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[This paper was initially published in PHME conference in 2016, selected for further publication in International Journal of Prognostics and Health Management.] This paper describes an Autoregressive Partially-hidden Markov model (ARPHMM)…

Machine Learning · Statistics 2021-05-04 Pablo Juesas , Emmanuel Ramasso , Sébastien Drujont , Vincent Placet

The identification of factors associated with mental and behavioral disorders in early childhood is critical both for psychopathology research and the support of primary health care practices. Motivated by the Millennium Cohort Study, in…

Methodology · Statistics 2021-09-15 Luca Merlo , Lea Petrella , Nikos Tzavidis

Item Response Theory (IRT) models have received growing interest in health science for analyzing latent constructs such as depression, anxiety, quality of life, or cognitive functioning from the information provided by each individual's…

Mixture models provide a flexible representation of heterogeneity in a finite number of latent classes. From the Bayesian point of view, Markov Chain Monte Carlo methods provide a way to draw inferences from these models. In particular,…

Methodology · Statistics 2020-05-06 Carolina Valani Cavalcante , Kelly Cristina Mota Gonçalves

We propose an Embedding Network Autoregressive Model for multivariate networked longitudinal data. We assume the network is generated from a latent variable model, and these unobserved variables are included in a structural peer effect…

Methodology · Statistics 2025-03-25 Jae Ho Chang , Subhadeep Paul

Analysis of multivariate healthcare time series data is inherently challenging: irregular sampling, noisy and missing values, and heterogeneous patient groups with different dynamics violating exchangeability. In addition, interpretability…

Machine Learning · Computer Science 2023-11-15 Onur Poyraz , Pekka Marttinen

The mixed effects model for repeated measures (MMRM) has been widely used for the analysis of longitudinal clinical data collected at a number of fixed time points. We propose a robust extension of the MMRM for skewed and heavy-tailed data…

Methodology · Statistics 2019-08-12 Yongqiang Tang

In electronic health records (EHRs), latent subgroups of patients may exhibit distinctive patterning in their longitudinal health trajectories. For such data, growth mixture models (GMMs) enable classifying patients into different latent…

Methodology · Statistics 2022-01-12 Rebecca Anthopolos , Ying Wei , Qixuan Chen

We present a flexible Bayesian semiparametric mixed model for longitudinal data analysis in the presence of potentially high-dimensional categorical covariates. Building on a novel hidden Markov tensor decomposition technique, our proposed…

Methodology · Statistics 2022-08-05 Giorgio Paulon , Peter Müller , Abhra Sarkar

Motivated by the analysis of accelerometer data, we introduce a specific finite mixture of hidden Markov models with particular characteristics that adapt well to the specific nature of this type of data. Our model allows for the…

Methodology · Statistics 2020-12-25 Marie du Roy de Chaumaray , Matthieu Marbac , Fabien Navarro

We study the aggregation/disaggregation problem of random parameter AR(1) processes and its relation to the long memory phenomenon. We give a characterization of a subclass of aggregated processes which can be obtained from simpler,…

Statistics Theory · Mathematics 2009-10-20 Dmitrij Celov , Remigijus Leipus , Anne Philippe

In the autoregressive process of first order AR(1), a homogeneous correlated time series $u_t$ is recursively constructed as $u_t = q\; u_{t-1} + \sigma \;\epsilon_t$, using random Gaussian deviates $\epsilon_t$ and fixed values for the…

Quantitative Methods · Quantitative Biology 2014-10-10 Christoph Mark , Claus Metzner , Ben Fabry

Characterization of long-term disease dynamics, from disease-free to end-stage, is integral to understanding the course of neurodegenerative diseases such as Parkinson's and Alzheimer's; and ultimately, how best to intervene. Natural…

Applications · Statistics 2018-01-12 Dan Li , Samuel Iddi , Wesley K. Thompson , Michael C. Donohue

The analysis of longitudinal data gives the chance to observe how unit behaviors change over time, but it also poses a series of issues. These have been the focus of an extensive literature in the context of linear and generalized linear…

Computation · Statistics 2025-10-20 Marco Alfó , Maria Francesca Marino , Maria Giovanna Ranalli , Nicola Salvati

We propose to learn latent graphical models when data have mixed variables and missing values. This model could be used for further data analysis, including regression, classification, ranking etc. It also could be used for imputing missing…

Methodology · Statistics 2015-11-17 Xiao Li , Jinzhu Jia , Yuan Yao

We propose a new method for multivariate response regression and covariance estimation when elements of the response vector are of mixed types, for example some continuous and some discrete. Our method is based on a model which assumes the…

Methodology · Statistics 2022-03-04 Karl Oskar Ekvall , Aaron J. Molstad

Joint modelling of longitudinal and time-to-event data is usually described by a joint model which uses shared or correlated latent effects to capture associations between the two processes. Under this framework, the joint distribution of…

Methodology · Statistics 2022-03-07 Zili Zhang , Christiana Charalambous , Peter Foster

In linear models, omitting a covariate that is orthogonal to covariates in the model does not result in biased coefficient estimation. This in general does not hold for longitudinal data, where additional assumptions are needed to get…

Statistics Theory · Mathematics 2023-05-30 Zhuowei Sun , Hongyuan Cao , Li Chen , Jason P. Fine

Electronic health records contain valuable information for monitoring patients' health trajectories over time. Disease progression models have been developed to understand the underlying patterns and dynamics of diseases using these data as…

Conventional joint modeling approaches generally characterize the relationship between longitudinal biomarkers and discrete event occurrences within terminal, recurring or competing risk settings, thereby offering a limited representation…

Methodology · Statistics 2026-05-26 Félix Laplante , Christophe Ambroise