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A Noise-Tolerant Inference Procedure for Quasi-Monte Carlo Likelihood Estimation of a Joint Model for Multiple
L Chabeau1,2, P Rinder2, S Desmée1
1INSERM, MethodS in Patients-centered outcomes and HEalth Research, UMR 1246 SPHERE, Nantes University, Tours University, Nantes, France.
Estimating complex joint models for longitudinal and survival data is challenging. This study introduces a noise-tolerant Quasi-Newton algorithm with Quasi-Monte Carlo integration, improving parameter estimation for joint models with multiple markers and competing risks.
Area of Science:
- Biostatistics
- Statistical Modeling
- Medical Data Analysis
Background:
- Complex joint models for longitudinal and survival data are increasingly used but difficult to estimate.
- The computational challenge arises from intractable integrals over random effects, especially with high dimensionality.
- Accurate estimation is crucial for understanding disease progression and treatment outcomes.
Purpose of the Study:
- To propose a novel method for estimating complex joint models.
- To address the computational difficulties associated with intractable integrals in likelihood calculations.
- To improve the estimation of joint models with multiple longitudinal markers and competing risks.
Main Methods:
- Utilized a Quasi-Monte Carlo (QMC) approach to approximate intractable integrals over random effects.
- Combined QMC with a noise-tolerant Quasi-Newton algorithm to handle likelihood randomness.
- Validated the method through simulation studies and application to kidney transplantation data.
Main Results:
- The noise-tolerant Quasi-Newton algorithm effectively estimated parameters in a joint model with two longitudinal markers and competing events.
- Performance was comparable to a standard Quasi-Newton algorithm using common draws in QMC.
- Demonstrated relevance in modeling serum creatinine and antibody immunization in kidney transplant recipients.
Conclusions:
- The proposed noise-tolerant inference procedure for QMC likelihood estimation is a relevant advancement.
- This method enhances the estimation of joint models involving multiple longitudinal markers and competing risks.
- The approach shows promise for analyzing complex biomedical data, such as in kidney transplantation studies.
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