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Stochastic volatility often implies increasing risks that are difficult to capture given the dynamic nature of real-world applications. We propose using arc length, a mathematical concept, to quantify cumulative variations (the total…

Methodology · Statistics 2022-12-21 Yan Gao , Rodney A. Sparapani , Sanjib Basu

In recent years, mixture cure models have gained increasing popularity in survival analysis as an alternative to the Cox proportional hazards model, particularly in settings where a subset of patients is considered cured. The proportional…

Methodology · Statistics 2025-12-10 Fatih Kızılaslan , Valeria Vitelli

We introduce a numerically tractable formulation of Bayesian joint models for longitudinal and survival data. The longitudinal process is modelled using generalised linear mixed models, while the survival process is modelled using a…

Methodology · Statistics 2021-04-23 Danilo Alvares , Francisco Javier Rubio

Modeling dose-response relationships of drugs is essential to understanding their effect on patient outcomes under realistic circumstances. While intention-to-treat analyses of clinical trials provide the effect of assignment to a…

Applications · Statistics 2018-02-15 Jacob Spertus , Marcela Horvitz-Lennon , Sharon-Lise Normand

Health policy decisions are often informed by estimates of long-term survival based primarily on short-term data. A range of methods are available to include longer-term information, but there has previously been no comprehensive and…

Methodology · Statistics 2025-05-05 Christopher Jackson

Objectives To investigate the use of a Bayesian joint modelling approach to predict overall survival (OS) from immature clinical trial data using an intermediate biomarker. To compare the results with a typical parametric approach of…

The Cox regression, a semi-parametric method of survival analysis, is extremely popular in biomedical applications. The proportional hazards assumption is a key requirement in the Cox model. To accommodate non-proportional hazards, we…

Methodology · Statistics 2022-06-13 Alexander Begun , Elena Kulinskaya

This tutorial shows how various Bayesian survival models can be fitted using the integrated nested Laplace approximation in a clear, legible, and comprehensible manner using the INLA and INLAjoint R-packages. Such models include accelerated…

Clinical trials often collect data on multiple outcomes, such as overall survival (OS), progression-free survival (PFS), and response to treatment (RT). In most cases, however, study designs only use primary outcome data for interim and…

Applications · Statistics 2026-04-28 Massimiliano Russo , Steffen Ventz , Lorenzo Trippa

Over the last five decades, we have seen strong methodological advances in survival analysis, mainly in two separate strands: One strand is based on a parametric approach that assumes some response distribution. More prominent, however, is…

Methodology · Statistics 2025-03-25 Sandra Siegfried , Bálint Tamási , Torsten Hothorn

The BayesMortalityPlus package provides a framework for modelling and predicting mortality data. The package includes tools for the construction of life tables based on Heligman-Pollard laws, and also on dynamic linear smoothers.…

In this manuscript we demonstrate the analysis of right-censored survival outcomes using the MRH package in R. The MRH package implements the multi-resolution hazard (MRH) model, which is a Polya-tree based, Bayesian semi-parametric method…

Computation · Statistics 2016-03-02 Yolanda Hagar , Vanja Dukic

Background: Mathematical models based on ordinary differential equations (ODEs) are essential tools across various scientific disciplines, including biology, ecology, and healthcare informatics. They are used to simulate complex dynamic…

Quantitative Methods · Quantitative Biology 2025-09-03 Hamed Karami , Amanda Bleichrodt , Ruiyan Luo , Gerardo Chowell

Polyhazard models are a class of flexible parametric models for modelling survival over extended time horizons. Their additive hazard structure allows for flexible, non-proportional hazards whose characteristics can change over time while…

Methodology · Statistics 2024-06-21 Luke Hardcastle , Samuel Livingstone , Gianluca Baio

The software package $\texttt{mstate}$, in articulation with the package $\texttt{survival}$, provides not only a well-established multi-state survival analysis framework in R, but also one of the most complete, as it includes point and…

Computation · Statistics 2022-01-21 Rui J. Costa , Moritz Gerstung

We introduce a semi-parametric Bayesian model for survival analysis. The model is centred on a parametric baseline hazard, and uses a Gaussian process to model variations away from it nonparametrically, as well as dependence on covariates.…

Machine Learning · Statistics 2016-11-04 Tamara Fernández , Nicolás Rivera , Yee Whye Teh

In the analysis of survival data, it is usually assumed that any unit will experience the event of interest if it is observed for a sufficient long time. However, one can explicitly assume that an unknown proportion of the population under…

Methodology · Statistics 2014-05-15 Vincent Bremhorst , Philippe Lambert

The longevity R package provides provide maximum likelihood estimation routine for modelling of survival data that are subject to non-informative censoring and truncation mechanisms. It includes a selection of 12 parametric models of…

Applications · Statistics 2023-11-17 Léo R. Belzile

Bayesian nonparametric inferential procedures based on Markov chain Monte Carlo marginal methods typically yield point estimates in the form of posterior expectations. Though very useful and easy to implement in a variety of statistical…

Statistics Theory · Mathematics 2016-05-04 Julyan Arbel , Antonio Lijoi , Bernardo Nipoti

The BayesPPDSurv (Bayesian Power Prior Design for Survival Data) R package supports Bayesian power and type I error calculations and model fitting using the power and normalized power priors incorporating historical data with for the…

Methodology · Statistics 2024-04-09 Yueqi Shen , Matthew A. Psioda , Joseph G. Ibrahim