9

Compartmental
Models of Physiologic
Systems
Claudio Cobelli
Giovanni Sparacino
Maria Pia Saccomani
Gianna Maria Toffolo
University of Padova
Andrea Caumo
San Raffaele Scientic Institute
9.1 Introduction. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9-1
9.2 Denitions and Concepts . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9-2
9.3 The Compartmental Model . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9-3
Theory The Linear Model The Nonlinear Model Use
in Simulation and Indirect Measurement
9.4 A Priori Identiability . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9-7
9.5 Parameter Estimation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9-8
Fisher Approach Bayes Approach Population
Approaches
9.6 Optimal Experiment Design . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9-11
9.7 Validation. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9-12
References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9-12
9.1 Introduction
Compartmental models are a class of dynamic, that is, differential equation, models derived from mass
balance considerations, which are widely used for quantitatively studying the kinetics of materials in
physiologic systems. Materials can be either exogenous, such as a drug or a tracer, or endogenous, such
as a substrate or a hormone, and kinetics include processes such as production, distribution, transport,
utilization, and substratehormone control interactions.
Compartmental modeling was rst formalized in the context of isotopic tracer kinetics. Over the years
it has evolved and grown as a formal body of theory [Carson et al. 1983; Godfrey, 1983; Jacquez 1996;
Cobelli et al., 2000].
Compartmental models have been widely employed for solving a broad spectrum of physiologic
problems related to the distribution of materials in living systems in research, diagnosis, and therapy
both at whole-body, organ, and cellular level. Examples and references can be found in books [Gibaldi
and Perrier, 1982; Carson et al., 1983; Jacquez, 1996; Cobelli et al., 2000; Carson and Cobelli, 2001]
9-1
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9-2 Biomedical Engineering Fundamentals
and reviews [Carson and Jones, 1979; Cobelli, 1984; Cobelli and Caumo, 1998]. Purposes for which
compartmental models have been developed include:
Identication of system structure, that is, models to examine different hypotheses regarding the
nature of specic physiologic mechanisms.
Estimation of unmeasurable quantities, that is, estimating internal parameters and variables of
physiologic interest.
Simulation of the intact system behavior where ethical or technical reasons do not allow direct
experimentation on the system itself.
Prediction and control of physiologic variables by administration of therapeutic agents, that is,
models to predict an optimal administration of drug in order to keep one or more physiologic
variables within desirable limits.
Cost/effectiveness optimization of dynamic clinical tests, that is, models to obtain maximal
information from the minimum number of blood samples withdrawn from a patient.
Diagnosis, that is, models to augment quantitative information from laboratory tests and clinical
symptoms, thus improving the reliability of diagnosis.
Teaching, that is, models to aid in the teaching of many aspects of physiology, clinical medicine,
and pharmacokinetics.
The use of compartmental models of physiologic systems has been greatly facilitated by the availability
of specic software packages for PC[SAAMII, 1998; AdaptII, 1997], which can be used both for simulation
and identication.
9.2 Denitions and Concepts
Let us start with some denitions. A compartment is an amount of material that acts as though it is well-
mixed and kinetically homogeneous. Acompartmental model consists of a nite number of compartments
with specied interconnections among them. The interconnections represent uxes of material which
physiologically represent transport from one location to another or a chemical transformation, or both,
or control signals. An example of a simple two-compartment model is illustrated in Figure 9.1 where the
compartments are represented by circles and the interconnections by arrows.
Given the introductory denitions, it is useful before explaining well-mixed and kinetic homogeneity to
consider possible candidates for compartments. Consider the notion of a compartment as a physical space.
Plasma is a candidate for a compartment; a substance such as plasma glucose could be a compartment.
2 1 2 1
FIGURE 9.1 A two-compartment model. The substance enters de novo compartment 1 (arrow entering a compart-
ment from outside) and irreversibly leaves from compartment 2 (arrow leaving a compartment to the outside).
Material exchanges occur between compartments 2 and 1 and compartments 1 and 2 and are represented by arrows.
Compartment 1 is the accessible compartment; test input and measurement (output) are denoted by a large arrow
and a dashed line with a bullet, respectively.
2006 by Taylor & Francis Group, LLC
Compartmental Models of Physiologic Systems 9-3
Zinc in bone could be a compartment also as could thyroxine in the thyroid. In some experiments,
different substances could be followed in plasma: plasma glucose, lactate, and alanine provide examples.
Thus in the same experiment, there can be more than one plasma compartment, one for each of the
substances being studied. This notion extends beyond plasma. Glucose and glucose-6-phosphate could
be two different compartments inside a liver cell. Thus a physical space may actually represent more than
one compartment.
In addition, one must distinguish between compartments that are accessible and nonaccessible for
measurement. Researchers often try to assign physical spaces to the nonaccessible compartments. This is a
very difcult problem that is best addressed once one realizes that the denition of a compartment is
actually a theoretical construct, which may in fact lump material from several different physical spaces
in a system; to equate a compartment with a physical space depends upon the system under study and
assumptions about the model.
With these notions of what might constitute a compartment, it is easier to dene the concepts of
well-mixed and kinetic homogeneity. What well-mixed means is that any two samples taken from the
compartment at the same time would have the same concentration of the substance being studied and
therefore be equally representative. Thus the concept of well-mixed relates to uniformity of information
contained in a single compartment.
Kinetic homogeneity means that every particle in a compartment has the same probability of taking the
pathways leaving the compartment. Since, when a particle leaves a compartment, it does so because of
metabolic events related to transport and utilization, it means that all particles in the compartment have
the same probability of leaving due to one of these events.
The notion of a compartment, that is, lumping material with similar characteristics into collections
that are homogeneous and behave identically, is what allows one to reduce a complex physiologic system
into a nite number of compartments and pathways. The required number of compartments depends
both on the systembeing studied and on the richness of the experimental conguration. Acompartmental
model is clearly unique for each system studied, since it incorporates known and hypothesized physiology
and biochemistry. It provides the investigator with insights into the system structure and is as good as the
assumptions that are incorporated in the model.
9.3 The Compartmental Model
9.3.1 Theory
Figure 9.2 represent the ith compartment of an n-compartment model; q
i
0 denotes the mass of the
compartment. The arrows represent uxes into and out of the compartment: the input ux into the
compartment from outside the system, for example, de novo synthesis of material and exogenous test
u
i
f
ji
f
ij
f
0i
q
i
FIGURE 9.2 The ith compartment of an n-compartment model.
2006 by Taylor & Francis Group, LLC
9-4 Biomedical Engineering Fundamentals
input, is represented by u
i
0; the ux to the environment and therefore out of the system by f
0i
; the
ux from compartment i to j by f
ji
, and the ux from compartment j to i by f
ij
. All uxes are greater than
or equal to zero. The general equations for the compartmental model are obtained by writing the mass
balance equation for each compartment:
q
i
=
n

j=1
j=i
f
ij

n

j=1
j=i
f
ji
f
0i
+u
i
, q
i
(0) = q
i0
(9.1)
The input uxes u
i
are generally constant or functions of only time. The uxes f
ji
, f
ij
, and f
0i
can
be functions of q
1
, . . . , q
n
and sometimes also of time (for the sake of simplicity, we will ignore this
dependence). It is always possible to write:
f
ij
(q) = k
ij
(q)q
j
(9.2)
where q = [q
1
, . . . , q
n
]
T
is the vector of the compartmental masses. As a result, Equation 9.1 can be
written as:
q
i
=
n

j=1
j=i
k
ij
(q)q
j

j=1
j=i
k
ji
(q) +k
0i
(q)

q
i
+u
i
, q
i
(0) = q
i0
(9.3)
The k
ij
s are called fractional transfer coefcients. Equation 9.3 describes the generic nonlinear com-
partmental model. If the k
ij
s do not depend on the compartmental masses q
i
s, the model becomes
linear.
Dening k
ii
(q) =

n
j=1
j=i
k
ji
(q) +k
0i
(q)

we can now write Equation 9.3 as:

q
i
=
n

j=1
k
ij
(q)q
j
+u
i
, q
i
(0) = q
i0
(9.4)
and the model of the whole system as
q = K(q)q +u, q(0) = q
0
(9.5)
where K is the n n compartmental matrix (hereafter, let us drop the dependence on q, for simplicity
of notation) and u = [u
1
, . . . , u
n
]
T
is the vector of input uxes into the compartments from outside the
system.
For the linear case, K is constant and one has:
q = Kq +u, q(0) = q
0
(9.6)
The entries of the compartmental matrix K, for both the nonlinear 9.5 and the linear 9.6 model, satisfy
k
ii
0, for all i (9.7)
k
ij
0, for all i = j (9.8)
n

i=1
k
ij
=
n

i=1
i=j
k
ij
+k
jj
= k
0j
0, for all j (9.9)
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Compartmental Models of Physiologic Systems 9-5
3
Slow
2
Fast
Insulin-independent
utilization
Insulin-dependent
utilization
k
03
k
02
k
31
k
13
k
21
k
12
1
Glucose
production
1
FIGURE 9.3 The linear compartmental model of glucose kinetics by Cobelli et al. [1984b].
Kis thus a (column) diagonally dominant matrix. This is a very important property, andinfact the stability
properties of compartmental models are closely related to the diagonal dominance of the compartmental
matrix. For instance for the linear model, Equation 9.6, one can showthat all eigenvalues have nonpositive
real parts and that there are no purely imaginary eigenvalues: this means that all solutions are bounded and
if there are oscillations they are damped. The qualitative theory of linear and nonlinear compartmental
models have been reviewed in Jacquez and Simon [1993], where some stability results on nonlinear
compartmental models are also presented.
9.3.2 The Linear Model
The linear model, Equation 9.6, has become very useful in applications due to an important result:
the kinetics of a tracer in a constant steady-state system, linear or nonlinear, are linear with constant
coefcients. An example is shown in Figure 9.3 where the three-compartment model by Cobelli et al.
[1984b] for studying tracer glucose kinetics in steady state at the whole-body level is depicted. Linear
compartmental models in conjunction with tracer experiments have been extensively used in studying
distribution of materials in living systems both at whole-body, organ and cellular level. Examples and
references can be found in Carson et al. [1983], Jacquez [1996], and Cobelli et al. [2000], Carson and
Cobelli [2001].
An interesting application of linear compartmental models at the organ level is in describing the
exchange of materials between blood, interstitial uid, and cell of a tissue from multiple tracer indicator
dilution data. Compartmental models provide a nite difference approximation in the space dimension
of a system described by partial differential equations, which may be easier resolvable from the data.
These models are discussed in Jacquez [1996] and an example of a model describing glucose transport
and metabolism in the human skeletal muscle can be found in Saccomani et al. [1996].
9.3.3 The Nonlinear Model
Almost all the biological models are nonlinear dynamic systems, including for example saturation or
threshold processes. In particular, nonlinear compartmental models, Equation 9.5, are frequently found
in biomedical applications. For such models the entries of K are functions of q, most commonly k
ij
is a
function of only few components of q, often q
i
or q
j
. Examples of k
ij
function of q
i
or q
j
are the Hill and
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9-6 Biomedical Engineering Fundamentals
1
2
SLOW
Glucose system
Insulin system
3
Remote
1
k
02
2
Slow
Plasma
insulin
FIGURE 9.4 The nonlinear compartmental model of insulin control on glucose distribution and metabolism by
Caumo and Cobelli [1993]. The dashed line denotes a control signal.
the Langmuir nonlinearities described respectively by:
k
ij
(q
j
) =
q
j
(t )
h1
+q
j
(t )
h
(9.10)
k
ij
(q
i
) = 1
q
i

(9.11)
where , , are positive reals, and h is a positive integer. For h = 1, Equation 9.10 turns into the widely
used MichaelisMenten equation.
Other interesting examples arise in describing substratehormone control systems. For instance the
model of Figure 9.4 has been proposed [Caumo and Cobelli, 1993; Vicini et al., 1997] to describe the
control of insulin on glucose distribution and metabolism during a glucose perturbation which brings
the system out of steady state. The model assumes compartmental descriptions for glucose and insulin
kinetics, interacting via a control signal, which emanates fromthe remote insulin compartment and affects
the transfer rate coefcient, k
02
, responsible for insulin-dependent glucose utilization. In this case one has:
k
02
(q
3
) = +q
3
(9.12)
where is a constant.
Additional examples and references on nonlinear compartmental models can be found in Carson et al.
[1983], Godfrey [1983], Jacquez [1996], and Carson and Cobelli [2001].
9.3.4 Use in Simulation and Indirect Measurement
Models such as those described by Equation 9.5 can be used for simulation. Assuming that both the matrix
Kand initial state q(0) are known, it is possible to predict the behavior of the state vector q for any possible
input function u.
A major use of compartmental models is in the indirect measurement of physiologic parameters and
variables. For instance, given data obtained from m compartments which are accessible to measurement
(usually m is a small fraction of the total number of compartments n), the model is used to estimate not
directly measurable parameters and predict quantities related to nonaccessible compartments. In this case
K is unknown and inputoutput experiments are performed to generate data to determine K. These data
2006 by Taylor & Francis Group, LLC
Compartmental Models of Physiologic Systems 9-7
can be usually described by a linear algebraic equation
y = Cq (9.13)
where y = [y
1
, . . . , y
m
]
T
is the vector of the m model outputs and C is the m n observation matrix.
If model outputs are concentrations, the entries of Care the inverse of the volumes of the m compartments
accessible to measurement. Real data are noisy, thus an error term v is usually added to y in Equation 9.13
to describe the actual measurements z
z = y +v (9.14)
v is usually given a probabilistic description, for example, errors are assumed to be independent and
often Gaussian. Equation 9.13 and Equation 9.14 together with Equation 9.5 or Equation 9.6 dene the
compartmental model of the system, that is, the model structure and the inputoutput experimental
conguration.
The identication techniques described in the following section are aimed to determine the entries of
K (and often also those of C) from the data vector z of Equation 9.14.
9.4 A Priori Identiability
Let us assume that a compartmental model structure has been postulated to describe the physiologic
system, that is, the number of compartments and the connections among them have been specied. This
is the most difcult step in compartmental model building.
The structure can reect a number of facts: there may be some a priori knowledge about the system,
which can be incorporated in the structure; one can make specic assumptions about the system, which
are reected in the structure; by testing via simulation one can arrive at a structure that is needed to t
the data. The result at this stage is a nonlinear, Equation 9.5, or linear, Equation 9.6, where parameters of
the compartmental matrix K and those of the observation matrix C, Equation 9.13, are usually unknown.
Before performing the experiment or, if the experiment was already completed, before numerically estim-
ating the model parameters from the experimental data, the following question arises: does the data
contain enough information to unequivocally estimate (e.g., via least squares or maximum likelihood)
all the unknown parameters of the postulated model structure? This question, set in the ideal context
of error-free model structure and noise-free measurements, is usually referred to as the a priori global
identiability. Despite its theoretical nature, it is an essential, but often overlooked, prerequisite for model
parameter estimation from real data. In particular, if it turns out in such an ideal context that some model
parameters are not identiable from the data, there is no way that the parameters can be identied in a
real situation, with errors in the model structure and noise in the data.
A priori identiability thus examines whether, given the ideal noise-free data y, Equation 9.13, and the
error-free compartmental model structure, Equation 9.5 or Equation 9.6, it is possible to make unique
estimates of all the unknown model parameters. A model can be uniquely (globally) identiable that
is all its parameters have one solution or nonuniquely (locally) identiable that is, one or more of
its parameters has more than one but a nite number of possible values or nonidentiable that is,
A priori identiability is also crucial in qualitative experiment design [Saccomani and Cobelli, 1992],
which studies the inputoutput conguration necessary to ensure unique estimation of the unknown
parameters. In fact, it allows to distinguish among those experiments that cannot succeed and those that
might and, among the latter, may help in determining the minimal input-output conguration to ensure
estimation of the unknown parameters. This is of particular relevance for physiological systems, where
2006 by Taylor & Francis Group, LLC
one or more of its parameters has an innite number of solutions. For instance, the model of Figure 9.1
is uniquely identiable, while that of Figure 9.3 is nonidentiable.
9-8 Biomedical Engineering Fundamentals
the number and sites of application of inputs and outputs are severely constrained by ethical and technical
reasons.
The identiability problem is in general a difcult task, since it requires to solve a system of nonlinear
algebraic equations with a number of terms and nonlinearity degree increasing with the model order. For
linear compartmental models various specic methods, for example, based on transfer function, similarity
transformation and graph topology, have been developed [Cobelli and DiStefano, 1980; Walter, 1982;
Carsonet al., 1983; Godfrey, 1983; Jacquez, 1996]. Explicit identiability results oncatenary andmamillary
compartmental models [Cobelli et al., 1979] and on the three-compartmental model [Norton, 1982] are
available. The introduction of computer algebraic algorithms has allowed to considerably simplifying the
complexity of the problem [Audoly et al., 1998].
For nonlinear compartmental models the problem is more difcult and very few results are available,
for example, based on the similarity transformation [Chappell and Godfrey, 1992] and on the output
series expansion [Pohjanpalo, 1978]. When applied to large models, these methods involve nonlinear
algebraic equations difcult to be solved, even by resorting to symbolic algebraic manipulative languages
(e.g., Reduce, Maple). Given the relevance of identiability of nonlinear models in biological studies,
the above difculties have stimulated new approaches to study global identiability based on differential
algebra tools. In particular, the introduction of concepts of differential algebra has been an important
factor for addressing identiability of nonlinear (compartmental and noncompartmental) models pre-
viously thought to be intractable [Ollivier, 1990; Ljung and Glad, 1994; Audoly et al., 2001]. However,
the construction of an efcient algorithm still remains a difcult task. Recently a new differential algebra
algorithm to test identiability of nonlinear models with given initial conditions has been developed
[Saccomani et al., 2003]. This algorithm integrates the different strategies proposed before and broadens
their domain of applicability. In particular, it is a very useful tool for biological and physiological sys-
tems that often exhibit nongeneric initial conditions, for example, a model of radiotracer kinetics is
characterized by zero initial conditions.
From the above considerations, it follows that if a model is a priori uniquely identiable, then identic-
ation techniques can be used to estimate from the noisy data z, Equation 9.14, the numerical values of the
unknown parameters. Conversely, if a model is either a priori nonuniquely identiable or nonidentiable,
numerical estimation may lead to parametric values which are ambiguous and thus not informative about
the biological system under study; this is particularly critical when dealing with physiological systems
where a different numerical estimate can characterize a pathological from a normal state. In this case,
to solve the problem, different strategies can be used, for example, derivation of bounds for nonidenti-
able parameters [DiStefano, 1983], model reparametrization (parameter aggregation), incorporation of
additional knowledge, or design of a more informative experiment. An example on the use of some of
Cobelli and Toffolo [1987].
In conclusion, a priori unique identiability is a prerequisite for well posedness of parameter estimation
and for reconstructability of state variables in compartments not accessible to measurement. It is a
necessary but not sufcient condition to guarantee successful estimation of model parameters from real
inputoutput data.
9.5 Parameter Estimation
Given an uniquely identiable compartmental model, one can proceed by estimating the values of the
unknown parameters from the experimental data. Assuming, for the sake of simplicity, that the model
is linear and that only one output variable is observed, that is, m = 1, by integrating Equation 9.6 one
can obtain the explicit solution for the model output, that is, y(t ) = g(t , ), where is a p-dimension
is used to describe the kinetics of a tracer after the administration of a pulse of known amplitude D (i.e.,
u(t ) = D(t ) and q
1
(0) = q
2
(0) = 0), the vector is a 4-dimension vector containing the fractional
2006 by Taylor & Francis Group, LLC
these approaches for dealing with the nonidentiable model of glucose kinetics of Figure 9.3 is given in
vector which contains the p unknown parameters of the model. For instance, if the model of Figure 9.1
Compartmental Models of Physiologic Systems 9-9
transfer coefcients k
01
, k
12
, k
21
, and the volume V of the accessible compartment, while the accessible
tracer concentration prole y(t ) is
y(t ) = g(t , ) =
D
V

k
21
+k
01
+

(k
12
+k
21
+k
01
) +4k
12
k
01
2

(k
12
+k
21
+k
01
) +4k
12
k
01
e
(k
12
+k
21
+k
01
+

(k
12
+k
21
+k
01
)+4k
12
k
01
)t
+
k
12
+k
01
+

(k
12
+k
21
+k
01
) +4k
12
k
01
2

(k
12
+k
21
+k
01
) +4k
12
k
01
e
(k
12
+k
21
+k
01

(k
12
+k
21
+k
01
)+4k
12
k
01
)t

(9.15)
In practical cases, experimental data are collected at N discrete time instants t
1
, . . . , t
N
, so that discrete
time measurements y(t
k
) = g(t
k
, ) are available. Letting z = [z(t
1
), . . . , z(t
N
)]
T
to denote the vector of
the noisy samples of the output, according to Equation 9.14 one has:
z = g() +v (9.16)
where g() = [g(t
1
, ), . . . , g(t
N
, )]
T
, while v = [v(t
1
), . . . , v(t
N
)]
T
denotes the vector of the (additive)
measurement error samples. Moreover, explicit solution of Equation 9.5 or Equation 9.6 is often non
available. Thus g() is obtained by numerical integration of Equation 9.5 or Equation 9.6.
Estimates of can be determined by several methods. These methods can be divided in two major
categories. In the so-called Fisher estimation approach, only the data vector z of Equation 9.16 is supplied
to the estimator in order to estimate the unknown model parameters . The second approach, known as
the Bayes estimation approach, takes into account not only z but also some statistical information that is
a priori available on the unknown parameter vector .
9.5.1 Fisher Approach
In the Fisher approach, parameter estimates can be obtained by nonlinear least squares or maximum
likelihood together with their precision, such as, a measure of a posteriori or numerical identiability.
Details and references on parameter estimation of physiologic systemmodels can be found in Carson et al.
[1983] and Landaw and DiStefano [1984]. Weighted nonlinear least squares is mostly used, in which an
estimate

of the model parameter vector is determined as

= arg min

[z g()]
T
W[z g()] (9.17)
where W is a N N matrix of weights. In order to numerically solve Equation 9.17, both direct and
gradient-type search methods are implemented in estimation schemes.
A correct knowledge of the error structure is needed in order to have a correct summary of the
statistical properties of the estimates. This is a difcult task. Measurement errors are usually independent,
and often a known distribution, for example, Gaussian, is assumed. Many properties of least squares
hold approximately for a wide class of distributions if weights are chosen optimally, that is, equal to the
inverse of the variances of the measurement errors, or at least inversely proportional to them if variances
are known up to a proportionality constant, that is, W
1
is equal or proportional to
v
, the N N
covariance matrix of the measurement error v. Under these circumstances, an asymptotically correct
approximation of the covariance matrix of the estimation error

=

can be used to evaluate the
precision of parameter estimates:
cov(

=
2
(S
T
WS)
1
(9.18)
where matrix S is the Np Jacobian matrix of g() calculated at

and
2
is the scale factor (possibly
estimated a posteriori) such that
v
=
2
W
1
. The approximation of Equation 9.18 becomes exact for
a sufciently large sample size and decreasing variances of the measurement error. If measurement errors
2006 by Taylor & Francis Group, LLC
9-10 Biomedical Engineering Fundamentals
are Gaussian, then this approximation is the CramerRao lower bound (inverse of the Fisher information
matrix), that is, the optimally weighted least squares estimator is equivalent to the maximum likelihood
estimator. Care must be taken in not using lower-bound variances as true parameter variances. Several
factors corrupt these variances, for example, inaccurate knowledge of error structure, limited data set.
Monte Carlo studies are needed to assess robustness of CramerRao lower bound in specic practical
applications.
To examine the quality of model predictions to observed data, in addition to visual inspection, various
statistical tests on residuals are available to check for presence of systematic mistting, nonrandomness of
the errors, and accordance with assumed experimental noise. Model order estimation, that is, number of
compartments in the model, is also relevant here, and for linear compartmental models, criteria such as
F-test, and those based on the parsimony principle such as the Akaike and Schwarz criteria, can be used if
measurement errors are Gaussian.
9.5.2 Bayes Approach
Bayes estimators assume that the parameter vector is the realization of a random vector , the a priori
probability distribution of which p

() is available, for example, from preliminary population studies.

Starting from the knowledge of both the model of Equation 9.16 and the probability distribution of the
noise vector v, one can calculate the likelihood function p
z|
(z|) (i.e., the probability distribution of the
measurement vector in dependence of the parameter vector). From p

() and p
z|
(z|), the a posteriori
probability distribution p
|z
(|z) (i.e., the probability distribution of the parameter vector given the data
vector) can be determined by exploiting the Bayes theorem:
p
|z
(|z) =
p
z|
(z|)p

()

p
z|
(z|)p

() d
(9.19)
From the function of Equation 9.19 several estimators can be dened. For instance, the Maximum a
Posteriori (MAP) estimate is found by determining the value of , which renders p
|z
(|z) maximum,
while the Mean Square (MS) estimate is dened as the expected value of , given the data vector:

= E[|z] =

p
|z
(|z) d (9.20)
When v and are uncorrelated and Gaussian, both the MS and MAP estimates are given by

= arg min

[z g()]
T

1
v
[z g()] +[

]
T

] (9.21)
where

and

are, respectively, the a priori expected value (size p) and covariance matrix (size
p p) of vector . The concepts previously considered in the Fisher approach, that is, determination of a
condence interval of the parameter estimates and choice of model order, can be addressed in the Bayes
approach as well. Bayes estimation can be of relevant interest, since when statistical information on the
in the parameter estimates precision with respect to Fisher estimation can be obtained, see for example,
handling of p
|z
(|z) and its integrationinEquation9.20 is analytically intractable and the sophisticate but
computationally demanding numerical simulation techniques called Markov chain Monte Carlo must be
2006 by Taylor & Francis Group, LLC
used to determine Bayesian parameter estimates and their condence intervals, see for example, Pillonetto
unknown parameters of the model is a prior available and exploited, a possibly signicant improvement
et al. [2002] and Magni et al. [2001] for two recent applications.
Cobelli et al. [1999] and Sparacino et al. [2000] for an example of application. However, in most cases the
Compartmental Models of Physiologic Systems 9-11
9.5.3 Population Approaches
So far, even if homogenous experimental data sets in M different individuals were available, for example,
because the same inputoutput experiment to identify a compartmental model with a given structure
was repeated in M homogenous individuals, model identication in each individual is attacked inde-
pendently. In the literature, alternative parameter estimation approaches, calledpopulation approaches,
have also been devised to identify simultaneously the M individual models starting from the ensemble
of the M sets of experimental data. Both deterministic and Bayesian approaches are available [Beal and
Sheiner, 1982; Steimer et al., 1984; Davidian and Giltinan, 1995; Sheiner and Wakeeld, 1999; Lunn et al.,
2002]. Albeit complicated, both theoretically and algorithmically, they are particularly appealing when
in pharmacokinetic/pharmacodynamic research or epidemiological studies. In fact, thanks to the fact
that poor individual data sets can borrow strength from the others, population parameter estimation
approaches often allow to achieve results more satisfactory than standard single-subject parameter estim-
9.6 Optimal Experiment Design
At this point one has a compartmental model structure, a description of the measurement error, and a
numerical value of the parameters together with the precision with which they can be estimated. It is now
appropriate to address the optimal experiment design issue. The rationale of optimal experiment design
is to act on design variables such as number of test input and outputs, form of test inputs, number of
samples and sampling schedule, and measurement errors so as to maximize, according to some criterion,
the precision with which the compartmental model parameters can be estimated [DiStefano, 1981; Carson
et al., 1983; Landaw and DiStefano, 1984; Walter and Pronzato, 1990].
In the Fisher approach, the Fisher information matrix J , which is the inverse of the lower bound of the
covariance matrix, is treated as a function of the design variables and usually the determinant of J (this is
called D-optimal design) is maximized in order to maximize precision of parameter estimates, and thus
numerical identiability.
The optimal design of sampling schedules, that is, the determination of the number and location of
discrete-time points where samples are collected, has received much attention as it is the variable which
is less constrained by the experimental situation. Theoretical and algorithmic aspects have been studied,
and software is available, for both the single- and multioutput case [DiStefano, 1981; Cobelli et al., 1985;
Landaw and DiStefano, 1984]. Optimal sampling schedules are usually obtained in an iterative manner:
one starts with the model obtained from pilot experiments and the program computes optimal sampling
schedules for subsequent experimentation. An important result for single-output linear compartmental
models is that D-optimal design usually consists of independent replicates at P distinct time points, where
P is the number of parameters to estimate.
Optimal sampling schedule design has been shown for example, to improve precision as compared to
schedules designed by intuition or other convention and to optimize the cost effectiveness of a dynamic
clinical test by reducing the number of blood samples withdrawn from a patient without signicantly
deteriorating their precision [Cobelli and Ruggeri, 1989; 1991].
The optimal input design problem has been relatively less studied, but some results are available on
optimal equidose rectangular inputs (including the impulse) for parameter estimation in compartmental
models [Cobelli and Thomaseth, 1987; 1988a, b].
because the numerical implementation of the theoretical results is much more demanding.
also been recently presented [Hooker et al., 2003].
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ation approaches, see for example, the compartmental model applications recently made in Vicini et al.
only few or particularly noisy data are available for each of the subjects under study, as it often happens
[1998], Vicini and Cobelli [2001], and Bertoldo et al. [2004].
In a Bayes estimation context, optimal experiment design is a more difcult task (see [Walter and
Finally, some results on optimal experiment design in a population parameter estimation context have
Pronzato, 1990] for a survey). Applications have thus been less than those with a Fisher approach, also
9-12 Biomedical Engineering Fundamentals
9.7 Validation
Validation involves assessing whether or not the compartmental model is adequate for its purpose. This
is a difcult and highly subjective task in modeling of physiologic systems, because intuition and under-
standing of the system play an important role. It is also difcult to formalize related issues such as model
credibility, that is, the use of the model outside its established validity range. Some efforts have been
made however to provide some formal aids for assessing the value of models of physiologic systems
[Carson et al., 1983; Cobelli et al., 1984a]. A set of validity criteria have been explicitely dened, such as
empirical, theoretical, pragmatic and heuristic validity, and validation strategies have been outlined for
two classes of models, broadly corresponding to simple and complex models. This operational classica-
tion is based on a priori identiability and leads to clearly dened strategies as both complexity of model
structure and extent of available experimental data are taken into account. For simple models quantitative
criteria based on identication, for example, a priori identiability, precision of parameter estimates,
residual errors, can be used in addition to physiologic plausibility. In contrast with simple models, com-
plex simulation models are essentially incomplete, as there will naturally be a high degree of uncertainty
with respect to both structure and parameters. Therefore validation will necessarily be based on less solid
grounds. The following aids have been suggested: increasing model testability through model simplica-
tion; improved experimental design and model decomposition; adaptive tting based on qualitative and
quantitative feature comparison and time-course prediction; model plausibility.
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