A SAEM algorithm for fused lasso penalized Non Linear Mixed Effect Models: Application to group comparison in pharmacokinetics

作者：Oilier Edouard^*; Samson Adeline; Delavenne Xavier; Viallon Vivian

来源：Computational Statistics & Data Analysis, 2016, 95: 207-221.

DOI：10.1016/j.csda.2015.10.006

• Nonlinear mixed effect model
• SAEM algorithm
• Fused lasso
• Group comparison
• Pharmacokinetics

Nonlinear mixed effect models are classical tools to analyze nonlinear longitudinal data in many fields such as population pharmacokinetics. Groups of observations are usually compared by introducing the group affiliations as binary covariates with a reference group that is stated among the groups. This approach is relatively limited as it allows only the comparison of the reference group to the others. The proposed method compares groups using a penalized likelihood approach. Groups are described by the same structural model but with parameters that are group specific. The likelihood is penalized with a fused lasso penalty that induces sparsity in the differences between groups for both fixed effects and variances of random effects. A penalized Stochastic Approximation EM algorithm is proposed that is coupled to Alternating Direction Method Multipliers to solve the maximization step. An extensive simulation study illustrates the performance of this algorithm when comparing more than two groups. Then the approach is applied to real data from two pharmacokinetic drug-drug interaction trials.

• 出版日期2016-3
• 单位INRIA