Bayesian approach to probabilistic design space characterization: a nested sampling strategy
File(s)main_revised_21-Nov.pdf (7.7 MB)
Accepted version
Author(s)
Kusumo, Kennedy P
Gomoescu, Lucian
Paulen, Radoslav
García Muñoz, Salvador
Pantelides, Constantinos C
Type
Journal Article
Abstract
Quality by design in pharmaceutical manufacturing hinges on computational methods and tools that are capable of accurate quantitative prediction of the design space. This paper investigates Bayesian approaches to design space characterization, which determine a feasibility probability that can be used as a measure of reliability and risk by the practitioner. An adaptation of nested sampling—a Monte Carlo technique introduced to compute Bayesian evidence—is presented. The nested sampling algorithm maintains a given set of live points through regions with increasing probability feasibility until reaching a desired reliability level. It furthermore leverages efficient strategies from Bayesian statistics for generating replacement proposals during the search. Features and advantages of this algorithm are demonstrated by means of a simple numerical example and two industrial case studies. It is shown that nested sampling can outperform conventional Monte Carlo sampling and be competitive with flexibility-based optimization techniques in low-dimensional design space problems. Practical aspects of exploiting the sampled design space to reconstruct a feasibility probability map using machine learning techniques are also discussed and illustrated. Finally, the effectiveness of nested sampling is demonstrated on a higher-dimensional problem, in the presence of a complex dynamic model and significant model uncertainty.
Date Issued
2019-11-26
Date Acceptance
2019-11-26
Citation
Industrial & Engineering Chemistry Research, 2019, 59 (6), pp.2396-2408
ISSN
0888-5885
Publisher
American Chemical Society (ACS)
Start Page
2396
End Page
2408
Journal / Book Title
Industrial & Engineering Chemistry Research
Volume
59
Issue
6
Copyright Statement
© 2019 American Chemical Society. This document is the Accepted Manuscript version of a Published Work that appeared in final form in Industrial && Engineering Chemistry Research, after peer review and technical editing by the publisher. To access the final edited and published work see https://doi.org/10.1021/acs.iecr.9b05006
Sponsor
Eli Lilly & Company (USA)
Identifier
https://pubs.acs.org/doi/abs/10.1021/acs.iecr.9b05006
Grant Number
4900606521
Subjects
Science & Technology
Technology
Engineering, Chemical
Engineering
FLEXIBILITY ANALYSIS
FEASIBILITY
OPTIMIZATION
DEFINITION
SYSTEMS
MODELS
INDEX
03 Chemical Sciences
09 Engineering
Chemical Engineering
Publication Status
Published
Article Number
acs.iecr.9b05006
Date Publish Online
2019-12-16