arXiv subjects

Chris Elrod

Publications and source records attributed to Chris Elrod.

4 recordsLinked to original sources

arXiv2023

A Practitioner's Guide to Bayesian Inference in Pharmacometrics using Pumas

This paper provides a comprehensive tutorial for Bayesian practitioners in pharmacometrics using Pumas workflows. We start by giving a brief motivation of Bayesian inference for pharmacometrics highlighting limitations in existing software that Pumas addresses. We then follow by a description of all the steps of a standard Bayesian workflow for pharmacometrics using code snippets and examples. This includes: model definition, prior selection, sampling from the posterior, prior and posterior simulations and predictions, counter-factual simulations and predictions, convergence diagnostics, visual predictive checks, and finally model comparison with cross-validation. Finally, the background and intuition behind many advanced concepts in Bayesian statistics are explained in simple language. This includes many important ideas and precautions that users need to keep in mind when performing Bayesian analysis. Many of the algorithms, codes, and ideas presented in this paper are highly applicable to clinical research and statistical learning at large but we chose to focus our discussions on pharmacometrics in this paper to have a narrower scope in mind and given the nature of Pumas as a software primarily for pharmacometricians.

stat.AP↗

arXiv2022

Parallelizing Explicit and Implicit Extrapolation Methods for Ordinary Differential Equations

Numerically solving ordinary differential equations (ODEs) is a naturally serial process and as a result the vast majority of ODE solver software are serial. In this manuscript we developed a set of parallelized ODE solvers using extrapolation methods which exploit "parallelism within the method" so that arbitrary user ODEs can be parallelized. We describe the specific choices made in the implementation of the explicit and implicit extrapolation methods which allow for generating low overhead static schedules to then exploit with optimized multi-threaded implementations. We demonstrate that while the multi-threading gives a noticeable acceleration on both explicit and implicit problems, the explicit parallel extrapolation methods gave no significant improvement over state-of-the-art even with a multi-threading advantage against current optimized high order Runge-Kutta tableaus. However, we demonstrate that the implicit parallel extrapolation methods are able to achieve state-of-the-art performance (2x-4x) on standard multicore x86 CPUs for systems of $<200$ stiff ODEs solved at low tolerance, a typical setup for a vast majority of users of high level language equation solver suites. The resulting method is distributed as the first widely available open source software for within-method parallel acceleration targeting typical modest compute architectures.

math.NA↗

arXiv2021

Multi-Block Sparse Functional Principal Components Analysis for Longitudinal Microbiome Multi-Omics Data

Microbiome researchers often need to model the temporal dynamics of multiple complex, nonlinear outcome trajectories simultaneously. This motivates our development of multivariate Sparse Functional Principal Components Analysis (mSFPCA), extending existing SFPCA methods to simultaneously characterize multiple temporal trajectories and their inter-relationships. As with existing SFPCA methods, the mSFPCA algorithm characterizes each trajectory as a smooth mean plus a weighted combination of the smooth major modes of variation about the mean, where the weights are given by the component scores for each subject. Unlike existing SFPCA methods, the mSFPCA algorithm allows estimation of multiple trajectories simultaneously, such that the component scores, which are constrained to be independent within a particular outcome for identifiability, may be arbitrarily correlated with component scores for other outcomes. A Cholesky decomposition is used to estimate the component score covariance matrix efficiently and guarantee positive semi-definiteness given these constraints. Mutual information is used to assess the strength of marginal and conditional temporal associations across outcome trajectories. Importantly, we implement mSFPCA as a Bayesian algorithm using R and stan, enabling easy use of packages such as PSIS-LOO for model selection and graphical posterior predictive checks to assess the validity of mSFPCA models. Although we focus on application of mSFPCA to microbiome data in this paper, the mSFPCA model is of general utility and can be used in a wide range of real-world applications.

stat.ME↗

arXiv2020

BayesTime: Bayesian Functional Principal Components for Sparse Longitudinal Data

Modeling non-linear temporal trajectories is of fundamental interest in many application areas, such as in longitudinal microbiome analysis. Many existing methods focus on estimating mean trajectories, but it is also often of value to assess temporal patterns of individual subjects. Sparse principal components analysis (SFPCA) serves as a useful tool for assessing individual variation in non-linear trajectories; however its application to real data often requires careful model selection criteria and diagnostic tools. Here, we propose a Bayesian approach to SFPCA, which allows users to use the efficient leave-one-out cross-validation (LOO) with Pareto-smoothed importance sampling (PSIS) for model selection, and to utilize the estimated shape parameter from PSIS-LOO and also the posterior predictive checks for graphical model diagnostics. This Bayesian implementation thus enables careful application of SFPCA to a wide range of longitudinal data applications.

stat.ME↗