Parameter estimation in non-linear mixed effects models with SAEM algorithm: extension from ODE to PDE

In this HAL v2: correction of a bibtex bug for the now duly referenced book [20] and special issue [9]. Added link to sample code (matlab - monolix); International audience; Parameter estimation in non linear mixed effects models requires a large number of evaluations of the model to study. For ordinary differential equations, the overall computation time remains reasonable. However when the model itself is complex (for instance when it is a set of partial differential equations) it may be time consuming to evaluate it for a single set of parameters. The procedures of population parametrization (for instance using SAEM algorithms) are then very long and in some cases impossible to do within a reasonable time. We propose here a very simple methodology which may accelerate population parametrization of complex models, including partial differential equations models. We illustrate our method on the classical KPP equation.