Model random parameters

Overview Reconciliation adjusts the measurements to close constraints subject to their uncertainty. The numerical methods for reconciliation are based on the restriction that the measurements are only subject to random errors. Since all measurements have some unknown bias, this restriction is violated. The resultant adjusted measurements propagate these biases. Since troubleshooting, model development, ana parameter estimation will ultimately be based on these adjusted measurements, the biases will be incorporated into the conclusions, models, and parameter estimates. This potentially leads to errors in operation, control, and design. 

Figure 47. The robustness of metabolic states. Shown is the probability that a randomly chosen state is unstable. Starting with initially 100% stable models, the parameters are subject to increasing perturbations of strength p, corresponding to a random walk in parameter space. (A) The initial states are chosen randomly from the parameter space. (B) The initial states are confined to a small region with 0.01 < < 0. Note that the state Catp exhibits a rapid decay in stability. The data...

Although it is beyond the scope of this presentation, it can be shown that if the model yj. = 0 + r, is a true representation of the behavior of the system, then the three sui.. s of squares SS and divided by the associated degrees of freedom (2, 1, and 1 respectively for this example) will all provide unbiased estimates of and there will not be significant differences among these estimates. If y, = 0 + r, is not the true model, the parameter estimate will still be a good estimate of the purely experimental uncertainty, (the estimate of purely experimental uncertainty is independent of any model - see Sections 5.5 and 5.6). The parameter estimate however, will be inflated because it now includes a non-random contribution from a nonzero difference between the mean of the observed replicate responses, y, and the responses predicted by the model, y, (see Equation 6.13). The less likely it is that y, - 0 + r, is the true model, the more biased and therefore larger should be the term Si f compared to 5. ... 

Eurthermore, uncertainties in the exposure assessment should also be taken into account. However, no generally, internationally accepted principles for addressing these uncertainties have been developed. For predicted exposure estimates, an uncertainty analysis involving the determination of the uncertainty in the model output value, based on the collective uncertainty of the model input parameters, can be performed. The usual approach for assessing this uncertainty is the Monte Carlo simulation. This method starts with an analysis of the probability distribution of each of the variables in the uncertainty analysis. In the simulation, one random value from each distribution curve is drawn to produce an output value. This process is repeated many times to produce a complete distribution curve for the output parameter. 

To ensure that the original information structure associated with the decision process sequence is honored, for each of the products whose demand is uncertain, the number of new constraints to be added to the stochastic model counterpart, replacing the original deterministic constraint, corresponds to the number of scenarios. Herein lies a demonstration of the fact that the size of a recourse model increases exponentially since the total number of scenarios grows exponentially with the number of random parameters. In general, the new constraints take the form ... 

Uncertainty analysis for multiparameter models may require assigning sampling distributions to many random parameters. In which case, a single value is drawn from each of the respective sampling distributions during each Monte Carlo iteration. After each random draw, the generated values of the random parameters... 

First-order error analysis is a method for propagating uncertainty in the random parameters of a model into the model predictions using a fixed-form equation. This method is not a simulation like Monte Carlo but uses statistical theory to develop an equation that can easily be solved on a calculator. The method works well for linear models, but the accuracy of the method decreases as the model becomes more nonlinear. As a general rule, linear models that can be written down on a piece of paper work well with Ist-order error analysis. Complicated models that consist of a large number of pieced equations (like large exposure models) cannot be evaluated using Ist-order analysis. To use the technique, each partial differential equation of each random parameter with respect to the model must be solvable. 

Variance components A statistical technique for factoring the total variance in a random parameter into its component parts. Typically, a model is defined that represents the experimenter s understanding of the variance components. This model is used to separate the variance components. The model is called a variance components model. 

We randomly perturb the ground state and evolve the perturbation with a given wave vector k in time numerically, searching for any exponential increase of its amplitude which would be a signature of the instability. An example of such a perturbation is presented in Fig. 21. For all velocity field models, the parameter space... 

A key factor in modeling is parameter estimation. One usually needs to fit the established model to experimental data in order to estimate the parameters of the model both for simulation and control. However, a task so common in a classical system is quite difficult in a chaotic one. The sensitivity of the system s behavior to the initial conditions and the control parameters makes it very hard to assess the parameters using tools such as least squares fitting. However, efforts have been made to deal with this problem [38]. For nonlinear data analysis, a combination of statistical and mathematical tests on the data to discern inner relationships among the data points (determinism vs. randomness), periodicity, quasiperiodicity, and chaos are used. These tests are in fact nonparametric indices. They do not reveal functional relationships, but rather directly calculate process features from time-series records. For example, the calculation of the dimensionality of a time series, which results from the phase space reconstruction procedure, as well as the Lyapunov exponent are such nonparametric indices. Some others are also commonly used ... 

Beyond pharmacokinetics and pharmacodynamics, population modeling and parameter estimation are applications of a statistical model that has general validity, the nonlinear mixed effects model. The model has wide applicability in all areas, in the biomedical science and elsewhere, where a parametric functional relationship between some input and some response is studied and where random variability across individuals is of concern [458]. 

When one or more input process variable and some process and non-process parameters are characterized by means of a random distribution (frequently normal distributions), the class of non-deterministic models or of models with random parameters is introduced. Many models with distributed parameters present the state of models with random parameters at the same time. 

It is difficult to calculate the likelihood of the data for most pharmacokinetic models because of the nonlinear dependence of the observations on the random parameters rj,- and, possibly, Sy. To deal with these problems, several approximate methods have been proposed. These methods, apart from the approximation, differ widely in their representation of the probability distribution of interindividual random effects. 

Variable and random parameters in pore structure modeling... 

The multifractal behavior of time series such as SRV, HRV, and BRV can be modeled using a number of different formalisms. For example, a random walk in which a multiplicative coefficient in the random walk is itself made random becomes a multifractal process [59,60], This approach was developed long before the identification of fractals and multifractals and may be found in Feller s book [61] under the heading of subordination processes. The multifractal random walks have been used to model various physiological phenomena. A third method, one that involves an integral kernel with a random parameter, was used to model turbulent fluid flow [62], Here we adopt a version of the integral kernel, but one adapted to time rather than space series. The latter procedure is developed in Section IV after the introduction and discussion of fractional derivatives and integrals. 

Laird, N.M. 1990. Analysis of linear and non-linear growth models with random parameters. Pp. 329-343 in Advances in Statistical Methods for Genetic Improvement of Livestock, D. Gianola and K. Hammond, eds. Berlin Springer-Verlag. 

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