Bayesian prediction for physical models with application to the optimization of the synthesis of pharmaceutical products using chemical kinetics

Antony M. Overstall, David C. Woods and Kieran J. Martin

Computational Statistics & Data Analysis, 2019, vol. 132, issue C, 126-142

Abstract: Quality control in industrial processes is increasingly making use of prior scientific knowledge, often encoded in physical models that require numerical approximation. Statistical prediction, and subsequent optimization, is key to ensuring the process output meets a specification target. However, the numerical expense of approximating the models poses computational challenges to the identification of combinations of the process factors where there is confidence in the quality of the response. Recent work in Bayesian computation and statistical approximation (emulation) of expensive computational models is exploited to develop a novel strategy for optimizing the posterior probability of a process meeting specification. The ensuing methodology is motivated by, and demonstrated on, a chemical synthesis process to manufacture a pharmaceutical product, within which an initial set of substances evolve according to chemical reactions, under certain process conditions, into a series of new substances. One of these substances is a target pharmaceutical product and two are unwanted by-products. The aim is to determine the combinations of process conditions and amounts of initial substances that maximize the probability of obtaining sufficient target pharmaceutical product whilst ensuring unwanted by-products do not exceed a given level. The relationship between the factors and amounts of substances of interest is theoretically described by the solution to a system of ordinary differential equations incorporating temperature dependence. Using data from a small experiment, it is shown how the methodology can approximate the multivariate posterior predictive distribution of the pharmaceutical target and by-products, and therefore identify suitable operating values.11Materials to replicate the analysis can be found at www.github.com/amo105/chemicalkinetics.

Keywords: Approximate coordinate exchange; Multivariate Gaussian process; Gibbs sampling; Parallel tempering; Riemann manifold Langevin Metropolis–Hastings (search for similar items in EconPapers)
Date: 2019
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Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:csdana:v:132:y:2019:i:c:p:126-142

DOI: 10.1016/j.csda.2018.10.013

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