A semi-markov model for clinical trials

1965 ◽  
Vol 2 (02) ◽  
pp. 269-285 ◽  
Author(s):  
George H. Weiss ◽  
Marvin Zelen
Keyword(s):  
Clinical Trials ◽  
Probability Distribution ◽  
Acute Leukemia ◽  
Markov Model ◽  
Markov Models ◽  
Transition Probabilities ◽  
State Transitions ◽  
Semi Markov Processes ◽  
Absorbing States ◽  
Epidemic Diseases

This paper applies the theory of semi-Markov processes to the construction of a stochastic model for interpreting data obtained from clinical trials. The model characterizes the patient as being in one of a finite number of states at any given time with an arbitrary probability distribution to describe the length of stay in a state. Transitions between states are assumed to be chosen according to a stationary finite Markov chain.Other attempts have been made to develop stochastic models of clinical trials. However, these have all been essentially Markovian with constant transition probabilities which implies that the distribution of time spent during a visit to a state is exponential (or geometric for discrete Markov chains). Markov models need also to assume that the transitions in the state of a patient depend only on absolute time whereas the semi-Markov model assumes that transitions depend on time relative to a patient. Thus the models are applicable to degenerative diseases (cancer, acute leukemia), while Markov models with time dependent transition probabilities are applicable to colds and epidemic diseases. In this paper the Laplace transforms are obtained for (i) probability of being in a state at timet, (ii) probability distribution to reach absorption state and (iii) the probability distribution of the first passage times to go from initial states to transient or absorbing states, transient to transient, and transient to absorbing. The model is applied to a clinical study of acute leukemia in which patients have been treated with methotrexate and 6-mercaptopurine. The agreement between the data and the model is very good.

A semi-markov model for clinical trials

1965 ◽  
Vol 2 (2) ◽  
pp. 269-285 ◽  
Author(s):  
George H. Weiss ◽  
Marvin Zelen
Keyword(s):  
Clinical Trials ◽  
Probability Distribution ◽  
Acute Leukemia ◽  
Markov Model ◽  
Markov Models ◽  
Transition Probabilities ◽  
State Transitions ◽  
Semi Markov Processes ◽  
Absorbing States ◽  
Epidemic Diseases

This paper applies the theory of semi-Markov processes to the construction of a stochastic model for interpreting data obtained from clinical trials. The model characterizes the patient as being in one of a finite number of states at any given time with an arbitrary probability distribution to describe the length of stay in a state. Transitions between states are assumed to be chosen according to a stationary finite Markov chain.Other attempts have been made to develop stochastic models of clinical trials. However, these have all been essentially Markovian with constant transition probabilities which implies that the distribution of time spent during a visit to a state is exponential (or geometric for discrete Markov chains). Markov models need also to assume that the transitions in the state of a patient depend only on absolute time whereas the semi-Markov model assumes that transitions depend on time relative to a patient. Thus the models are applicable to degenerative diseases (cancer, acute leukemia), while Markov models with time dependent transition probabilities are applicable to colds and epidemic diseases. In this paper the Laplace transforms are obtained for (i) probability of being in a state at timet, (ii) probability distribution to reach absorption state and (iii) the probability distribution of the first passage times to go from initial states to transient or absorbing states, transient to transient, and transient to absorbing. The model is applied to a clinical study of acute leukemia in which patients have been treated with methotrexate and 6-mercaptopurine. The agreement between the data and the model is very good.

scholarly journals Testing the Semi Markov Model Using Monte Carlo Simulation Method for Predicting the Network Traffic

2020 ◽  
pp. 713-720
Author(s):  
Shirin Kordnoori ◽  
Hamidreza Mostafaei ◽  
Shaghayegh Kordnoori ◽  
Mohammadmohsen Ostadrahimi
Keyword(s):  
Monte Carlo ◽  
Markov Model ◽  
Markov Processes ◽  
Network Traffic ◽  
Markov Models ◽  
Transition Probabilities ◽  
Simulation Method ◽  
Monte Carlo Algorithm ◽  
Statistical Characteristics ◽  
Semi Markov Processes

Semi-Markov processes can be considered as a generalization of both Markov and renewal processes. One of the principal characteristics of these processes is that in opposition to Markov models, they represent systems whose evolution is dependent not only on their last visited state but on the elapsed time since this state. Semi-Markov processes are replacing the exponential distribution of time intervals with an optional distribution. In this paper, we give a statistical approach to test the semi-Markov hypothesis. Moreover, we describe a Monte Carlo algorithm able to simulate the trajectories of the semi-Markov chain. This simulation method is used to test the semi-Markov model by comparing and analyzing the results with empirical data. We introduce the database of Network traffic which is employed for applying the Monte Carlo algorithm. The statistical characteristics of real and synthetic data from the models are compared. The comparison between the semi-Markov and the Markov models is done by computing the Autocorrelation functions and the probability density functions of the Network traffic real and simulated data as well. All the comparisons admit that the Markovian hypothesis is rejected in favor of the more general semi Markov one. Finally, the interval transition probabilities which show the future predictions of the Network traffic are given.

Equivalence of Linear Boltzmann Chains and Hidden Markov Models

1996 ◽  
Vol 8 (1) ◽  
pp. 178-181 ◽  
Author(s):  
David J. C. MacKay
Keyword(s):  
Probability Distribution ◽  
Markov Model ◽  
Hidden Markov Models ◽  
State Transition ◽  
Markov Models ◽  
Hidden Markov ◽  
Simple Condition ◽  
Transition Energies ◽  
State Sequence ◽  
The Relationship

Several authors have studied the relationship between hidden Markov models and “Boltzmann chains” with a linear or “time-sliced” architecture. Boltzmann chains model sequences of states by defining state-state transition energies instead of probabilities. In this note I demonstrate that under the simple condition that the state sequence has a mandatory end state, the probability distribution assigned by a strictly linear Boltzmann chain is identical to that assigned by a hidden Markov model.

scholarly journals A Hidden Semi-Markov Model with Duration-Dependent State Transition Probabilities for Prognostics

2014 ◽  
Vol 2014 ◽  
pp. 1-10 ◽  
Author(s):  
Ning Wang ◽  
Shu-dong Sun ◽  
Zhi-qiang Cai ◽  
Shuai Zhang ◽  
Can Saygin
Keyword(s):  
Markov Model ◽  
State Transition ◽  
Markov Models ◽  
Transition Probabilities ◽  
Independence Assumption ◽  
Modeling And Analysis ◽  
Maintenance Systems ◽  
Dependent State ◽  
Real World Problems

Realistic prognostic tools are essential for effective condition-based maintenance systems. In this paper, a Duration-Dependent Hidden Semi-Markov Model (DD-HSMM) is proposed, which overcomes the shortcomings of traditional Hidden Markov Models (HMM), including the Hidden Semi-Markov Model (HSMM): (1) it allows explicit modeling of state transition probabilities between the states; (2) it relaxes observations’ independence assumption by accommodating a connection between consecutive observations; and (3) it does not follow the unrealistic Markov chain’s memoryless assumption and therefore it provides a more powerful modeling and analysis capability for real world problems. To facilitate the computation of the proposed DD-HSMM methodology, new forward-backward algorithm is developed. The demonstration and evaluation of the proposed methodology is carried out through a case study. The experimental results show that the DD-HSMM methodology is effective for equipment health monitoring and management.

scholarly journals Partition Markov Model for Covid-19 Virus

4open ◽  
2020 ◽  
Vol 3 ◽  
pp. 13
Author(s):  
Jesús Enrique García ◽  
Verónica Andrea González-López ◽  
Gustavo Henrique Tasca
Keyword(s):  
Markov Model ◽  
Complete Genome Sequence ◽  
Complete Genome ◽  
Markov Models ◽  
Transition Probabilities ◽  
Specific Structure ◽  
Comparison Study ◽  
Sequence Profile ◽  
The Past ◽  
Finite Memory

In this paper, we investigate a specific structure within the theoretical framework of Partition Markov Models (PMM) [see García Jesús and González-López, Entropy 19, 160 (2017)]. The structure of interest lies in the formulation of the underlying partition, which defines the process, in which, in addition to a finite memory o associated with the process, a parameter G is introduced, allowing an extra dependence on the past complementing the dependence given by the usual memory o. We show, by simulations, how algorithms designed for the classic version of the PMM can have difficulties in recovering the structure investigated here. This specific structure is efficient for modeling a complete genome sequence, coming from the newly decoded Coronavirus Covid-19 in humans [see Wu et al., Nature 579, 265–269 (2020)]. The sequence profile is represented by 13 units (parts of the state space’s partition), for each of the 13 units, their respective transition probabilities are computed for any element of the genetic alphabet. Also, the structure proposed here allows us to develop a comparison study with other genomic sequences of Coronavirus, collected in the last 25 years, through which we conclude that Covid-19 is shown next to SARS-like Coronaviruses (SL-CoVs) from bats specimens in Zhoushan [see Hu et al., Emerg Microb Infect 7, 1–10 (2018)].

Unsupervised Estimation of Mouse Sleep Scores and Dynamics Using a Graphical Model of Electrophysiological Measurements

2016 ◽  
Vol 26 (04) ◽  
pp. 1650017 ◽  
Author(s):  
Farid Yaghouby ◽  
Bruce F. O’Hara ◽  
Sridhar Sunderam
Keyword(s):  
Graphical Model ◽  
Markov Models ◽  
Transition Probabilities ◽  
Contextual Information ◽  
State Transitions ◽  
Rank Test ◽  
Model Parameters ◽  
Monitoring And Control ◽  
Electrophysiological Measurements ◽  
Signed Rank Test

The proportion, number of bouts, and mean bout duration of different vigilance states (Wake, NREM, REM) are useful indices of dynamics in experimental sleep research. These metrics are estimated by first scoring state, sometimes using an algorithm, based on electrophysiological measurements such as the electroencephalogram (EEG) and electromyogram (EMG), and computing their values from the score sequence. Isolated errors in the scores can lead to large discrepancies in the estimated sleep metrics. But most algorithms score sleep by classifying the state from EEG/EMG features independently in each time epoch without considering the dynamics across epochs, which could provide contextual information. The objective here is to improve estimation of sleep metrics by fitting a probabilistic dynamical model to mouse EEG/EMG data and then predicting the metrics from the model parameters. Hidden Markov models (HMMs) with multivariate Gaussian observations and Markov state transitions were fitted to unlabeled 24-h EEG/EMG feature time series from 20 mice to model transitions between the latent vigilance states; a similar model with unbiased transition probabilities served as a reference. Sleep metrics predicted from the HMM parameters did not deviate significantly from manual estimates except for rapid eye movement sleep (REM) ([Formula: see text]; Wilcoxon signed-rank test). Changes in value from Light to Dark conditions correlated well with manually estimated differences (Spearman’s rho 0.43–0.84) except for REM. HMMs also scored vigilance state with over 90% accuracy. HMMs of EEG/EMG features can therefore characterize sleep dynamics from EEG/EMG measurements, a prerequisite for characterizing the effects of perturbation in sleep monitoring and control applications.

Bayesian quantile nonhomogeneous hidden Markov models

2020 ◽  
pp. 096228022094280 ◽  
Author(s):  
Hefei Liu ◽  
Xinyuan Song ◽  
Yanlin Tang ◽  
Baoxue Zhang
Keyword(s):  
Hidden Markov Models ◽  
Markov Models ◽  
Transition Probabilities ◽  
Hidden Markov ◽  
State Transitions ◽  
Response Distribution ◽  
Cocaine Use ◽  
Longitudinal Response ◽  
Observation Process ◽  
Time Specific

Hidden Markov models are useful in simultaneously analyzing a longitudinal observation process and its dynamic transition. Existing hidden Markov models focus on mean regression for the longitudinal response. However, the tails of the response distribution are as important as the center in many substantive studies. We propose a quantile hidden Markov model to provide a systematic method to examine the entire conditional distribution of the response given the hidden state and potential covariates. Instead of considering homogeneous hidden Markov models, which assume that the probabilities of between-state transitions are independent of subject- and time-specific characteristics, we allow the transition probabilities to depend on exogenous covariates, thereby yielding nonhomogeneous Markov chains and making the proposed model more flexible than its homogeneous counterpart. We develop a Bayesian approach coupled with efficient Markov chain Monte Carlo methods for statistical inference. Simulations are conducted to assess the empirical performance of the proposed method. The proposed methodology is applied to a cocaine use study to provide new insights into the prevention of cocaine use.

scholarly journals Survival probabilities for HIV infected patients through semi-Markov processes

2014 ◽  
Vol 51 (1) ◽  
pp. 13-36 ◽  
Author(s):  
Giovanni Masala ◽  
Giuseppina Cannas ◽  
Marco Micocci
Keyword(s):  
Markov Processes ◽  
Evolution Equations ◽  
Markov Models ◽  
Transition Probabilities ◽  
Survival Probabilities ◽  
Proposed Model ◽  
Semi Markov Process ◽  
Semi Markov Processes ◽  
Hiv 1 ◽  
Quantities Of Interest

SUMMARY In this paper we apply a parametric semi-Markov process to model the dynamic evolution of HIV-1 infected patients. The seriousness of the infection is rendered by the CD4+ T-lymphocyte counts. For this purpose we introduce the main features of nonhomogeneous semi-Markov models. After determining the transition probabilities and the waiting time distributions in each state of the disease, we solve the evolution equations of the process in order to estimate the interval transition probabilities. These quantities appear to be of fundamental importance for clinical predictions. We also estimate the survival probabilities for HIV infected patients and compare them with respect to certain categories, such as gender, age group or type of antiretroviral therapy. Finally we attach a reward structure to the aforementioned semi-Markov processes in order to estimate clinical costs. For this purpose we generate random trajectories from the semi-Markov processes through Monte Carlo simulation. The proposed model is then applied to a large database provided by ISS (Istituto Superiore di Sanità, Rome, Italy), and all the quantities of interest are computed.

scholarly journals A copula-based multivariate hidden Markov model for modelling momentum in football

2021 ◽  
Author(s):  
Marius Ötting ◽  
Roland Langrock ◽  
Antonello Maruotti
Keyword(s):  
Markov Model ◽  
Hidden Markov Models ◽  
Markov Models ◽  
Hidden Markov ◽  
State Dependence ◽  
Change Points ◽  
Sports Fans ◽  
Modelling Framework ◽  
State Dependent ◽  
Different Levels

AbstractWe investigate the potential occurrence of change points—commonly referred to as “momentum shifts”—in the dynamics of football matches. For that purpose, we model minute-by-minute in-game statistics of Bundesliga matches using hidden Markov models (HMMs). To allow for within-state dependence of the variables, we formulate multivariate state-dependent distributions using copulas. For the Bundesliga data considered, we find that the fitted HMMs comprise states which can be interpreted as a team showing different levels of control over a match. Our modelling framework enables inference related to causes of momentum shifts and team tactics, which is of much interest to managers, bookmakers, and sports fans.

scholarly journals States Transitions Inference of Postpartum Depression Based on Multi-State Markov Model

2021 ◽  
Vol 18 (14) ◽  
pp. 7449
Author(s):  
Juan Xiong ◽  
Qiyu Fang ◽  
Jialing Chen ◽  
Yingxin Li ◽  
Huiyi Li ◽  
...  
Keyword(s):  
Postpartum Depression ◽  
Markov Model ◽  
Normal State ◽  
Sojourn Time ◽  
Transition Probabilities ◽  
Transition Probability ◽  
Public Health Problem ◽  
Mental States ◽  
Hazard Ratio ◽  
Multiple Time

Background: Postpartum depression (PPD) has been recognized as a severe public health problem worldwide due to its high incidence and the detrimental consequences not only for the mother but for the infant and the family. However, the pattern of natural transition trajectories of PPD has rarely been explored. Methods: In this research, a quantitative longitudinal study was conducted to explore the PPD progression process, providing information on the transition probability, hazard ratio, and the mean sojourn time in the three postnatal mental states, namely normal state, mild PPD, and severe PPD. The multi-state Markov model was built based on 912 depression status assessments in 304 Chinese primiparous women over multiple time points of six weeks postpartum, three months postpartum, and six months postpartum. Results: Among the 608 PPD status transitions from one visit to the next visit, 6.2% (38/608) showed deterioration of mental status from the level at the previous visit; while 40.0% (243/608) showed improvement at the next visit. A subject in normal state who does transition then has a probability of 49.8% of worsening to mild PPD, and 50.2% to severe PPD. A subject with mild PPD who does transition has a 20.0% chance of worsening to severe PPD. A subject with severe PPD is more likely to improve to mild PPD than developing to the normal state. On average, the sojourn time in the normal state, mild PPD, and severe PPD was 64.12, 6.29, and 9.37 weeks, respectively. Women in normal state had 6.0%, 8.5%, 8.7%, and 8.8% chances of progress to severe PPD within three months, nine months, one year, and three years, respectively. Increased all kinds of supports were associated with decreased risk of deterioration from normal state to severe PPD (hazard ratio, HR: 0.42–0.65); and increased informational supports, evaluation of support, and maternal age were associated with alleviation from severe PPD to normal state (HR: 1.46–2.27). Conclusions: The PPD state transition probabilities caused more attention and awareness about the regular PPD screening for postnatal women and the timely intervention for women with mild or severe PPD. The preventive actions on PPD should be conducted at the early stages, and three yearly; at least one yearly screening is strongly recommended. Emotional support, material support, informational support, and evaluation of support had significant positive associations with the prevention of PPD progression transitions. The derived transition probabilities and sojourn time can serve as an importance reference for health professionals to make proactive plans and target interventions for PPD.

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