title: Parallel particle filters for online identification of mechanistic mathematical models of physiology from monitoring data: performance and real-time scalability in simulation scenarios.
abstract: OBJECTIVE
  Combining mechanistic mathematical models of physiology with quantitative observations using probabilistic inference may offer advantages over established approaches to computerized decision support in acute care medicine. Particle filters (PF) can perform such inference successively as data becomes available. The potential of PF for real-time state estimation (SE) for a model of cardiovascular physiology is explored using parallel computers and the ability to achieve joint state and parameter estimation (JSPE) given minimal prior knowledge tested.
  
  
  METHODS
  A parallelized sequential importance sampling/resampling algorithm was implemented and its scalability for the pure SE problem for a non-linear five-dimensional ODE model of the cardiovascular system evaluated on a Cray XT3 using up to 1,024 cores. JSPE was implemented using a state augmentation approach with artificial stochastic evolution of the parameters. Its performance when simultaneously estimating the 5 states and 18 unknown parameters when given observations only of arterial pressure, central venous pressure, heart rate, and, optionally, cardiac output, was evaluated in a simulated bleeding/resuscitation scenario.
  
  
  RESULTS
  SE was successful and scaled up to 1,024 cores with appropriate algorithm parametrization, with real-time equivalent performance for up to 10 million particles. JSPE in the described underdetermined scenario achieved excellent reproduction of observables and qualitative tracking of enddiastolic ventricular volumes and sympathetic nervous activity. However, only a subset of the posterior distributions of parameters concentrated around the true values for parts of the estimated trajectories.
  
  
  CONCLUSIONS
  Parallelized PF's performance makes their application to complex mathematical models of physiology for the purpose of clinical data interpretation, prediction, and therapy optimization appear promising. JSPE in the described extremely underdetermined scenario nevertheless extracted information of potential clinical relevance from the data in this simulation setting. However, fully satisfactory resolution of this problem when minimal prior knowledge about parameter values is available will require further methodological improvements, which are discussed.
authors.affiliation: Department of Anaesthesiology and Intensive Care Medicine, University of Bonn Medical Center, Sigmund-Freud-Str. 25, 53105, Bonn, Germany. zenker@uni-bonn.de
authors.forename: Sven
authors.initials: S
authors.lastname: Zenker
mesh_terms: D000465:Algorithms; D002306:Cardiac Volume / Q000502:physiology; D003198:Computer Simulation; D005240:Feasibility Studies; D005374:Filtration; D006339:Heart Rate; D006801:Humans; D008390:Markov Chains; D008955:Models, Cardiovascular; D008991:Monitoring, Physiologic / Q000706:statistics & numerical data; D009010:Monte Carlo Method; D014690:Venous Pressure / Q000502:physiology