Multivariate panel count data arise when there are multiple types of recurrent events, and the observation for each study subject consists of the number of recurrent events of each type between two successive examinat...
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Multivariate panel count data arise when there are multiple types of recurrent events, and the observation for each study subject consists of the number of recurrent events of each type between two successive examinations. We formulate the effects of potentially time-dependent covariates on multiple types of recurrent events through proportional rates models, while leaving the dependence structures of the related recurrent events completely unspecified. We employ nonparametric maximum pseudo-likelihood estimation under the working assumptions that all types of events are independent and each type of event is a nonhomogeneous Poisson process, and we develop a simple and stable em-type algorithm. We show that the resulting estimators of the regression parameters are consistent and asymptotically normal, with a covariance matrix that can be estimated consistently by a sandwich estimator. In addition, we develop a class of graphical and numerical methods for checking the adequacy of the fitted model. Finally, we evaluate the performance of the proposed methods through simulation studies and analysis of a skin cancer clinical trial.
This paper proposes maximum (quasi)likelihood estimation for high dimensional factor models with regime switching in the loadings. The model parameters are estimated jointly by the em (expectation maximization) algori...
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This paper proposes maximum (quasi)likelihood estimation for high dimensional factor models with regime switching in the loadings. The model parameters are estimated jointly by the em (expectation maximization) algorithm, which in the current context only requires iteratively calculating regime probabilities and principal components of the weighted sample covariance matrix. When regime dynamics are taken into account, smoothed regime probabilities are calculated using a recursive algorithm. Consistency, convergence rates and limit distributions of the estimated loadings and the estimated factors are established under weak cross-sectional and temporal dependence as well as heteroscedasticity. It is worth noting that due to high dimension, regime switching can be identified consistently after the switching point with only one observation period. Simulation results show good performance of the proposed method. An application to the FRED -MD dataset illustrates the potential of the proposed method for detection of business cycle turning points.
This article considers a condition-based maintenance for a system subject to deterioration. The deterioration is modeled by a non-homogeneous gamma process, more precisely the gamma process and the preventive maintena...
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This article considers a condition-based maintenance for a system subject to deterioration. The deterioration is modeled by a non-homogeneous gamma process, more precisely the gamma process and the preventive maintenance are imperfect or worse than old. The corrective maintenance actions are as good as new. The maintenance efficiency or non-efficiency parameters as well as the deterioration parameters are considered to be unknown. The monitoring data under consideration give indirect information on the maintenance parameters. Therefore, an expected maximum algorithm is applied for parameter estimation.
Systematic reviews and meta-analyses synthesize results from well-conducted studies to optimize healthcare decision-making. Network meta-analysis (NMA) is particularly useful for improving precision, drawing new compa...
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Systematic reviews and meta-analyses synthesize results from well-conducted studies to optimize healthcare decision-making. Network meta-analysis (NMA) is particularly useful for improving precision, drawing new comparisons, and ranking multiple interventions. However, recommendations can be misled if published results are a selective sample of what has been collected by trialists, particularly when publication status is related to the significance of the findings. Unfortunately, the missing-not-at-random nature of this problem and the numerous parameters involved in modeling NMAs pose unique computational challenges to quantifying and correcting for publication bias, such that sensitivity analysis is used in practice. Motivated by this important methodological gap, we developed a novel and stable expectation-maximization (em) algorithm to correct for publication bias in the network setting. We validate the method through simulation studies and show that it achieves substantial bias reduction in small to moderately sized NMAs. We also calibrate the method against a Bayesian analysis of a published NMA on antiplatlet therapies for maintaining vascular patency.
The problem of estimating the parameters of a Rayleigh-Rice mixture density is often encountered in image analysis (e.g., remote sensing and medical image processing). In this paper, we address this general problem in...
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The problem of estimating the parameters of a Rayleigh-Rice mixture density is often encountered in image analysis (e.g., remote sensing and medical image processing). In this paper, we address this general problem in the framework of change detection (CD) in multitemporal and multispectral images. One widely used approach to CD in multispectral images is based on the change vector analysis. Here, the distribution of the magnitude of the difference image can be theoretically modeled by a Rayleigh-Rice mixture density. However, given the complexity of this model, in applications, a Gaussian-mixture approximation is often considered, which may affect the CD results. In this paper, we present a novel technique for parameter estimation of the Rayleigh-Rice density that is based on a specific definition of the expectation-maximization algorithm. The proposed technique, which is characterized by good theoretical properties, iteratively updates the parameters and does not depend on specific optimization routines. Several numerical experiments on synthetic data demonstrate the effectiveness of the method, which is general and can be applied to any image processing problem involving the Rayleigh-Rice mixture density. In the CD context, the Rayleigh-Rice model (which is theoretically derived) outperforms other empirical models. Experiments on real multitemporal and multispectral remote sensing images confirm the validity of the model by returning significantly higher CD accuracies than those obtained by using the state-of-the-art approaches.
In problems with a time to event outcome, subjects may experience competing events, which censor the outcome of interest. Cox's partial likelihood estimator treating competing events as independent censoring is co...
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In problems with a time to event outcome, subjects may experience competing events, which censor the outcome of interest. Cox's partial likelihood estimator treating competing events as independent censoring is commonly used to examine group differences in clinical trials but fails to adjust for omitted covariates and can bias the assessment of marginal benefit. A bivariate normal linear model generating latent data with dependent censoring is used to assess this bias. Our R-package bnc provides maximum penalized likelihood (MPL) parameter estimation using a novel em algorithm. Using bnc, we study the properties of such MPL estimation. Simulation results for two-sample survival comparisons of time to an event of interest, with independent censoring accompanied by censoring from a correlated competing risk, are presented. Key parameters-means, hazard ratios, and correlation-are estimated. These results demonstrated that, despite ill-conditioning in models generating correlated competing risks, estimates of marginal effects are reliable. Bivariate normal models were fitted in a trial of head and neck cancer. Model fits help with clinical interpretation while also supplementing other standard methods for follow-up that are terminated by intervening risks.
Misclassified current status data arise when the failure time of interest is observed or known only to be either smaller or larger than an observation time rather than observed exactly, and the failure status is exami...
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Misclassified current status data arise when the failure time of interest is observed or known only to be either smaller or larger than an observation time rather than observed exactly, and the failure status is examined by a diagnostic test with testing error. Such data commonly occur in various scientific fields, including clinical trials, demographic studies and epidemiological surveys. This paper discusses regression analysis of such data with the focus on variable selection or identifying predictable and important covariates associated with the failure time of interest. For the problem, a penalized maximum likelihood approach is proposed under the Cox proportional hazards model and the smoothly clipped absolute deviation penalty. More specifically, we develop a penalized em algorithm to relieve the computational burden in maximizing the resulting, complex penalized likelihood function. A simulation study is conducted to examine the empirical performance of the proposed approach in finite samples, and an illustration to a set of real data on chlamydia is also provided.
In engineering practice, many products exhibit multiple and dependent degrading performance characteristics (PCs). It is common to observe that these PCs' initial measurements are nonconstant and sometimes correla...
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In engineering practice, many products exhibit multiple and dependent degrading performance characteristics (PCs). It is common to observe that these PCs' initial measurements are nonconstant and sometimes correlated with the subsequent degradation rate, which typically varies from one unit to another. To accommodate the unit-wise heterogeneity, PC-wise dependency, and "initiation-growth" correlation, this article proposes a broad class of multi-dimensional degradation models under a framework of hierarchical multivariate Wiener processes. These models incorporate dual multi-normally distributed random effects concerning the initial values and degradation rates. To infer model parameters, expectation-maximization (em) algorithms and several tools for model validation and selection are developed. Various simulation studies are carried out to assess the performance of the inference method and to compare different models. Two case studies are conducted to demonstrate the applicability of the proposed methodology. The online supplementary materials of this article contain derivations of em estimators, additional numerical results, and R codes.
One-shot devices result in an extreme case of interval censoring, wherein one can only know whether the failure time is either before or after the test time. The study of one-shot device testing has been developed con...
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One-shot devices result in an extreme case of interval censoring, wherein one can only know whether the failure time is either before or after the test time. The study of one-shot device testing has been developed considerably recently, both in terms of estimation and optimal design under different lifetime distributions. However, one-shot device testing analysis under lognormal lifetime distribution has not been studied yet. While the hazard function for exponential distribution is always a constant, and that of Weibull and gamma are either increasing or decreasing, the lognormal distribution has increasing - decreasing behavior of hazard which is encountered often in practice as units usually experience early failure and then stabilize over time in terms of performance. In this paper, we develop the em algorithm for the likelihood estimation based on one-shot device test data under lognormal distribution and also the design of optimal CSALTs (constant stress accelerated life tests) under this set up with budget constraints. A simulation study is carried out to assess the performance of the methods of inference developed here and some real-life data are analyzed for illustrative purpose.
Parameter estimation in logistic regression is a well-studied problem with the Newton-Raphson method being one of the most prominent optimization techniques used in practice. A number of monotone optimization methods ...
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Parameter estimation in logistic regression is a well-studied problem with the Newton-Raphson method being one of the most prominent optimization techniques used in practice. A number of monotone optimization methods including minorization-maximization (MM) algorithms, expectation-maximization (em) algorithms and related variational Bayes approaches offer useful alternatives guaranteed to increase the logistic regression likelihood at every iteration. In this article, we propose and evaluate an optimization procedure that is based on a straightforward modification of an em algorithm for logistic regression. Our method can substantially improve the computational efficiency of the em algorithm while preserving the monotonicity of em and the simplicity of the em parameter updates. By introducing an additional latent parameter and selecting this parameter to maximize the penalized observed-data log-likelihood at every iteration, our iterative algorithm can be interpreted as a parameter-expanded expectation-conditional maximization either (ECME) algorithm, and we demonstrate how to use the parameter-expanded ECME with an arbitrary choice of weights and penalty function. In addition, we describe a generalized version of our parameter-expanded ECME algorithm that can be tailored to the challenges encountered in specific high-dimensional problems, and we study several interesting connections between this generalized algorithm and other well-known methods. Performance comparisons between our method, the em algorithm, Newton-Raphson, and several other optimization methods are presented using an extensive series of simulation studies based upon both real and synthetic datasets.
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