论文标题

将混合效应隐藏的马尔可夫模型与潜在交替复发事件过程结合起

Combining Mixed Effects Hidden Markov Models with Latent Alternating Recurrent Event Processes to Model Diurnal Active-Rest Cycles

论文作者

Ren, Benny, Barnett, Ian

论文摘要

从可穿戴设备和智能手机收集的数据可以阐明个人的行为和昼夜节律常规模式。手机使用可以建模为交替事件过程,在主动使用状态和空闲状态之间。马尔可夫链和交替的经常性事件模型通常用于模拟诸如此类的状态转变,并且可以使用随机效应的结合来引入昼夜效应。尽管可以在建模动力学之前得出状态标签,但这种方法忽略了可以影响国家成员资格的信息回归协变量。相反,我们提出了一种交替的复发事件比例危害(pH)回归,以建模潜在状态之间的过渡。我们提出了一种预期最大化(EM)算法,用于推出潜在状态标签和估计回归参数。我们表明,我们的E步骤简化为隐藏的Markov模型(HMM)向前算法,从而使我们能够恢复具有Logistic回归转换概率的HMM。此外,我们表明,离散时间过渡的pH模型隐含地惩罚了逻辑回归的可能性,并导致相对风险的收缩估计器。我们为我们的模型参数估计得出渐近分布,并通过模拟以及在数字表型研究中比较我们的方法与竞争方法,该方法遵循智能手机在患有情绪障碍的青少年中使用的智能手机。

Data collected from wearable devices and smartphones can shed light on an individual's pattern of behavioral and circadian routine. Phone use can be modeled as alternating event process, between the state of active use and the state of being idle. Markov chains and alternating recurrent event models are commonly used to model state transitions in cases such as these, and the incorporation of random effects can be used to introduce diurnal effects. While state labels can be derived prior to modeling dynamics, this approach omits informative regression covariates that can influence state memberships. We instead propose an alternating recurrent event proportional hazards (PH) regression to model the transitions between latent states. We propose an Expectation-Maximization (EM) algorithm for imputing latent state labels and estimating regression parameters. We show that our E-step simplifies to the hidden Markov model (HMM) forward-backward algorithm, allowing us to recover a HMM with logistic regression transition probabilities. In addition, we show that PH modeling of discrete-time transitions implicitly penalizes the logistic regression likelihood and results in shrinkage estimators for the relative risk. We derive asymptotic distributions for our model parameter estimates and compare our approach against competing methods through simulation as well as in a digital phenotyping study that followed smartphone use in a cohort of adolescents with mood disorders.

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