RPEM: Randomized Monte Carlo parametric expectation maximization algorithm
Abstract Inspired from quantum Monte Carlo, by sampling discrete and continuous variables at the same time using the Metropolis–Hastings algorithm, we present a novel, fast, and accurate high performance Monte Carlo Parametric Expectation Maximization (MCPEM) algorithm. We named it Randomized Parame...
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Main Authors: | Rong Chen, Alan Schumitzky, Alona Kryshchenko, Keith Nieforth, Michael Tomashevskiy, Shuhua Hu, Romain Garreau, Julian Otalvaro, Walter Yamada, Michael N. Neely |
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Format: | Article |
Language: | English |
Published: |
Wiley
2024-05-01
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Series: | CPT: Pharmacometrics & Systems Pharmacology |
Online Access: | https://doi.org/10.1002/psp4.13113 |
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