论文标题
半摩托夫多状态模型的估计:周时间和过渡强度方法的比较
Estimation of Semi-Markov Multi-state Models: A Comparison of the Sojourn Times and Transition Intensities Approaches
论文作者
论文摘要
半马尔可夫模型被广泛用于生存分析和可靠性分析。通常,有两个竞争的参数化,每个参数都需要其自身的解释和推理属性。一方面,可以根据索期时代的分布(通常是通过危险率)以及嵌入的马尔可夫链的过渡概率来定义半马多夫过程。另一方面,可以使用强度过渡功能,通常称为半马尔可夫过程的危险率。我们从概率和推理的角度总结了这两个参数化的总结和对比,我们突出了两种方法之间的关系。通常,基于强度过渡的方法可以将可能性分为具有较少参数的两态模型的可能性,从而有效地计算和使用许多生存分析工具。 {尽管如此,在某些情况下,基于休假时间的方法是自然的,并且已在应用中广泛利用。}在将两种方法和用于推理的当代相关的R软件包进行对比时,我们使用了两个实际数据集,强调了每种方法的概率和推理特性。该分析伴随着r小插图。
Semi-Markov models are widely used for survival analysis and reliability analysis. In general, there are two competing parameterizations and each entails its own interpretation and inference properties. On the one hand, a semi-Markov process can be defined based on the distribution of sojourn times, often via hazard rates, together with transition probabilities of an embedded Markov chain. On the other hand, intensity transition functions may be used, often referred to as the hazard rates of the semi-Markov process. We summarize and contrast these two parameterizations both from a probabilistic and an inference perspective, and we highlight relationships between the two approaches. In general, the intensity transition based approach allows the likelihood to be split into likelihoods of two-state models having fewer parameters, allowing efficient computation and usage of many survival analysis tools. {Nevertheless, in certain cases the sojourn time based approach is natural and has been exploited extensively in applications.} In contrasting the two approaches and contemporary relevant R packages used for inference, we use two real datasets highlighting the probabilistic and inference properties of each approach. This analysis is accompanied by an R vignette.