论文标题
贝叶斯的概率设计空间表征的方法:嵌套采样策略
Bayesian Approach to Probabilistic Design Space Characterization: A Nested Sampling Strategy
论文作者
论文摘要
在药物制造中借用的质量,可以在计算方法和工具上取决于能够准确定量预测设计空间的计算方法和工具。本文研究了贝叶斯设计空间表征的方法,该方法确定了可行性概率,可以用作从业者的可靠性和风险。提出了嵌套采样的改编---提出了一种蒙特卡洛技术来计算贝叶斯证据---提出了。嵌套采样算法通过概率可行性增加,直到达到所需的可靠性水平,通过区域保持了一组实时点。此外,它利用贝叶斯统计数据利用有效的策略来在搜索过程中产生替代建议。通过一个简单的数值示例和两个工业案例研究,该算法的特征和优势被证明。结果表明,嵌套采样可以胜过常规的蒙特卡洛采样,并在低维设计空间问题中具有基于灵活性的优化技术具有竞争力。还讨论并说明了利用采样设计空间以使用机器学习技术重建可行性概率图的实际方面。最后,在存在复杂的动态模型和重要模型不确定性的情况下,在更高维度的问题上证明了嵌套采样的有效性。
Quality by design in pharmaceutical manufacturing hinges on computational methods and tools that are capable of accurate quantitative prediction of the design space. This paper investigates Bayesian approaches to design space characterization, which determine a feasibility probability that can be used as a measure of reliability and risk by the practitioner. An adaptation of nested sampling---a Monte Carlo technique introduced to compute Bayesian evidence---is presented. The nested sampling algorithm maintains a given set of live points through regions with increasing probability feasibility until reaching a desired reliability level. It furthermore leverages efficient strategies from Bayesian statistics for generating replacement proposals during the search. Features and advantages of this algorithm are demonstrated by means of a simple numerical example and two industrial case studies. It is shown that nested sampling can outperform conventional Monte Carlo sampling and be competitive with flexibility-based optimization techniques in low-dimensional design space problems. Practical aspects of exploiting the sampled design space to reconstruct a feasibility probability map using machine learning techniques are also discussed and illustrated. Finally, the effectiveness of nested sampling is demonstrated on a higher-dimensional problem, in the presence of a complex dynamic model and significant model uncertainty.