English
Related papers

Related papers: Bayesian inference for the Markov-modulated Poisso…

200 papers

Continuous-time multistate models are widely used for analyzing interval-censored data on disease progression over time. Sometimes, diseases manifest differently and what appears to be a coherent collection of symptoms is the expression of…

Methodology · Statistics 2024-10-08 Yidan Shi , Leilei Zeng , Mary E. Thompson , Suzanne L. Tyas

We explore Markov-modulated marked Poisson processes (MMMPPs) as a natural framework for modelling patients' disease dynamics over time based on medical claims data. In claims data, observations do not only occur at random points in time…

Applications · Statistics 2023-11-16 Sina Mews , Bastian Surmann , Lena Hasemann , Svenja Elkenkamp

The Markov-modulated Poisson process is utilised for count modelling in a variety of areas such as queueing, reliability, network and insurance claims analysis. In this paper, we extend the Markov-modulated Poisson process framework through…

Risk Management · Quantitative Finance 2020-08-06 Benjamin Avanzi , Greg Taylor , Bernard Wong , Alan Xian

Progressive diseases worsen over time and are characterised by monotonic change in features that track disease progression. Here we connect ideas from two formerly separate methodologies -- event-based and hidden Markov modelling -- to…

Machine Learning · Computer Science 2021-06-07 Peter A. Wijeratne , Daniel C. Alexander

Critically ill patients in regular wards are vulnerable to unanticipated adverse events which require prompt transfer to the intensive care unit (ICU). To allow for accurate prognosis of deteriorating patients, we develop a novel…

Machine Learning · Computer Science 2017-05-16 Ahmed M. Alaa , Scott Hu , Mihaela van der Schaar

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

The development of statistical approaches for the joint modelling of the temporal changes of imaging, biochemical, and clinical biomarkers is of paramount importance for improving the understanding of neurodegenerative disorders, and for…

Applications · Statistics 2018-02-16 Marco Lorenzi , Maurizio Filippone , Daniel C. Alexander , Sebastien Ourselin

Exposure to air pollution is associated with increased morbidity and mortality. Recent technological advancements permit the collection of time-resolved personal exposure data. Such data are often incomplete with missing observations and…

To investigate interactions between parasite species in a host, a population of field voles was studied longitudinally, with presence or absence of six different parasites measured repeatedly. Although trapping sessions were regular, a…

Applications · Statistics 2013-01-29 Chris Sherlock , Tatiana Xifara , Sandra Telfer , Mike Begon

Individual-level epidemic models are increasingly being used to help understand the transmission dynamics of various infectious diseases. However, fitting such models to individual-level epidemic data is challenging, as we often only know…

Applications · Statistics 2026-02-17 Dirk Douwes-Schultz , Rob Deardon , Alexandra M. Schmidt

Observational longitudinal studies are a common means to study treatment efficacy and safety in chronic mental illness. In many such studies, treatment changes may be initiated by either the patient or by their clinician and can thus vary…

Methodology · Statistics 2020-06-12 Zekun Xu , Eric Laber , Ana-Maria Staicu , Emanuel Severus

We consider the modeling of data generated by a latent continuous-time Markov jump process with a state space of finite but unknown dimensions. Typically in such models, the number of states has to be pre-specified, and Bayesian inference…

Methodology · Statistics 2021-08-12 Yu Luo , David A. Stephens

A goal of clinical researchers is to understand the progression of a disease through a set of biomarkers. Researchers often conduct observational studies, where they collect numerous samples from selected subjects throughout multiple years.…

Human-Computer Interaction · Computer Science 2020-07-27 Bum Chul Kwon

Markov jump processes and continuous time Bayesian networks are important classes of continuous time dynamical systems. In this paper, we tackle the problem of inferring unobserved paths in these models by introducing a fast auxiliary…

Methodology · Statistics 2012-02-20 Vinayak Rao , Yee Whye Teh

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…

We propose a Bayesian hidden Markov model for analyzing time series and sequential data where a special structure of the transition probability matrix is embedded to model explicit-duration semi-Markovian dynamics. Our formulation allows…

Methodology · Statistics 2022-05-23 Beniamino Hadj-Amar , Jack Jewson , Mark Fiecas

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

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

A state-space model is a time-series model that has an unobserved latent process from which we take noisy measurements over time. The observations are conditionally independent given the latent process and the latent process itself is…

Methodology · Statistics 2025-10-07 Paul Fearnhead , Chris Sherlock

We propose a novel Bayesian model selection technique on linear mixed-effects models to compare multiple treatments with a control. A fully Bayesian approach is implemented to estimate the marginal inclusion probabilities that provide a…

Applications · Statistics 2015-09-28 Lei Gong , James M. Flegal , Stephen R. Spindler , Patricia L. Mote
‹ Prev 1 2 3 10 Next ›