Search arXivSearch

arXiv · 2206.11384

A joint latent class model of longitudinal and survival data with a time-varying membership probability

Abstract

Joint latent class modelling has been developed considerably in the past two decades. In some instances, the models are linked by the latent class k (i.e. the number of subgroups), in others they are joined by shared random effects or a heterogeneous random covariance matrix. We propose an extension to the joint latent class model (JLCM) in which probabilities of subjects being in latent class k can be set to vary with time. This can be a more flexible way to analyse the effect of treatments to patients. For example, a patient may be in period I at the first visit time and may move to period II at the second visit time, implying the treatment the patient had before might be noneffective at the following visit time. For a dataset with these particular features, the joint latent class model which allows jumps among different subgroups can potentially provide more information as well as more accurate estimation and prediction results compared to the basic JLCM. A Bayesian approach is used to do the estimation and a DIC criterion is used to decide the optimal number of classes. Simulation results indicate that the proposed model produces accurate results and the time-varying JLCM outperforms the basic JLCM. We also illustrate the performance of our proposed JLCM on the aids data (Goldman et al., 1996).

Explore related subjects

Keep this discovery

Explore connections, maps & timelines

BibTeXRIS

Ruoyu Miao, Christiana Charalambous. 2023-03-01. A joint latent class model of longitudinal and survival data with a time-varying membership probability. https://arxiv.org/abs/2206.11384

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

Generalised Covariances and Correlations

The covariance of two random variables measures the average joint deviations from their respective means. We generalise this well-known measure by replacing the means with other statistical functionals such as quantiles, expectiles, or thresholds. Deviations from these functionals are defined via generalised errors, typically induced through identification or moment functions. As a normalised measure of dependence, a generalised correlation is constructed. Replacing the common Cauchy--Schwarz normalisation by a novel Fréchet--Hoeffding normalisation, we obtain attainability of the entire interval $[-1, 1]$ for any given marginal distributions. We uncover favourable properties of these new dependence measures and establish consistent estimators. The families of quantile and threshold correlations make it possible to measure local dependence and give rise to function-valued distributional correlations, exhibiting the entire dependence structure. Quantile correlations also lead to tail correlations, new measures of tail dependence, closely related to and refining classical coefficients of tail dependence. Finally, we construct summary covariances (correlations), a class of regional or global dependence measures, which arise as (normalised) weighted averages of distributional covariances. We retrieve covariance, Pearson and Spearman correlation as special cases. The usefulness of our new dependence measures is illustrated on demographic data from the Panel Study of Income Dynamics.

stat.ME

Compressive Bayesian non-negative matrix factorization for mutational signatures analysis

Non-negative matrix factorization (NMF) is a popular tool for dimensionality reduction, especially for count matrices. However, inferring an appropriate number of factors is challenging. Existing approaches based on information criteria or nonparametric sparsity-inducing priors tend to be computationally burdensome or highly sensitive to prior choices. Moreover, theoretical properties of the posterior distribution of Poisson NMF parameters endowed with shrinkage priors remain under-explored. This paper introduces a novel Bayesian NMF method that automatically infers the number of factors while also incorporating information on the latent factors from previous studies. This is achieved using compressive hyperpriors, which are hierarchical priors that make the sample-specific weights of unneeded factors concentrate near zero in the posterior. We provide novel distribution theory for posterior inference to elucidate this shrinkage mechanism, both in finite samples and asymptotically. We apply our method to mutational signatures analysis in cancer genomics, in simulations and on real data from breast cancer. Compared to state-of-the-art alternatives, our method is more robust to mild overdispersion and improves detection and estimation of signatures aligned with prior information.

stat.ME

On Relative Cumulative Residual Information Measure and Its Applications

We develop a relative cumulative residual information measure (RCRI) that aims to quantify the divergence between two survival functions. The dynamic relative cumulative residual information (DRCRI) measure is also introduced. We establish some characterization results under the assumption of the proportional hazards model. Additionally, we obtained the non-parametric estimators of RCRI and DRCRI measures based on the kernel density type estimator for the survival function. The effectiveness of the estimators are assessed through an extensive Monte Carlo simulation study. We consider data from the third Gaia data release (Gaia DR3) to demonstrate the use of the proposed measure. For this study, we have collected epoch photometry data for the objects Gaia DR3 4111834567779557376 and Gaia DR3 5090605830056251776. RCRI-based image analysis is conducted using Chest X-ray data from the publicly available dataset.

stat.ME