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The Bayesian approach applied to the calibration problem  191




                     Similarly, a Bayesian prior is built for the parameter vector p.
                     In the online working modality, as the number of BG measurements available
                  was not sufficient to estimate an individual value for s, we fixed its value to the prior
                  mean m obtained from the training set at each iteration of the cross-validation.
                        s
                  Regarding the other parameters, given the stability of the ratio between parameters
                  s 1 and s 2 , to facilitate model identifiability in online modality (when only a few BG
                  references are available) the ratio  s 1  was fixed to the constant 4. The value of 4 is
                                             s 2
                  estimated, at each iteration of the cross-validation, from the mean value of its distri-
                  bution on the corresponding training set of size N t . Thus, Eq. (9.18) represents the
                                                        the samples of the parameters vector
                  final parameter vector. Defining P ¼ p 1 ; :::; p N t
                  p, a Bayesian prior is built by assuming a distribution with prior mean m and prior
                                                                            p
                  covariance matrix S p , where the ith element of m , m , and the ijth element of S p , s ij ,
                                                        p
                                                           i
                  are defined as follows:
                                                  1  X
                                                    N t
                                             m ¼       p k;i
                                              i
                                                 N t
                                                    k¼1
                                                                                (9.31)
                                                N t
                                           1   X
                                    s i;j ¼        p k;i   m i  p k;j   m j
                                         N t   1
                                               k¼1
                     Training set data are used also to estimate the error covariance matrix S w , used in
                  Eq. (9.21). The error variance is assumed constant over time and its value is
                  estimated from the distribution of the differences between SMBG measurements
                  and the correspondent calibrated values (in mg/dL) given by the manufacturer. In
                  particular, for all SMBG samples available in the training set the correspondent
                  CGM calibrated value is matched following the procedure described in Section
                  Description of a Bayesian calibration algorithm and the difference between the
                  two measurements is computed. The error variance is thus obtained, at each
                  cross-validation iteration, from the distribution of the SMBGeCGM error on the
                  training set.
                  Calibration scenarios
                  The calibration algorithm is applied to the test set by simulating an online working
                  modality. In particular, for each sensor in the test group, the raw current signal y I ðtÞ
                  is calibrated by exploiting a set of BG references provided by SMBG measurements.
                  Different calibration schedules are tested, to assess the accuracy of the calibrated
                  profiles using a different number of SMBG samples per day, that is, varying the
                  frequency at which parameters of the calibration model are updated. In particular,
                  apart from the first calibration, which is always performed about 2 h after sensor
                  insertion (exploiting a pair of SMBG samples acquired a few minutes of distance
                  from each other), the following schedules are tested:
                  •  one calibration about every day;
                  •  one calibration about every 2 days;
                  •  one calibration about every 4 days.
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