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Multi-state models are frequently applied for representing processes evolving through a discrete set of state. Important classes of multi-state models arise when transitions between states may depend on the time since entry into the current…

Methodology · Statistics 2022-02-28 Rosario Barone , Andrea Tancredi

Two Cox-based multistate modeling approaches are compared for analyzing a complex multicohort event history process. The first approach incorporates cohort information as a fixed covariate, thereby providing a direct estimation of the…

We consider multi-state capture-recapture-recovery data where observed individuals are recorded in a set of possible discrete states. Traditionally, the Arnason-Schwarz model has been fitted to such data where the state process is modeled…

Applications · Statistics 2015-05-20 Ruth King , Roland Langrock

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

The parameters of a discrete stationary Markov model are transition probabilities between states. Traditionally, data consist in sequences of observed states for a given number of individuals over the whole observation period. In such a…

Computation · Statistics 2012-04-30 Alberto Pasanisi , Shuai Fu , Nicolas Bousquet

Multistate Markov models are a canonical parametric approach for data modeling of observed or latent stochastic processes supported on a finite state space. Continuous-time Markov processes describe data that are observed irregularly over…

Markov switching models (MSMs) are probabilistic models that employ multiple sets of parameters to describe different dynamic regimes that a time series may exhibit at different periods of time. The switching mechanism between regimes is…

Machine Learning · Statistics 2019-09-13 Silvia Chiappa

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

Markov switching models are a popular family of models that introduces time-variation in the parameters in the form of their state- or regime-specific values. Importantly, this time-variation is governed by a discrete-valued latent…

Econometrics · Economics 2023-11-13 Yong Song , Tomasz Woźniak

The COVID-19 pandemic has been characterised by multiple waves of transmission driven by interventions and emerging variants, challenging epidemic models that assume gradually evolving transmission dynamics. We propose a class of…

Applications · Statistics 2026-05-05 Patrick Aschermayr , Konstantinos Kalogeropoulos , Nikolaos Demiris

State-switching models such as hidden Markov models or Markov-switching regression models are routinely applied to analyse sequences of observations that are driven by underlying non-observable states. Coupled state-switching models extend…

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

Two stochastic models are proposed to describe the evolution of the COVID-19 pandemic. In the first model the population is partitioned into four compartments: susceptible $S$, infected $I$, removed $R$ and dead people $D$. In order to have…

Populations and Evolution · Quantitative Biology 2021-09-16 Fabiana Calleri , Giovanni Nastasi , Vittorio Romano

Motivated by disease progression-related studies, we propose an estimation method for fitting general non-homogeneous multi-state Markov models. The proposal can handle many types of multi-state processes, with several states and various…

Methodology · Statistics 2024-07-22 Alessia Eletti , Giampiero Marra , Rosalba Radice

Multi-state capture-recapture data comprise individual-specific sighting histories together with information on individuals' states related, for example, to breeding status, infection level, or geographical location. Such data are often…

Applications · Statistics 2023-11-16 Sina Mews , Roland Langrock , Ruth King , Nicola Quick

Multimorbidity in older adults is common, heterogeneous, and highly dynamic, and it is strongly associated with disability and increased healthcare utilization. However, existing approaches to studying multimorbidity trajectories are…

Non-equilibrium Markov State Modeling (MSM) has recently been proposed [Phys. Rev. E 94, 053001 (2016)] as a possible route to construct a physical theory of sliding friction from a long steady state atomistic simulation: the approach…

Statistical Mechanics · Physics 2017-10-17 M. Teruzzi , F. Pellegrini , A. Laio , E. Tosatti

Markov state models (MSMs) have been widely used to analyze computer simulations of various biomolecular systems. They can capture conformational transitions much slower than an average or maximal length of a single molecular dynamics (MD)…

Biomolecules · Quantitative Biology 2018-02-14 Anton V. Sinitskiy , Vijay S. Pande

Markov state models (MSMs) have been successful in computing metastable states, slow relaxation timescales and associated structural changes, and stationary or kinetic experimental observables of complex molecules from large amounts of…

Chemical Physics · Physics 2015-06-17 Frank Noe , Hao Wu , Jan-Hendrik Prinz , Nuria Plattner

We propose a Markovian stochastic approach to model the spread of a SARS-CoV-2-like infection within a closed group of humans. The model takes the form of a Partially Observable Markov Decision Process (POMDP), whose states are given by the…

Systems and Control · Electrical Eng. & Systems 2022-04-26 Luigi Palopoli , Daniele Fontanelli , Marco Frego , Marco Roveri
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