Abstract
Sometimes a scientist has prior information regarding the parameters in a model. Previous studies may have already reported a drug’s clearance or an expert may have an estimate for some pharmacodynamic parameter. Bayesian models take into account this prior information to provide new estimates that balance the prior information and the likelihood of the observed data. Modeling within Bayesian framework is introduced in this chapter, as are topics unique to Bayesian modeling: stochastic estimation via Markov Chain Monte Carlo, choosing the prior, model selection, and model averaging. Two examples are provided: development of a Bayesian pharmacokinetic model for quinidine and development of a model for time to steady state of pharmacokinetic data.
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Notes
- 1.
If both the prior probability density and the posterior probability density are of the same family (e.g., the normal distribution, which is technically a member of the exponential family of distributions), the prior is said to be conjugate to the likelihood. Conjugate priors were often used to facilitate a closed-form solution to the posterior. For example, a Poisson likelihood with a gamma prior results in a gamma posterior.
- 2.
Named after Andrei Markov, a Russian mathematician (1856–1922), whose Master’s degree thesis was once credited by Chebyshev as being one of the finest achievements of his school and perhaps even all of Russian mathematics.
- 3.
David Spiegelhalter, one of the creators of the BUGS software, writes in the BUGS User Manual for the user to “Beware – Gibbs sampling can be dangerous!”
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Recommended Reading
Kass RE, Carlin BP, Gelman A, and Neal RM. Markov chain Monte Carlo in practice: a roundtable discussion. American Statistician 1998; 52: 93-100.
Duffull SB, Friberg LE, Dansirikul C. Bayesian hierarchical modeling with Markov Chain Monte Carlo methods. In: Pharmacometrics: The Science of Quantitative Pharmacology, (Eds: Ette EI and Williams PJ). John Wiley & Sons, Inc., 2007, pp. 137-164.
Ntzoufras I. Bayesian Modeling using WinBUGS. John Wiley & Sons, Hoboken, NJ.
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Bonate, P.L. (2011). Bayesian Modeling. In: Pharmacokinetic-Pharmacodynamic Modeling and Simulation. Springer, Boston, MA. https://doi.org/10.1007/978-1-4419-9485-1_10
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