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Joint modelling of longitudinal and survival data is increasingly used in clinical trials on cancer. In prostate cancer for example, these models permit to account for the link between longitudinal measures of prostate-specific antigen…

We consider a discrete time semi-Markov process where the characteristics defining the process depend on a small perturbation parameter. It is assumed that the state space consists of one finite communicating class of states and, in…

Probability · Mathematics 2016-03-21 Mikael Petersson

This paper demonstrates the advantages of sharing information about unknown features of covariates across multiple model components in various nonparametric regression problems including multivariate, heteroscedastic, and semi-continuous…

Methodology · Statistics 2019-06-11 Antonio R. Linero , Debajyoti Sinha , Stuart R. Lipsitz

Stochastic state-transition models of infectious disease transmission can be used to deduce relevant drivers of transmission when fitted to data using statistically principled methods. Fitting this individual-level data requires inference…

Methodology · Statistics 2026-02-12 James Neill , Lloyd A. C. Chapman , Chris Jewell

In this paper, we consider semi-Markov processes whose transition times and transition probabilities depend on a small parameter $\varepsilon$. Understanding the asymptotic behavior of such processes is needed in order to study the…

Probability · Mathematics 2024-11-08 Leonid Koralov , Ishfaaq Mohammed Imtiyas

Multi-state survival analysis considers several potential events of interest along a disease pathway. Such analyses are crucial to model complex patient trajectories and are increasingly being used in epidemiological and health economic…

Methodology · Statistics 2021-04-30 Jonathan Broomfield , Caroline E. Weibull , Michael J. Crowther

In recent years, theoretical results and simulation evidence have shown Bayesian additive regression trees to be a highly-effective method for nonparametric regression. Motivated by cost-effectiveness analyses in health economics, where…

Asymptotic properties of Markov Processes, such as steady state probabilities or hazard rate for absorbing states can be efficiently calculated by means of linear algebra even for large-scale problems. This paper discusses the methods for…

Performance · Computer Science 2017-05-17 Vitali Volovoi

Consider a subject or unit in a longitudinal biomedical, public health, engineering, economic, or social science study which is being monitored over a possibly random duration. Over time this unit experiences competing recurrent events and…

Methodology · Statistics 2024-12-30 Lili Tong , Piaomu Liu , Edsel Pena

Multistate dynamical processes on networks, where nodes can occupy one of a multitude of discrete states, are gaining widespread use because of their ability to recreate realistic, complex behaviour that cannot be adequately captured by…

Physics and Society · Physics 2017-09-29 Peter G. Fennell , James P. Gleeson

State-space models (SSMs) are a powerful statistical tool for modelling time-varying systems via a latent state. In these models, the latent state is never directly observed. Instead, a sequence of data points related to the state are…

Computation · Statistics 2023-06-22 Benjamin Cox , Victor Elvira

The bisimulation metric (BSM) is a powerful tool for analyzing state similarities within a Markov decision process (MDP), revealing that states closer in BSM have more similar optimal value functions. While BSM has been successfully…

Machine Learning · Computer Science 2025-12-22 Zhenyu Tao , Wei Xu , Xiaohu You

In medicine, comorbidities refer to the presence of multiple, co-occurring diseases. Due to their co-occurring nature, the course of one comorbidity is often highly dependent on the course of the other disease and, hence, treatments can…

Applications · Statistics 2021-03-16 Basil Maag , Stefan Feuerriegel , Mathias Kraus , Maytal Saar-Tsechansky , Thomas Züger

We develop a semiparametric Bayesian approach for estimating the mean response in a missing data model with binary outcomes and a nonparametrically modelled propensity score. Equivalently we estimate the causal effect of a treatment,…

Statistics Theory · Mathematics 2020-09-23 Kolyan Ray , Aad van der Vaart

The well-established methodology for the estimation of hidden semi-Markov models (HSMMs) as hidden Markov models (HMMs) with extended state spaces is further developed to incorporate covariate influences across all aspects of the state…

Methodology · Statistics 2024-05-24 Jan-Ole Koslik

We introduce the concept of a Markov influence system (MIS) and analyze its dynamics. An MIS models a random walk in a graph whose edges and transition probabilities change endogenously as a function of the current distribution. This…

Multiagent Systems · Computer Science 2019-03-28 Bernard Chazelle

In this article a flexible Bayesian non-parametric model is proposed for non-homogeneous hidden Markov models. The model is developed through the amalgamation of the ideas of hidden Markov models and predictor dependent stick-breaking…

Methodology · Statistics 2012-05-10 Abhra Sarkar , Anindya Bhadra , Bani K. Mallick

Markov cohort state-transition models have been the standard approach for simulating the prognosis of patients or, more generally, the life trajectories of individuals over a time period. Current approaches for estimating the variance of a…

Applications · Statistics 2022-04-07 Rowan Iskandar , Cassandra Berns

In psoriatic arthritis, it is important to understand the joint activity (represented by swelling and pain) and damage processes because both are related to severe physical disability. This paper aims to provide a comprehensive…

Applications · Statistics 2017-04-04 Sean Yiu , Vernon T. Farewell , Brian D. M. Tom

Relevant events in a three state illness-death model (IDM) of a chronic disease are the diagnosis of the disease and death with or without the disease. In this article a simulation framework for populations moving in the IDM is presented.…

Populations and Evolution · Quantitative Biology 2013-01-01 Ralph Brinks