RPEM: Randomized Monte Carlo parametric expectation maximization algorithm.

Inspired from quantum Monte Carlo, by sampling discrete and continuous variables at the same time using the Metropolis-Hastings algorithm, we present a novel, fast, and accurate high performance Monte Carlo Parametric Expectation Maximization (MCPEM) algorithm. We named it Randomized Parametric Expectation Maximization (RPEM). We compared RPEM with NONMEM's Importance Sampling Method (IMP), Monolix's Stochastic Approximation Expectation Maximization (SAEM), and Certara's Quasi-Random Parametric Expectation Maximization (QRPEM) for a realistic two-compartment voriconazole model with ordinary differential equations using simulated data. We show that RPEM is as fast and as accurate as the algorithms IMP, QRPEM, and SAEM for the voriconazole model in reconstructing the population parameters, for the normal and log-normal cases.

An Algorithm for Nonparametric Estimation of a Multivariate Mixing Distribution with Applications to Population Pharmacokinetics.

Population pharmacokinetic (PK) modeling has become a cornerstone of drug development and optimal patient dosing. This approach offers great benefits for datasets with sparse sampling, such as in pediatric patients, and can describe between-patient variability. While most current algorithms assume normal or log-normal distributions for PK parameters, we present a mathematically consistent nonparametric maximum likelihood (NPML) method for estimating multivariate mixing distributions without any assumption about the shape of the distribution. This approach can handle distributions with any shape for all PK parameters. It is shown in convexity theory that the NPML estimator is discrete, meaning that it has finite number of points with nonzero probability. In fact, there are at most N points where N is the number of observed subjects. The original infinite NPML problem then becomes the finite dimensional problem of finding the location and probability of the support points. In the simplest case, each point essentially represents the set of PK parameters for one patient. The probability of the points is found by a primal-dual interior-point method; the location of the support points is found by an adaptive grid method. Our method is able to handle high-dimensional and complex multivariate mixture models. An important application is discussed for the problem of population pharmacokinetics and a nontrivial example is treated. Our algorithm has been successfully applied in hundreds of published pharmacometric studies. In addition to population pharmacokinetics, this research also applies to empirical Bayes estimation and many other areas of applied mathematics. Thereby, this approach presents an important addition to the pharmacometric toolbox for drug development and optimal patient dosing.

NPEST: a nonparametric method and a database for transcription start site prediction.

In this paper we present NPEST, a novel tool for the analysis of expressed sequence tags (EST) distributions and transcription start site (TSS) prediction. This method estimates an unknown probability distribution of ESTs using a maximum likelihood (ML) approach, which is then used to predict positions of TSS. Accurate identification of TSS is an important genomics task, since the position of regulatory elements with respect to the TSS can have large effects on gene regulation, and performance of promoter motif-finding methods depends on correct identification of TSSs. Our probabilistic approach expands recognition capabilities to multiple TSS per locus that may be a useful tool to enhance the understanding of alternative splicing mechanisms. This paper presents analysis of simulated data as well as statistical analysis of promoter regions of a model dicot plant Arabidopsis thaliana. Using our statistical tool we analyzed 16520 loci and developed a database of TSS, which is now publicly available at www.glacombio.net/NPEST.