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Joint modelling of longitudinal and time-to-event data is usually described by a random effect joint model which uses shared or correlated latent effects to capture associations between the two processes. Under this framework, the joint distribution of the two processes can be derived straightforwardly by assuming conditional independence given the latent effects. Alternative approaches to induce interdependency into sub-models have also been considered in the literature and one such approach is using copulas, to introduce non-linear correlation between the marginal distributions of the longitudinal and time-to-event processes. A Gaussian copula joint model has been proposed in the literature to fit joint data by applying a Monte Carlo expectation-maximisation algorithm. Enlightening as it is, its original estimation procedure comes with some limitations. In the original approach, the log-likelihood function can not be derived analytically thus requires a Monte Carlo integration, which not only comes with intensive computation but also introduces extra variation/noise into the estimation. The combination with the EM algorithm slows down the computation further and convergence to the maximum likelihood estimators can not be always guaranteed. In addition, the assumption that the length of planned measurements is uniform and balanced across all subjects is not suitable when subjects have varying number of observations. In this paper, we relax this restriction and propose an exact likelihood estimation approach to replace the more computationally expensive Monte Carlo expectation-maximisation algorithm. We also provide a straightforward way to compute dynamic predictions of survival probabilities, showing that our proposed model is comparable in prediction performance to the shared random effects joint model.
We introduce a numerically tractable formulation of Bayesian joint models for longitudinal and survival data. The longitudinal process is modelled using generalised linear mixed models, while the survival process is modelled using a parametric genera
A new class of copulas, termed the MGL copula class, is introduced. The new copula originates from extracting the dependence function of the multivariate generalized log-Moyal-gamma distribution whose marginals follow the univariate generalized log-M
In this paper, a Bayesian semiparametric copula approach is used to model the underlying multivariate distribution $F_{true}$. First, the Dirichlet process is constructed on the unknown marginal distributions of $F_{true}$. Then a Gaussian copula mod
This paper introduces a general framework for survival analysis based on ordinary differential equations (ODE). Specifically, this framework unifies many existing survival models, including proportional hazards models, linear transformation models, a
The article develops marginal models for multivariate longitudinal responses. Overall, the model consists of five regression submodels, one for the mean and four for the covariance matrix, with the latter resulting by considering various matrix decom