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  1. NIIテクニカル・レポート

NII Technical Report (NII-2020-002E):Cluster Gauss-Newton method for finding multiple approximate minimisers of nonlinear least squares problems with applications to parameter estimation of pharmacokinetic models

https://doi.org/10.20736/0002000370
https://doi.org/10.20736/0002000370
28d2b000-08a2-4e45-9a73-fce9d633a99b
名前 / ファイル ライセンス アクション
20-002E.pdf NII Technical Report (NII-2020-002E):Cluster Gauss-Newton method for finding multiple approximate minimisers of nonlinear least squares problems with applications to parameter estimation of pharmacokinetic models (6.4 MB)
Item type レポート / Report(1)
公開日 2022-06-09
タイトル
言語 en
タイトル NII Technical Report (NII-2020-002E):Cluster Gauss-Newton method for finding multiple approximate minimisers of nonlinear least squares problems with applications to parameter estimation of pharmacokinetic models
言語
言語 eng
キーワード
言語 ja
主題Scheme Other
主題 テクニカルレポート
キーワード
言語 en
主題Scheme Other
主題 Technical Report
資源タイプ
資源 http://purl.org/coar/resource_type/c_6501
タイプ departmental bulletin paper
ID登録
ID登録 10.20736/0002000370
ID登録タイプ JaLC
著者 青木, 康憲

× 青木, 康憲

ja 青木, 康憲

en Aoki, Yasunori

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速水, 謙

× 速水, 謙

ja 速水, 謙

en Hayami, Ken

Search repository
年本, 広太

× 年本, 広太

ja 年本, 広太

en Toshimoto, Kota

Search repository
杉山, 雄一

× 杉山, 雄一

ja 杉山, 雄一

en Sugiyama, Yuichi

Search repository
抄録
内容記述タイプ Abstract
内容記述 Parameter estimation problems of mathematical models can often be formulated as nonlinear least squares problems. Typically these problems are solved numerically using iterative methods. The local minimiser obtained using these iterative methods usually depends on the choice of the initial iterate. Thus, the estimated parameter and subsequent analyses using it depend on the choice of the initial iterate. One way to reduce the analysis bias due to the choice of the initial iterate is to repeat the algorithm from multiple initial iterates (i.e. use a multi-start method). However, the procedure can be computationally intensive and is not always used in practice. To overcome this problem, we pro-pose the Cluster Gauss-Newton (CGN) method, an e cient algorithm for nding multiple approximate minimisers of nonlinear-least squares problems. CGN simultaneously solves the nonlinear least squares problem from multiple initial iterates. Then, CGN iteratively improves the solutions from these initial iterates similarly to the Gauss-Newton method. However, it uses a global linear approximation instead of the Jacobian. The global linear approximations are computed collectively among all the iterates to minimise the computational cost. We use physiologically based pharmacokinetic (PBPK) models used in pharmaceutical drug development to demonstrate its use and show that CGN is computationally more e cient and more robust against local minima compared to the standard Levenberg-Marquardt method, as well as state-of-the art multi-start and derivative-free methods.
言語 en
書誌情報 ja : NIIテクニカル・レポート
en : NII Technical Report

p. 1-32, 発行日 2020-04-13
出版者
言語 ja
出版者 国立情報学研究所
ISSN
収録物識別子タイプ ISSN
収録物識別子 1346-5597
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