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Optimal Sampling for Individual PK Models · Tutorial 57 of 497

Choosing D-, A-, and c-Optimal PK Times

Learn how determinant, average variance, and a specified parameter contrast lead to different optimal PK sampling times.

Advanced 10 min read

What You'll Learn

  • Define local information and covariance for an individual PK schedule.
  • Compare D-, A-, and c-optimal criteria for a fixed number of samples.
  • Derive why these criteria summarize different features of parameter uncertainty.
  • Calculate criterion values and select a schedule for a stated objective.
  • Diagnose rank deficiency, scale dependence, and contrast-covariance pitfalls.

One Sample Budget, Different Design Objectives

A fixed number of PK samples can be placed to answer different questions. A design intended to estimate all model parameters jointly need not be the best design for reducing their average uncertainty, and neither is necessarily best for estimating one specified parameter combination. D-, A-, and c-optimality formalize these distinct objectives. Their rankings can differ even when every candidate schedule has the same number of samples.

The criteria are applied to a local approximation of an individual PK model. They do not identify a universally best schedule: they identify a best schedule relative to a model, nominal parameter values, residual-error assumptions, feasible sampling times, and a stated objective.

Local Information for an Individual PK Schedule

Suppose an individual has observations at times \(t_1,\ldots,t_m\), and the model predicts concentration \(f(t,\theta)\), where \(\theta\) is a vector of \(p\) parameters. At specified nominal values \(\theta_0\), the sensitivity of the predicted concentration to the parameters at time \(t_i\) is the row vector \(g_i=\partial f(t_i,\theta)/\partial\theta\), evaluated at \(\theta_0\). Let the observation errors be independent, mean-zero Gaussian errors with known variances \(\sigma_i^2\), treated as fixed for this local calculation. The schedule's local Fisher information matrix is

$$ F=\sum_{i=1}^{m}\frac{g_i^{\mathsf T}g_i}{\sigma_i^2}. $$

Equivalently, if \(J\) is the matrix with rows \(g_i\) and \(R\) is the diagonal matrix of observation variances, then \(F=J^{\mathsf T}R^{-1}J\). Thus samples are informative when their predictions are sensitive to parameter changes, with less weight assigned to observations having greater residual variance. The calculations below use whitened sensitivities, meaning that each sensitivity has already been divided by its observation-error standard deviation.

Definition: A local design is identifiable for the \(p\) parameters when \(F\) is positive definite. Under the local linear approximation and the stated error assumptions, the parameter covariance is approximated by \(F^{-1}\). A singular \(F\) means that at least one parameter direction is not distinguished by the schedule; its uncertainty cannot be summarized by a finite inverse-information covariance.

The inverse-information approximation is local: it describes uncertainty near \(\theta_0\), not every possible property of a nonlinear model or estimator. It is most defensible when the model is correctly specified, the nominal values are relevant, the sensitivities are informative, and the estimator is operating in a region where a first-order approximation is reasonable.

What the Three Criteria Optimize

Write \(C=F^{-1}\) for the local parameter covariance approximation. D-optimality maximizes \(\det(F)\), equivalently minimizing \(\det(C)\). This targets the overall volume of the joint uncertainty region. A-optimality minimizes \(\operatorname{tr}(C)\), the sum of the parameter variances in the chosen parameterization. c-optimality minimizes \(c^{\mathsf T}Cc\), the approximate variance of the specified linear parameter contrast \(c^{\mathsf T}\theta\), for a fixed vector \(c\).

Definition: With a fixed sample budget and a feasible set of schedules, a D-optimal schedule maximizes \(\det(F)\); an A-optimal schedule minimizes \(\operatorname{tr}(F^{-1})\); and a c-optimal schedule minimizes \(c^{\mathsf T}F^{-1}c\) for the stated contrast vector \(c\). These comparisons require an invertible information matrix for the full-parameter criteria as written.

For D-optimality, a joint confidence ellipsoid based on covariance \(C\) has volume proportional to \(\sqrt{\det(C)}\), for a fixed confidence level and number of parameters. Maximizing \(\det(F)\) therefore shrinks that volume. This is a joint-uncertainty objective, not a promise that every individual standard error is smallest.

A-optimality sums the diagonal entries of \(C\), so it minimizes the sum of the parameter variances. The sum is meaningful only with attention to parameter scales and units. If, for example, one parameter is expressed in milligrams and another in grams, the numerical trace can change under a unit conversion. Standardizing parameters or explicitly weighting their variances may be appropriate when a raw sum does not represent the scientific objective.

For c-optimality, the vector \(c\) specifies the target. If \(c\) selects one coordinate, the criterion targets that parameter's variance; if it combines coordinates, it targets the uncertainty in their linear combination. Its value incorporates covariance between parameters, so it cannot generally be calculated by adding marginal variances alone.

Why These Criteria Follow from the Local Approximation

The distinctions can be justified by linearizing the model around \(\theta_0\). Let \(\varepsilon\) denote the vector of observation errors and \(\delta=\hat{\theta}-\theta_0\). Locally, the model is \(f(\theta)\approx f(\theta_0)+J(\theta-\theta_0)\). The weighted least-squares estimation error in this linear approximation is

$$ \delta\approx (J^{\mathsf T}R^{-1}J)^{-1}J^{\mathsf T}R^{-1}\varepsilon. $$

Because the errors have covariance \(R\), direct multiplication gives

$$ \operatorname{Cov}(\delta) \approx F^{-1}J^{\mathsf T}R^{-1}R R^{-1}J F^{-1} =F^{-1}FF^{-1} =F^{-1}. $$

This establishes the covariance approximation under the local linear model and fixed Gaussian error covariance. The determinant, trace, and contrast variance then summarize different aspects of this same covariance: joint volume, summed marginal variances, and uncertainty in a specified linear function, respectively.

Worked Example: Three Objectives Select Three Schedules

Hypothetical illustration. Suppose three feasible two-sample PK schedules have the following whitened sensitivity rows for two scaled parameters. These are illustrative local sensitivities at nominal values, not results from a real study. Residual error has already been accounted for in the whitening, and each schedule uses the same sample budget.

Schedule \(S_1\) has rows \((10,0)\) and \((0,1)\), so \(F_1=\begin{pmatrix}100&0\\0&1\end{pmatrix}\). Schedule \(S_2\) has rows \((\sqrt{10},0)\) and \((0,\sqrt{8})\), so \(F_2=\begin{pmatrix}10&0\\0&8\end{pmatrix}\). Schedule \(S_3\) has rows \((\sqrt{150},0)\) and \((0,\sqrt{0.05})\), so \(F_3=\begin{pmatrix}150&0\\0&0.05\end{pmatrix}\). Each matrix is positive definite, so all three are locally identifiable.

D criterion. The determinant scores are \(\det(F_1)=100(1)=100\), \(\det(F_2)=10(8)=80\), and \(\det(F_3)=150(0.05)=7.5\). The D-optimal choice is \(S_1\), which has the greatest determinant and therefore the smallest approximate joint-uncertainty volume.

A criterion. The inverse matrices are diagonal, so the trace scores are \(\operatorname{tr}(F_1^{-1})=1/100+1=1.01\), \(\operatorname{tr}(F_2^{-1})=1/10+1/8=0.225\), and \(\operatorname{tr}(F_3^{-1})=1/150+1/0.05=20.0067\). The A-optimal choice is \(S_2\), with the smallest sum of the two parameter variances.

c criterion. Suppose the target is the first scaled parameter, so \(c=(1,0)^{\mathsf T}\). The contrast variances are \(c^{\mathsf T}F_1^{-1}c=1/100=0.01\), \(c^{\mathsf T}F_2^{-1}c=1/10=0.1\), and \(c^{\mathsf T}F_3^{-1}c=1/150=0.006667\). The c-optimal choice is \(S_3\). Its very weak information about the second parameter makes it poor by the A criterion, but that weakness does not change the variance of the specified first parameter in these diagonal examples.

The rankings differ because the objectives differ. The numbers do not imply that one schedule is generally superior: a different target contrast, parameter scaling, or scientific purpose can change the decision.

Contrasts, Covariance, and Parameterization

Worked Example: Including Covariance in a Contrast

Hypothetical illustration. Consider a candidate schedule with information matrix \(F_X=\begin{pmatrix}4&1\\1&2\end{pmatrix}\). Its determinant is \(4(2)-1(1)=7\), so

$$ F_X^{-1}=\frac{1}{7} \begin{pmatrix} 2&-1\\ -1&4 \end{pmatrix}. $$

For the contrast \(c^{\mathsf T}\theta=\theta_1+\theta_2\), \(c=(1,1)^{\mathsf T}\). The estimated contrast variance is

$$ c^{\mathsf T}F_X^{-1}c =\frac{1}{7}(2-1-1+4) =\frac{4}{7} \approx 0.5714. $$

The two marginal variances sum to \(2/7+4/7=6/7\), not \(4/7\). The difference comes from the negative covariance, \(-1/7\): in general, \(\operatorname{Var}(\hat{\theta}_1+\hat{\theta}_2)=\operatorname{Var}(\hat{\theta}_1)+\operatorname{Var}(\hat{\theta}_2)+2\operatorname{Cov}(\hat{\theta}_1,\hat{\theta}_2)\). Ignoring the covariance would give the wrong contrast variance.

For comparison, a second hypothetical schedule with \(F_Y=\begin{pmatrix}2&0\\0&1\end{pmatrix}\) has \(F_Y^{-1}=\begin{pmatrix}0.5&0\\0&1\end{pmatrix}\), and its contrast variance is \(0.5+1=1.5\). For this particular contrast, schedule \(X\) is better: \(4/7<1.5\). This does not establish that \(X\) is better for every objective.

The parameterization must match the stated objective. Under a nonsingular linear re-expression of parameters, the numerical determinant of information changes by a factor that is constant across schedules, so the D-optimal ranking is unchanged when the same transformation is applied to every candidate. The A criterion can change its ranking because the unweighted sum of variances depends on parameter scale. For c-optimality, the contrast must be transformed consistently so it continues to describe the same scientific quantity.

Choosing and Checking a Criterion

A practical comparison starts by stating what uncertainty matters. Use D-optimality when the objective is joint precision across the parameter vector and a common parameter scaling is defensible. Use A-optimality when the summed variances in a chosen parameterization represent the desired overall precision. Use c-optimality when a particular linear parameter combination is the target. If the scientific target is nonlinear, a linear contrast may be an approximation near \(\theta_0\); its local gradient can be used as the contrast vector, with the approximation stated explicitly.

Before interpreting any score, check the design and its assumptions:

  • Check rank. If \(F\) is singular or nearly singular, inverse-based criteria are undefined or highly unstable. A large determinant alone should not be used to conceal a practically weak parameter direction.
  • Check weights and units. Verify that sensitivities use the intended parameterization and that observation variances have been included consistently. An unweighted calculation can favor times with large raw sensitivities even when those observations are imprecise.
  • Check the target. State the entries and meaning of \(c\), and calculate the full quadratic form \(c^{\mathsf T}F^{-1}c\), including covariance terms.
  • Check feasibility. Compare only schedules that satisfy the same sample budget and relevant time, assay, and operational constraints. The criterion does not make an infeasible time acceptable.
  • Check local assumptions. The calculation is conditional on the nominal parameter values, model form, and residual-error assumptions. A locally optimal schedule may perform differently if these inputs are inaccurate.

These criteria are alternatives rather than interchangeable labels. A D-optimal design is not automatically A-optimal or c-optimal. Other practical approaches include choosing times from clinical considerations, comparing a small set of prespecified schedules, or using a weighted objective that combines several scientific priorities. Such choices can be sensible, but the objective and any weights should be stated rather than presented as a consequence of one of the three criteria.

Common Pitfall: Treating “Optimal” as an Absolute Ranking

A common mistake is to calculate a determinant and conclude that the schedule with the largest value is best for every PK purpose. That reasoning is incorrect: the determinant summarizes joint uncertainty volume, not the variance of every parameter or contrast. The correction is to define the target first, compute the matching criterion, and report its interpretation in context. A second error is to use \(\operatorname{tr}(F^{-1})\) without considering the parameter units; the correction is to choose and report a meaningful parameter scaling or variance weighting before comparing A scores.

Key takeaway: With a fixed sample budget, D-optimality targets joint uncertainty volume, A-optimality targets summed parameter variances, and c-optimality targets the variance of a specified linear contrast. Their conclusions are conditional on the model, nominal values, error assumptions, parameterization, and feasible schedules.

Check Your Understanding

Answer each question using the stated local-information framework.

  1. For \(F=\begin{pmatrix}9&0\\0&3\end{pmatrix}\), calculate the D score, A score, and the c-criterion score for \(c=(1,0)^{\mathsf T}\).
  2. Why can a schedule with the largest determinant still have a larger variance for a particular parameter than another schedule?
  3. For \(F=\begin{pmatrix}5&2\\2&2\end{pmatrix}\), find \(F^{-1}\) and the variance of the contrast \(\theta_1+\theta_2\).
  4. What does a singular information matrix imply for the inverse-information criteria?

Solutions. (1) \(\det(F)=9(3)=27\), \(\operatorname{tr}(F^{-1})=1/9+1/3=4/9\approx0.4444\), and \(c^{\mathsf T}F^{-1}c=1/9\approx0.1111\). (2) The determinant measures joint uncertainty volume; it does not minimize every diagonal variance, so another schedule can improve one parameter while performing less well overall by determinant. (3) The determinant is \(5(2)-2(2)=6\), so \(F^{-1}=\frac{1}{6}\begin{pmatrix}2&-2\\-2&5\end{pmatrix}\). Thus \(c^{\mathsf T}F^{-1}c=(2-2-2+5)/6=3/6=0.5\). (4) A singular matrix has an unidentified local parameter direction, so \(F^{-1}\) does not exist and the stated inverse-information covariance criteria cannot be computed as finite values.

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