RE: BAYES Estimation: OBJECTIVE FUNCTION IS INFINITE

Hi Xinting, I frequently use METH=BAYES and have had the same observation at various occasions. First let me say that BAYES a wonderful estimation engine that has helped me to model PK, PKPD and odd-type data in cases where FOCE failed, even where SAEM and IMP(MAP) failed (recently shown at PAGE). In all situations of infinite OFV I managed to get it to run by making sure the search would not lead to extremely large or extremely small ( positive ) numbers. For example if you are looking for a power estimate and you have some idea about it going to be in the order of 1, then ensure that your safety valves in the code prevent it from going close to zero or larger than e.g. 3 (arbitrary number). While the estimate at extreme values may not be problematic per se, one could think that in combination with the other parameters (I believe BAYES considers all parameters ‘completely free to choose’ within the initial estimate bounds during estimation) completely weird predictions could lead to the OFV being blown up. If I read about your problem being high-dimensional, there may be many relationships in your model at large to make the OFV go poof. One argument against directing the parameters in a certain direction is that it may introduce bias, so it comes at a certain cost. Furthermore I can recommend to look into the bayes.ext file you’re writing to disk and you may see at what parameter combinations OFV goes bazurk; that may inform you further on extreme values. Apparently BAYES is more flexible in the search which provides combinations of parameters that will send the OFV into the wild. Perhaps Bob Bauer can add some insights here – I know too little about what happens under the hood. By the way, why are you considering BAYES when you get SAEM and IMP to run just fine? Why not use SAEM results and run IMP with EONLY=1 afterwards? Hope this helps, Klaas Prins ________________________________________ Klaas Prins, PhD Vice President EU [QPharmetra_noTag_FA little.png] +31 618 802 292 (M) +31 248 457 290 (O) [email protected]<mailto:[email protected]> This e-mail communication is confidential and is intended only for the individual(s) or entity named above and others who have been specifically authorized to receive it. If you are not the intended recipient, please do not read, copy, use or disclose the contents of this communication to others. Please notify the sender that you have received this e-mail in error by replying to the e-mail or by telephoning +31 618 802 292. Please then delete the e-mail and any copies of it. Thank you.