Estimation of Semi-Markov Multi-state Models: A Comparison of the Sojourn Times and Transition Intensities Approaches

05/29/2020
by   Azam Asanjarani, et al.
0

Semi-Markov models are widely used for survival analysis and reliability analysis. In general, there are two competing parameterizations and each entails its own interpretation and inference properties. On the one hand, a semi-Markov process can be defined based on the distribution of sojourn times, often via hazard rates, together with transition probabilities of an embedded Markov chain. On the other hand, intensity transition functions may be used, often referred to as the hazard rates of the semi-Markov process. We summarize and contrast these two parameterizations both from a probabilistic and an inference perspective, and we highlight relationships between the two approaches. In general, the intensity transition based approach allows the likelihood to be split into likelihoods of two-state models having fewer parameters, allowing efficient computation and usage of many survival analysis tools. Nevertheless, in certain cases the sojourn time based approach is natural. In contrasting the two approaches and contemporary relevant R packages used for inference, we use two real datasets highlighting the probabilistic and inference properties of each approach. This analysis is accompanied by an R vignette.

READ FULL TEXT

Authors

page 1

page 2

page 3

page 4

10/24/2018

Exchangeable, Markov multi-state survival process

We consider exchangeable Markov multi-state survival processes -- tempor...
04/02/2020

Robust Parametric Inference for Finite Markov Chains

We consider the problem of statistical inference in a parametric finite ...
12/04/2020

Decentralized State-Dependent Markov Chain Synthesis for Swarm Guidance

This paper introduces a decentralized state-dependent Markov chain synth...
12/19/2013

Multimodal Transitions for Generative Stochastic Networks

Generative Stochastic Networks (GSNs) have been recently introduced as a...
11/06/2020

Inhomogeneous Markov Survival Regression Models

We propose new regression models in survival analysis based on homogeneo...
04/21/2022

Marginal Structural Illness-Death Models for Semi-Competing Risks Data

The three-state illness death model has been established as a general ap...
10/16/2020

Methods to Deal with Unknown Populational Minima during Parameter Inference

There is a myriad of phenomena that are better modelled with semi-infini...
This week in AI

Get the week's most popular data science and artificial intelligence research sent straight to your inbox every Saturday.