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The log-rank test and the Cox proportional hazards model are commonly used to compare time-to-event data in clinical trials, as they are most powerful under proportional hazards. But there is a loss of power if this assumption is violated,…

Methodology · Statistics 2024-02-14 Jonas Brugger , Tim Friede , Florian Klinglmüller , Martin Posch , Robin Ristl , Franz König

Semi-Markov processes are Markovian processes in which the firing time of the transitions is modelled by probabilistic distributions over positive reals interpreted as the probability of firing a transition at a certain moment in time. In…

Formal Languages and Automata Theory · Computer Science 2017-12-04 Mathias Ruggaard Pedersen , Nathanaël Fijalkow , Giorgio Bacci , Kim Guldstrand Larsen , Radu Mardare

Performance evaluation of nursing homes is usually accomplished by the repeated administration of questionnaires aimed at measuring the health status of the patients during their period of residence in the nursing home. We illustrate how a…

Applications · Statistics 2009-08-18 Francesco Bartolucci , Monia Lupparelli , Giorgio E. Montanari

This study introduces a stochastic model of COVID-19 transmission tailored to the Colorado School of Mines campus and evaluates surveillance testing strategies within a university context. Enhancing the conventional SEIR framework with…

Applications · Statistics 2024-04-09 Laura Albrecht , Karin Leiderman , Suzanne Sindi , Douglas Nychka

To forecast the time dynamics of an epidemic, we propose a discrete stochastic model that unifies and generalizes previous approaches to the subject. Viewing a given population of individuals or groups of individuals with given health state…

In this paper, we present a kernel-based, multi-task Gaussian Process (GP) model for approximating the underlying function of an individual's mobility state using a time-inhomogeneous Markov Process with two states: moves and pauses. Our…

Machine Learning · Statistics 2023-06-22 Ekin Ugurel

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

There is a growing need for flexible general frameworks that integrate individual-level data with external summary information for improved statistical inference. External information relevant for a risk prediction model may come in…

Methodology · Statistics 2023-04-11 Tian Gu , Jeremy M. G. Taylor , Bhramar Mukherjee

This paper is motivated by an ongoing pediatric mental health care (PMHC) program in which records of mental health-related emergency department (MHED) visits are extracted from population-based administrative databases. A particular…

Methodology · Statistics 2025-05-07 Anqi A. Chen , X. Joan Hu , Rhonda J. Rosychuk

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

Joint multivariate longitudinal and time-to-event data are gaining increasing attention in the biomedical sciences where subjects are followed over time to monitor the progress of a disease or medical condition. In the insurance context,…

Methodology · Statistics 2019-02-12 Edward W. Frees , Catalina Bolancé , Montserrat Guillen , Emiliano Valdez

Multivariate data sources with components of different information value seem to appear frequently in practice. Models in which the components change their homogeneity at different times are of significant importance. The fact whether any…

Optimization and Control · Mathematics 2020-11-04 Krzysztof Szajowski

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…

Continuous-time multi-state survival models can be used to describe health-related processes over time. In the presence of interval-censored times for transitions between the living states, the likelihood is constructed using transition…

Methodology · Statistics 2017-03-24 Robson J. M. Machado , Ardo van den Hout

In this paper we propose a novel SEIR stochastic epidemic model. A distinguishing feature of this new model is that it allows us to consider a set up under general latency and infectious period distributions. To some extent, queuing systems…

Quantitative Methods · Quantitative Biology 2023-06-29 Edilson F. Arruda , Rodrigo e Alvim Alexandre , Marcelo D. Fragoso , João B. R. do val , Sinnu S. Thomas

An emerging challenge for time-to-event data is studying semi-competing risks, namely when two event times are of interest: a non-terminal event time (e.g. age at disease diagnosis), and a terminal event time (e.g. age at death). The…

Methodology · Statistics 2020-10-12 Daniel Nevo , Malka Gorfine

In this study, two-state Markov switching multinomial logit models are proposed for statistical modeling of accident injury severities. These models assume Markov switching in time between two unobserved states of roadway safety. The states…

Applications · Statistics 2009-08-02 Nataliya V. Malyshkina , Fred L. Mannering

A central focus in survival analysis is examining how covariates influence survival time. These covariate effects are often found to be either time-varying, heterogeneous - such as being specific to patients, treatments, or subgroups - or…

Methodology · Statistics 2025-01-24 Niklas Hagemann , Thomas Kneib , Kathrin Möllenhoff

Utilization of multiple trajectories of a dynamical system model provides us with several benefits in approximation of time series. For short term predictions a high accuracy can be achieved via switches to new trajectory at any time.…

Physics and Society · Physics 2021-02-03 Victoria Rayskin

Markov branching systems form a fundamental class of stochastic models that are extensively applied in biology, physics, finance, and other domains. These systems are distinguished by their continuous-time evolution and inherent branching…

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