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RE: [NMusers] ISAMPLE under SAEM and IMP

From: Henrik B. Nyberg <hnyberg_at_mango-solutions.com>
Date: Wed, 8 Apr 2015 08:49:36 +0000

Dear Xinting,

While I’m no expert in depth I will try to explain my understanding. ISAMPLE means different things in IMP and in SAEM. In IMP it is the number of random samples per individual, that are used to adjust the area of the sampling density. This has a much smaller impact than raising the ISAMPLE in SAEM.

In SAEM ISAMPLE is instead the number of parameter vectors (Phis) that are generated in mode 1 of MCMC expectation part of SAEM. Each Phi is generated for an individual from the proposal density. The proposal and backwards densities are evaluated for each Phi and the joint density is evaluated for the current and the proposed Phi. A test statistic is generated and if the test agrees the new vector of parameters is accepted.

I think you can simplify it to: A higher ISAMPLE increases the number of parameter sets evaluated per individual in each step.

You can control the aspects of mode 1, mode 1A and so on more precisely using the ISAMPLE_M1 etcetera options. All in all it is hard to find a set of options that suits your specific problem, but perhaps someone on the list can help you if you can share some more characteristics of your problem. If you have access to NM73 I can recommend the AUTO=1 setting which has performed well for me. For further reading I think the Technical Guide is what you want to look at.

I hope that helps.

Best regards
Henrik B. Nyberg




From: owner-nmusers_at_globomaxnm.com [mailto:owner-nmusers_at_globomaxnm.com] On Behalf Of Xinting Wang
Sent: 08 April 2015 03:42
To: nmusers_at_globomaxnm.com
Subject: [NMusers] ISAMPLE under SAEM and IMP

Dear all,
I have a question regarding the setting of ISAMPLE under SAEM and IMP method in Nonmem 7.2.
I have noticed that in the NONMEM manual, the default setting of ISAMPLE for IMP is 300, and 2 for SAEM. Well it was well explained about the general guidance of ISAMPLE for IMP, i.e. might need to float to 1000-3000 in case of sparse samples. However, the setting for ISAMPLE under SAEM is not explained that much.
Additionally, in the examples provided in the manual most of ISAMPLE setting is in its hundreds or more for IMP, this option under SAEM is mostly 2. I understand that with a lower value the computation is fast, but why is there's such a big difference in terms of setting sample number per subject?
The reason I am asking this is because of a diffitulty to achieve convergence in the burn-in step using below estimation method:

$EST MET=SAEM INTER NBURN=2000 NITER=1000 PRINT=10 NOABORT NOPRIOR=0 ISAMPLE=2 SIGL=6 CTYPE=0
SEED=150159 FILE=Saem.ext

$EST MET=IMP INTER NITER=2000 ISAMPLE=1000 PRINT=10 SEED=150987 SIGL=6, CTYPE=3 FILE=Imp.ext
Thanks very much for your explanation.
Best Regards

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Xinting

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Received on Wed Apr 08 2015 - 04:49:36 EDT

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