Mixture cure models for multivariate survival data

Mixture cure models (MCMs) have been widely used to analyze survival data with a cure fraction. The MCMs postulate that a fraction of the patients are cured from the disease and that the failure time for the uncured patients follows a proper survival distribution, referred to as latency distribution. The MCMs have been extended to bivariate survival data by modeling the marginal distributions. In this paper, the marginal MCM is extended to multivariate survival data. The new model is applicable to the survival data with varied cluster size and interval censoring. The proposed model allows covariates to be incorporated into both the cure fraction and the latency distribution for the uncured patients. The primary interest is to estimate the marginal parameters in the mean structure, where the correlation structure is treated as nuisance parameters. The marginal parameters are estimated consistently by treating the observations within the cluster as independent. The variances of the parameters are estimated by the one-step jackknife method. The proposed method does not depend on the specification of correlation structure. Simulation studies show that the new method works well when the marginal model is correct. The performance of the MCM is also examined when the clustered survival times share common random effect. The MCM is applied to the data from a smoking cessation study.     

Pairwise likelihood for the longitudinal mixed Rasch model

Inference in Generalized linear mixed models with multivariate random effects is often made cumbersome by the high-dimensional intractable integrals involved in the marginal likelihood. An inferential methodology based on the marginal pairwise likelihood approach is proposed. This method belonging to the broad class of composite likelihood involves marginal pairs probabilities of the responses which has analytical expression for the probit version of the model, from where we derived those of the logit version. The different results are illustrated with a simulation study and with an analysis of a real data from health-related quality of life.     

MULCOX2: a general computer program for the Cox regression analysis of multivariate failure time data

Multivariate failure time data is commonly encountered in biomedicine, because each study subject may experience multiple events or because there exists clustering of subjects such that failure times within the same cluster are correlated. MULCOX2 implements a general statistical methodology for analyzing such data. This approach formulates the marginal distributions of multivariate failure times by Cox proportional hazards models without specifying the nature of dependence among related failure times. The baseline hazard functions for the marginal models may be identical or different. A variety of statistical inference can be made regarding the effects of (possibly time-dependent) covariates on the failure rates. Although designed primarily for the marginal approach, MULCOX2 is general enough to implement several alternative methods. The program runs on any computer with a FORTRAN compiler. The running time is minimal. Two illustrative examples are provided.     

A Bayesian approach to model-based clustering for binary panel probit models

Considering latent heterogeneity is of special importance in nonlinear models in order to gauge correctly the effect of explanatory variables on the dependent variable. A stratified model-based clustering approach is adapted for modeling latent heterogeneity in binary panel probit models. Within a Bayesian framework an estimation algorithm dealing with the inherent label switching problem is provided. Determination of the number of clusters is based on the marginal likelihood and a cross-validation approach. A simulation study is conducted to assess the ability of both approaches to determine on the correct number of clusters indicating high accuracy for the marginal likelihood criterion, with the cross-validation approach performing similarly well in most circumstances. Different concepts of marginal effects incorporating latent heterogeneity at different degrees arise within the considered model setup and are directly at hand within Bayesian estimation via MCMC methodology. An empirical illustration of the methodology developed indicates that consideration of latent heterogeneity via latent clusters provides the preferred model specification over a pooled and a random coefficient specification.     

Modeling gap times between recurrent events by marginal rate function

Gap times between recurrent events are often encountered in longitudinal follow-up studies related to medical science, biostatistics, econometrics, reliability, criminology, demography, and other areas. There have been many models to fit such data, such as proportional hazards (PH) model and additive hazards (AH) model, among others. Standard partial likelihood can be employed to draw their statistical inference. The inference from a direct PH or AH assumption on the gap times, however, is less intuitive and straightforward than marginal rate models-which are often preferred by practitioners due to their more direct interpretations for identifying risk factors. In addition, the existing models have not adequately considered zero-recurrence subjects often encountered in recurrent event data. To overcome these shortcomings, we propose an alternative gap time model using an additive marginal rate function that accounts for zero-recurrence subjects. Local profile-likelihood is applied to estimate the model attributes, and the asymptotic properties of the estimators are established as well. The performance of the proposed estimators is evaluated by a simulation study. The proposed model is applied to analyze a set of data on pulmonary exacerbations and rhDNase treatment.     

An EM-like algorithm for the semiparametric accelerated failure time gamma frailty model

The frailty model is one of the most popular models used to analyze clustered failure time data, and the frailty term in the model is used to assess associations in each cluster. The frailty model based on the semiparametric accelerated failure time model attracts less attention than the one based on the proportional hazards model due to its computational difficulties. In this paper, we develop a new estimation method for the semiparametric accelerated failure time gamma frailty model based on the EM-like algorithm and the rank-like estimation method. The proposed method is compared with the existing EM algorithm, which incorporates the M-estimator in the M-step. From simulation studies, we show that the rank-like estimation method in the M-like step simplifies the estimation procedure and reduces the computational time by the linear programming approach. With respect to the accuracy of estimates and length of computational time, the proposed method outperforms the existing estimation methods. For illustration, we apply the proposed method to the data set of sublingual nitroglycerin and oral isosorbide dinitrate on angina pectoris of coronary heart disease patients.     

Simulation of multivariate non-gaussian autoregressive time series with given autocovariance and marginals

A semi-analytic method is proposed for the generation of realizations of a multivariate process of a given linear correlation structure and marginal distribution. This is an extension of a similar method for univariate processes, transforming the autocorrelation of the non-Gaussian process to that of a Gaussian process based on a piece-wise linear marginal transform from non-Gaussian to Gaussian marginal. The extension to multivariate processes involves the derivation of the autocorrelation matrix from the marginal transforms, which determines the generating vector autoregressive process. The effectiveness of the approach is demonstrated on systems designed under different scenarios of autocovariance and marginals.     

Multiple imputation method for the semiparametric accelerated failure time mixture cure model

There are few discussions on the semiparametric accelerated failure time mixture cure model due to its complexity in estimation. In this paper, we propose a multiple imputation method for the semiparametric accelerated failure time mixture cure model based on the rank estimation method and the profile likelihood method. Both approaches can be easily implemented in R environment. However, the computation time for the rank estimation method is longer than that from the profile likelihood method. Simulation studies demonstrate that the performances of estimated parameters from the proposed methods are comparable to those from the expectation maximization (EM) algorithm, and the estimated variances are comparable to those from the empirical approach. For illustration, we apply the proposed method to a data set of failure times from the bone marrow transplantation.     

Bayesian analysis of an inverse Gaussian correlated frailty model

In survival analysis frailty is often used to model heterogeneity between individuals or correlation within clusters. Typically frailty is taken to be a continuous random effect, yielding a continuous mixture distribution for survival times. A Bayesian analysis of a correlated frailty model is discussed in the context of inverse Gaussian frailty. An MCMC approach is adopted and the deviance information criterion is used to compare models. As an illustration of the approach a bivariate data set of corneal graft survival times is analysed.     

基于时空快照数据库的时间序列预测

时空数据库是在空间数据库的基础上引入了时间维,时空数据模型和时空变化分析是GIS领域当前研究热点之一。提出一种在时空快照数据中预测时间序列发展和关联规则发现的方法。首先采用基态修正模型表达时空数据,从中提取出时空快照序列,将时空快照序列聚类为几个簇,再在簇内挖掘关联规则。将该方法应用于实验数据,结果证明这种方法能够有效地从时空快照数据中发现时空序列的发展趋势。     

Numerical method for Weibull generalized renewal process and its applications in reliability analysis of NC machine tools

In generalized renewal process (GRP) reliability analysis for repairable systems, Monte Carlo (MC) simulation method instead of numerical method is often used to estimate model parameters because of the complexity and the difficulty of developing a mathematically tractable probabilistic model. In this paper, based on the conditional Weibull distribution for repairable systems, using negative log-likelihood as an objective function and adding inequality constraints to model parameters, a nonlinear programming approach is proposed to estimate restoration factor for the Kijima type GRP model I, as well as the model II. This method minimizes the negative log-likelihood directly, and avoids solving the complex system of equations. Three real and different types of field failure data sets with time truncation for NC machine tools are analyzed by the proposed numerical method. The sampling formulas of failure times for the GRP models I and II are derived and the effectiveness of the proposed method is validated with MC simulation method. The results show that the GRP model is superior to the ordinary renewal process (ORP) and the power law non-homogeneous Poisson process (PL-NHPP) model.     

Numerical method for Weibull generalized renewal process and its applications in reliability analysis of NC machine tools

In generalized renewal process (GRP) reliability analysis for repairable systems, Monte Carlo (MC) simulation method instead of numerical method is often used to estimate model parameters because of the complexity and the difficulty of developing a mathematically tractable probabilistic model. In this paper, based on the conditional Weibull distribution for repairable systems, using negative log-likelihood as an objective function and adding inequality constraints to model parameters, a nonlinear programming approach is proposed to estimate restoration factor for the Kijima type GRP model I, as well as the model II. This method minimizes the negative log-likelihood directly, and avoids solving the complex system of equations. Three real and different types of field failure data sets with time truncation for NC machine tools are analyzed by the proposed numerical method. The sampling formulas of failure times for the GRP models I and II are derived and the effectiveness of the proposed method is validated with MC simulation method. The results show that the GRP model is superior to the ordinary renewal process (ORP) and the power law non-homogeneous Poisson process (PL-NHPP) model.     

Cluster-based instance selection for machine classification

Instance selection in the supervised machine learning, often referred to as the data reduction, aims at deciding which instances from the training set should be retained for further use during the learning process. Instance selection can result in increased capabilities and generalization properties of the learning model, shorter time of the learning process, or it can help in scaling up to large data sources. The paper proposes a cluster-based instance selection approach with the learning process executed by the team of agents and discusses its four variants. The basic assumption is that instance selection is carried out after the training data have been grouped into clusters. To validate the proposed approach and to investigate the influence of the clustering method used on the quality of the classification, the computational experiment has been carried out.     

Identification of marginal and joint CDFs using Bayesian method for RBDO

In RBDO, input uncertainty models such as marginal and joint cumulative distribution functions (CDFs) need to be used. However, only limited data exists in industry applications. Thus, identification of the input uncertainty model is challenging especially when input variables are correlated. Since input random variables, such as fatigue material properties, are correlated in many industrial problems, the joint CDF of correlated input variables needs to be correctly identified from given data. In this paper, a Bayesian method is proposed to identify the marginal and joint CDFs from given data where a copula, which only requires marginal CDFs and correlation parameters, is used to model the joint CDF of input variables. Using simulated data sets, performance of the Bayesian method is tested for different numbers of samples and is compared with the goodness-of-fit (GOF) test. Two examples are used to demonstrate how the Bayesian method is used to identify correct marginal CDFs and copula.     

A kernel‐based core growing clustering method

In this paper, a novel clustering method in the kernel space is proposed. It effectively integrates several existing algorithms to become an iterative clustering scheme, which can handle clusters with arbitrary shapes. In our proposed approach, a reasonable initial core for each of the cluster is estimated. This allows us to adopt a cluster growing technique, and the growing cores offer partial hints on the cluster association. Consequently, the methods used for classification, such as support vector machines (SVMs), can be useful in our approach. To obtain initial clusters effectively, the notion of the incomplete Cholesky decomposition is adopted so that the fuzzy c‐means (FCM) can be used to partition the data in a kernel defined‐like space. Then a one‐class and a multiclass soft margin SVMs are adopted to detect the data within the main distributions (the cores) of the clusters and to repartition the data into new clusters iteratively. The structure of the data set is explored by pruning the data in the low‐density region of the clusters. Then data are gradually added back to the main distributions to assure exact cluster boundaries. Unlike the ordinary SVM algorithm, whose performance relies heavily on the kernel parameters given by the user, the parameters are estimated from the data set naturally in our approach. The experimental evaluations on two synthetic data sets and four University of California Irvine real data benchmarks indicate that the proposed algorithms outperform several popular clustering algorithms, such as FCM, support vector clustering (SVC), hierarchical clustering (HC), self‐organizing maps (SOM), and non‐Euclidean norm fuzzy c‐means (NEFCM). © 2009 Wiley Periodicals, Inc.4     

A new hybrid approach based on SARIMA and partial high order bivariate fuzzy time series forecasting model

In the literature, there have been many studies using fuzzy time series for the purpose of forecasting. The most studied model is the first order fuzzy time series model. In this model, an observation of fuzzy time series is obtained by using the previous observation. In other words, only the first lagged variable is used when constructing the first order fuzzy time series model. Therefore, this model can not be sufficient for some time series such as seasonal time series which is an important class in time series models. Besides, the time series encountered in real life have not only autoregressive (AR) structure but also moving average (MA) structure. The fuzzy time series models available in the literature are AR structured and are not appropriate for MA structured time series. In this paper, a hybrid approach is proposed in order to analyze seasonal fuzzy time series. The proposed hybrid approach is based on partial high order bivariate fuzzy time series forecasting model which is first introduced in this paper. The order of this model is determined by utilizing Box-Jenkins method. In order to show the efficiency of the proposed hybrid method, real time series are analyzed with this method. The results obtained from the proposed method are compared with the other methods. As a result, it is observed that more accurate results are obtained from the proposed hybrid method.     

A hybrid neural network and ARIMA model for water quality time series prediction

Accurate predictions of time series data have motivated the researchers to develop innovative models for water resources management. Time series data often contain both linear and nonlinear patterns. Therefore, neither ARIMA nor neural networks can be adequate in modeling and predicting time series data. The ARIMA model cannot deal with nonlinear relationships while the neural network model alone is not able to handle both linear and nonlinear patterns equally well. In the present study, a hybrid ARIMA and neural network model is proposed that is capable of exploiting the strengths of traditional time series approaches and artificial neural networks. The proposed approach consists of an ARIMA methodology and feed-forward, backpropagation network structure with an optimized conjugated training algorithm. The hybrid approach for time series prediction is tested using 108-month observations of water quality data, including water temperature, boron and dissolved oxygen, during 1996–2004 at Büyük Menderes river, Turkey. Specifically, the results from the hybrid model provide a robust modeling framework capable of capturing the nonlinear nature of the complex time series and thus producing more accurate predictions. The correlation coefficients between the hybrid model predicted values and observed data for boron, dissolved oxygen and water temperature are 0.902, 0.893, and 0.909, respectively, which are satisfactory in common model applications. Predicted water quality data from the hybrid model are compared with those from the ARIMA methodology and neural network architecture using the accuracy measures. Owing to its ability in recognizing time series patterns and nonlinear characteristics, the hybrid model provides much better accuracy over the ARIMA and neural network models for water quality predictions.     

Development of a landslide component for a sediment budget model

Most erosion models focus on overland-flow erosion with fewer incorporating landslide erosion although it is common on hillslopes. Landslide models are typically dynamic, spatially distributed simulations with large data requirements for parameterisation and are often computationally intensive. The Australian SedNet model represents a middle ground between process-based and empirical models and is being modified for New Zealand conditions by incorporating shallow landsliding.We describe a method for implementing a model within SedNetNZ to provide the long-term annual average sediment contribution from shallow landsliding and its spatial distribution. The mass of soil eroded over a defined period is calculated from the landslide probability for each slope class, slope class area, failure depth, soil bulk density, and sediment delivery ratio. Landslide probability is derived from mapping a time series of landslides intersected with DEM-derived slope. The conceptual approach and methodology for parameterisation are suitable for landslide modelling where rainfall-triggered shallow landslides occur.