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Journal Articles Journal of Pharmacokinetics and Pharmacodynamics Year : 2020

Well-tempered MCMC simulations for population pharmacokinetic models


A full Bayesian statistical treatment of complex pharmacokinetic or pharmacodynamic models, in particular in a population context, gives access to powerful inference, including on model structure. Markov Chain Monte Carlo (MCMC) samplers are typically used to estimate the joint posterior parameter distribution of interest. Among MCMC samplers, the simulated tempering algorithm (TMCMC) has a number of advantages: it can sample from sharp multi-modal posteriors; it provides insight into identifiability issues useful for model simplification; it can be used to compute accurate Bayes factors for model choice; the simulated Markov chains mix quickly and have assured convergence in certain conditions. The main challenge when implementing this approach is to find an adequate scale of auxiliary inverse temperatures (perks) and associated scaling constants. We solved that problem by adaptive stochastic optimization and describe our implementation of TMCMC sampling in the GNU MCSim software. Once a grid of perks is obtained, it is easy to perform posterior-tempered MCMC sampling or likelihood-tempered MCMC (thermodynamic integration, which bridges the joint prior and the posterior parameter distributions, with assured convergence of a single sampling chain). We compare TMCMC to other samplers and demonstrate its efficient sampling of multi-modal posteriors and calculation of Bayes factors in two stylized case-studies and two realistic population pharmacokinetic inference problems, one of them involving a large PBPK model.



Dates and versions

ineris-03318007 , version 1 (09-08-2021)



Frédéric Y. Bois, Nan-Hung Hsieh, Wang Gao, Weihsueh A. Chiu, Brad Reisfeld. Well-tempered MCMC simulations for population pharmacokinetic models. Journal of Pharmacokinetics and Pharmacodynamics, 2020, Accepté. ⟨10.1007/s10928-020-09705-0⟩. ⟨ineris-03318007⟩


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