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arXiv 2407.09640math.STmath.CAstat.TH
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用于群体建模的协变量-参数关系的贝叶斯推断

Bayesian inference of covariate-parameter relationships for population modelling

Han Cheng Lie

AI总结:

针对群体建模中ODE-IVP参数不可直接测、需通过协变量推断参数关系的问题,结合Nickl等人的贝叶斯逆问题成果,证明了线性齐次场景下协变量-参数关系的后验收缩与Bernstein–von Mises结果,并用药代动力学实例验证。

摘要:

我们研究采用参数化常微分方程初值问题(ODE-IVP)的群体建模。对于从未知群体分布中随机抽取的每个个体,其对应的ODE-IVP参数无法直接测量,但可获得协变量向量,且对应ODE-IVP解的一个分量可在固定有限时间网格上被观测到。研究任务是识别将协变量向量映射到参数向量的协变量-参数关系。这类场景和问题常见于药代动力学领域:其中观测值为血药浓度,协变量为临床可观测指标,协变量-参数关系用于个性化给药。对于向量场由实数域$\boldsymbol{\rm \text{(}\boldsymbol{\rm \text{mathbb{R}}}\text{)}}$上可对角化矩阵定义的线性齐次ODE-IVP,在固定时间与随机协变量设计下,我们利用Nickl等人关于贝叶斯非线性统计逆问题的最新研究成果,证明了未知协变量-参数关系的后验收缩性和Bernstein–von Mises定理成立。我们通过药代动力学文献中的一个实例从解析层面验证了所得结果。

英文摘要:

We consider population modelling using parametrised ordinary differential equation initial value problems (ODE-IVPs). For each individual drawn randomly from the unknown population distribution, the corresponding parameters for the ODE-IVP cannot be measured directly, but a vector of covariates is given, and one component of the solution to the corresponding ODE-IVP is observed at a fixed finite time grid. The task is to identify a covariate-parameter relationship that maps covariate vectors to parameter vectors. Such settings and problems arise in pharmacokinetics, where the observations are blood drug concentrations, the covariates are clinically observable quantities, and the covariate-parameter relationship is used for personalised drug dosing. For linear homogeneous ODE-IVPs with vector fields defined by matrices that are diagonalisable over $\mathbb{R}$, and for fixed time and random covariate design, we use recent results of Nickl et al. for Bayesian nonlinear statistical inverse problems, to prove posterior contraction and Bernstein--von Mises results for the unknown covariate-parameter relationship. We analytically demonstrate our results on an example from the pharmacokinetics literature.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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