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As cancer patient survival improves, late effects from treatment are becoming the next clinical challenge. Chemotherapy and radiotherapy, for example, potentially increase the risk of both morbidity and mortality from second malignancies…

Competing risks model time to first event and type of first event. An example from hospital epidemiology is the incidence of hospital-acquired infection, which has to account for hospital discharge of non-infected patients as a competing…

Methodology · Statistics 2013-04-09 Arthur Allignol , Jan Beyersmann , Thomas Gerds , Aurélien Latouche

Survival models are a popular tool for the analysis of time to event data with applications in medicine, engineering, economics, and many more. Advances like the Cox proportional hazard model have enabled researchers to better describe…

Machine Learning · Statistics 2021-02-16 Stefan Groha , Sebastian M Schmon , Alexander Gusev

In this paper, the recurrent events that can occur more than one over the follow-up time have been modeled by phase-type distributions. We use the finite-state continuous-time Markov process with multi states for patients with recurrent…

Methodology · Statistics 2022-01-26 Roufeh Asghari , Amin Hassan Zadeh

In clinical studies, the illness-death model is often used to describe disease progression. A subject starts disease-free, may develop the disease and then die, or die directly. In clinical practice, disease can only be diagnosed at…

Methodology · Statistics 2026-02-02 Marta Spreafico , Anja J. Rueten-Budde , Hein Putter , Marta Fiocco

We derive a general multiple state model for critical illness insurances. In contrast to the classical model, we take into account that the probability of death for a dread disease sufferer may depend on the duration of the disease, and the…

Applications · Statistics 2016-03-01 Joanna Dȩbicka , Beata Zmyślona

Multistate models (MSM) are well developed for continuous and discrete times under a first order Markov assumption. Motivated by a cohort of COVID-19 patients, an MSM was designed based on 14 transitions among 7 states of a patient. Since a…

Statistics Theory · Mathematics 2023-04-18 Mireia Besalú , Guadalupe Gómez Melis

Life course epidemiology of chronic diseases has been dominated so far by the environmental approach. Whether it focuses on early life exposures and events or later lifestyle behaviors, this approach assumes that previous life experiences…

Methodology · Statistics 2022-09-29 Marc Delord , Annastazia Learoyd , Abdel Douiri

A widely-used model for determining the long-term health impacts of public health interventions, often called a "multistate lifetable", requires estimates of incidence, case fatality, and sometimes also remission rates, for multiple…

Applications · Statistics 2023-03-23 Christopher Jackson , Belen Zapata-Diomedi , James Woodcock

We consider exchangeable Markov multi-state survival processes -- temporal processes taking values over a state-space$\mathcal{S}$ with at least one absorbing failure state $\flat \in \mathcal{S}$ that satisfy natural invariance properties…

Methodology · Statistics 2018-10-26 Walter Dempsey

In this study, we consider sequences drawn from time-homogeneous Markov chains and introduce a novel approach for estimating first hitting-time distributions to specified terminal states. Our method- ology is based on the…

Statistics Theory · Mathematics 2026-05-19 Mikael Escobar-Bach , Alexandre Popier , Malo Sahin

Many applications in medical statistics as well as in other fields can be described by transitions between multiple states (e.g. from health to disease) experienced by individuals over time. In this context, multi-state models are a popular…

Multi-state models are commonly used for intermittent observations of a state over time, but these are generally based on the Markov assumption, that transition rates are independent of the time spent in current and previous states. In a…

Methodology · Statistics 2026-05-07 Christopher Jackson

Multi-state models provide an extension of the usual survival/event-history analysis setting. In the medical domain, multi-state models give the possibility of further investigating intermediate events such as relapse and remission. In this…

Methodology · Statistics 2021-06-24 D. Manevski , H. Putter , M. Pohar Perme , E. F. Bonneville , J. Schetelig , L. C. de Wreede

We compare different selection criteria to choose the number of latent states of a multivariate latent Markov model for longitudinal data. This model is based on an underlying Markov chain to represent the evolution of a latent…

Methodology · Statistics 2012-12-04 Silvia Bacci , Silvia Pandolfi , Fulvia Pennoni

In health technology assessment, decisions are based on complex cost-effectiveness models which, to be implemented, require numerous input parameters. When some of relevant estimates are not available the model may have to be simplified.…

Applications · Statistics 2019-01-23 Sze Huey Tan , Keith R Abrams , Sylwia Bujkiewicz

The analysis of multiple time-to-event outcomes in a randomised controlled clinical trial can be accomplished with exisiting methods. However, depending on the characteristics of the disease under investigation and the circumstances in…

Methodology · Statistics 2026-03-02 Moritz Fabian Danzer , Andreas Faldum , Thorsten Simon , Barbara Hero , Rene Schmidt

The Aalen-Johansen estimator generalizes the Kaplan-Meier estimator for independently left-truncated and right-censored survival data to estimating the transition probability matrix of a time-inhomogeneous Markov model with finite state…

Methodology · Statistics 2020-04-15 Alexandra Niessl , Arthur Allignol , Carina Mueller , Jan Beyersmann

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…

Methodology · Statistics 2021-01-01 Azam Asanjarani , Benoit Liquet , Yoni Nazarathy

Multi-stage disease histories derived from longitudinal data are becoming increasingly available as registry data and biobanks expand. Multi-state models are suitable to investigate transitions between different disease stages in presence…

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