Section: New Results
Nonlinear mixed effects model
Participants : Marc Lavielle, Maud Delattre, Julie Marcelin, Benoît Charles.
The monolix group (http://software.monolix.org ), co-chaired by Marc Lavielle, develops activities in the field of mixed effect models. This group involves scientists with different backgrounds, interested both in the study and applications of these models.
A promising collaboration started in 2009 with Pierre Del Moral (INRIA, ALEA) who is a well-known specialist in the field of stochastic algorithms. Collaborations with the MONOLIX team are mainly related with the estimation in mixed models defined by stochastic differential equations. For linear SDE systems, the Kalman filter is combined with the SAEM algorithm. Particle filters is a promising solution for non linear systems. Pierre Del Moral cosupervises with Marc Lavielle the PhD thesis of Julie Marcelin who is working on this topic of main interest for practical applications (PKPD models, glucose/insulin models for example).
This collaboration with the ALEA team is concerned with several other difficult (and important) problems: