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This review article provides an overview of recent work in the modeling and analysis of recurrent events arising in engineering, reliability, public health, biomedicine and other areas. Recurrent event modeling possesses unique facets…

Methodology · Statistics 2007-08-03 Edsel A. Peña

Counting processes often written $N=(N_t)_{t\in\mathbb{R}^+}$ are used in several applications of biostatistics, notably for the study of chronic diseases. In the case of respiratory illness it is natural to suppose that the count of the…

Statistics Theory · Mathematics 2016-05-24 Nicolas Klutchnikoff , Gaspar Massiot

The recurrence times between extreme events have been the central point of statistical analyses in many different areas of science. Simultaneously, the Poincar\'e recurrence time has been extensively used to characterize nonlinear dynamical…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Eduardo G. Altmann , Holger Kantz

We conduct a review to assess how the simulation of repeated or recurrent events are planned. For such multivariate time-to-events, it is well established that the underlying mechanism is likely to be complex and to involve in particular…

Applications · Statistics 2015-03-20 Juliette Pénichoux , Thierry Moreau , Aurélien Latouche

In a recurrent events setting, we introduce a new score designed to evaluate the prediction ability, for a given model, of the expected cumulative number of recurrent events. This score allows to take into account the individual history of…

Methodology · Statistics 2023-02-03 Olivier Bouaziz

Progression of chronic disease is often manifested by repeated occurrences of disease-related events over time. Delineating the heterogeneity in the risk of such recurrent events can provide valuable scientific insight for guiding…

Methodology · Statistics 2018-11-16 Huijuan Ma , Limin Peng , Chiung-Yu Huang , Haoda Fu

Point processes in time have a wide range of applications that include the claims arrival process in insurance or the analysis of queues in operations research. Due to advances in technology, such samples of point processes are increasingly…

Methodology · Statistics 2021-09-14 Álvaro Gajardo , Hans-Georg Müller

In this paper, a novel non-parametric method for estimation of expectation and maximum value of the variance function is proposed for recurrent events where intensity of event occurrence changes with the occurrence of each higher order…

Methodology · Statistics 2020-12-18 Sudipta Bhattacharya

This paper provides guidance for researchers with some mathematical background on the conduct of time-to-event analysis in observational studies based on intensity (hazard) models. Discussions of basic concepts like time axis, event…

Asymptotic properties, both consistency and weak convergence, of estimators arising in a general class of dynamic recurrent event models are presented. The class of models take into account the impact of interventions after each event…

Statistics Theory · Mathematics 2019-11-19 Edsel A. Pena

We propose autoregressive Bayesian semi-parametric models for waiting times between recurrent events. The aim is two-fold: inference on the effect of possibly time-varying covariates on the gap times and clustering of individuals based on…

Applications · Statistics 2016-07-28 Marta Tallarita , Maria De Iorio , Alessandra Guglielmi , James Malone-Lee

The number of recurrent events before a terminating event is often of interest. For instance, death terminates an individual's process of rehospitalizations and the number of rehospitalizations is an important indicator of economic cost. We…

Methodology · Statistics 2021-12-30 Willem van den Boom , Maria De Iorio , Marta Tallarita

We consider the task of learning individual-specific intensities of counting processes from a set of static variables and irregularly sampled time series. We introduce a novel modelization approach in which the intensity is the solution to…

Machine Learning · Statistics 2024-06-05 Linus Bleistein , Van-Tuan Nguyen , Adeline Fermanian , Agathe Guilloux

We present new estimators for the statistical analysis of the dependence of the mean gap time length between consecutive recurrent events, on a set of explanatory random variables and in the presence of right censoring. The dependence is…

Applications · Statistics 2021-09-10 Ioana Schiopu-Kratina , Hai Yan Liu , Mayer Alvo , Pierre-Jerome Bergeron

In this paper, we develop a method to model and estimate several, _dependent_ count processes, using granular data. Specifically, we develop a multivariate Cox process with shot noise intensities to jointly model the arrival process of…

Risk Management · Quantitative Finance 2021-08-19 Benjamin Avanzi , Gregory Clive Taylor , Bernard Wong , Xinda Yang

Recurrent event data are common in clinical studies when participants are followed longitudinally, and are often subject to a terminal event. With the increasing popularity of large pragmatic trials with a heterogeneous source population,…

Methodology · Statistics 2022-12-06 Xinyuan Tian , Maria Ciarleglio , Jiachen Cai , Erich Greene , Denise Esserman , Fan Li , Yize Zhao

A variety of real-world processes (over networks) produce sequences of data whose complex temporal dynamics need to be studied. More especially, the event timestamps can carry important information about the underlying network dynamics,…

Machine Learning · Computer Science 2017-03-27 Shuai Xiao , Junchi Yan , Mehrdad Farajtabar , Le Song , Xiaokang Yang , Hongyuan Zha

Convergence results for averages of independent replications of counting processes are established in a $p$-variation setting and under certain assumptions. Such convergence results can be combined with functional differentiability results…

Probability · Mathematics 2019-03-12 Morten Overgaard

Stochastic processes generated by non-stationary distributions are difficult to represent with conventional models such as Gaussian processes. This work presents Recurrent Autoregressive Flows as a method toward general stochastic process…

Machine Learning · Computer Science 2020-06-20 John Mern , Peter Morales , Mykel J. Kochenderfer

Intensity-based multistate models provide a useful framework for characterizing disease processes, the introduction of interventions, loss to follow-up, and other complications arising in the conduct of randomized trials studying complex…

Methodology · Statistics 2022-09-29 Alexandra Bühler , Richard J. Cook , Jerald F. Lawless
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