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Parameter Estimation of Population Pharmacokinetic Models with Stochastic Differential Equations: Implementation of an Estimation Algorithm

Author

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  • Fang-Rong Yan
  • Ping Zhang
  • Jun-Lin Liu
  • Yu-Xi Tao
  • Xiao Lin
  • Tao Lu
  • Jin-Guan Lin

Abstract

Population pharmacokinetic (PPK) models play a pivotal role in quantitative pharmacology study, which are classically analyzed by nonlinear mixed-effects models based on ordinary differential equations. This paper describes the implementation of SDEs in population pharmacokinetic models, where parameters are estimated by a novel approximation of likelihood function. This approximation is constructed by combining the MCMC method used in nonlinear mixed-effects modeling with the extended Kalman filter used in SDE models. The analysis and simulation results show that the performance of the approximation of likelihood function for mixed-effects SDEs model and analysis of population pharmacokinetic data is reliable. The results suggest that the proposed method is feasible for the analysis of population pharmacokinetic data.

Suggested Citation

  • Fang-Rong Yan & Ping Zhang & Jun-Lin Liu & Yu-Xi Tao & Xiao Lin & Tao Lu & Jin-Guan Lin, 2014. "Parameter Estimation of Population Pharmacokinetic Models with Stochastic Differential Equations: Implementation of an Estimation Algorithm," Journal of Probability and Statistics, Hindawi, vol. 2014, pages 1-8, November.
  • Handle: RePEc:hin:jnljps:836518
    DOI: 10.1155/2014/836518
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