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Pharmacometric modeling establishes causal quantitative relationship between administered dose, tissue exposures, desired and undesired effects and patient’s risk factors. These models are employed to de-risk drug development and guide precision medicine decisions. Recent technological advances rendered collecting real-time and detailed data easy. However, the pharmacometric tools have not been designed to handle heterogeneous, big data and complex models. The estimation methods are outdated to solve modern healthcare challenges. We set out to design a platform that facilitates domain specific modeling and its integration with modern analytics to foster innovation and readiness to data deluge in healthcare.New specialized estimation methodologies have been developed that allow dramatic performance advances in areas that have not seen major improvements in decades. New ODE solver algorithms, such as coefficient-optimized higher order integrators and new automatic stiffness detecting algorithms which are robust to frequent discontinuities, give rise to up to 4x performance improvements across a wide range of stiff and non-stiff systems seen in pharmacometric applications. These methods combine with JIT compiler techniques and further specialize the solution process on the individual systems, allowing statically-sized optimizations and discrete sensitivity analysis via forward-mode automatic differentiation, to further enhance the accuracy and performance of the solving and parameter estimation process. We demonstrate that when all of these techniques are combined with a validated clinical trial dosing mechanism and non-compartmental analysis (NCA) suite, real applications like NLME parameter estimation see run times halved while retaining the same accuracy. Meanwhile in areas with less prior optimization of software, like optimal experimental design, we see orders of magnitude performance enhancements. Together we show a fast and modern domain specific modeling framework which lays a platform for innovation via upcoming integrations with modern analytics.

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We propose to combine smoothing, simulations and sieve approximations to solve for either the integrated or expected value function in a general class of dynamic discrete choice (DDC) models. We use importance sampling to approximate the Bellman operators defining the two functions. The random Bellman operators, and therefore also the corresponding solutions, are generally non-smooth which is undesirable. To circumvent this issue, we introduce a smoothed version of the random Bellman operator and solve for the corresponding smoothed value function using sieve methods. We show that one can avoid using sieves by generalizing and adapting the "self-approximating" method of Rust (1997b) to our setting. We provide an asymptotic theory for the approximate solutions and show that they converge with √ N-rate, where N is number of Monte Carlo draws, towards Gaussian processes. We examine their performance in practice through a set of numerical experiments and find that both methods perform well with the sieve method being particularly attractive in terms of computational speed and accuracy.

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