论文标题

通过普通微分方程的生存分析

Survival Analysis via Ordinary Differential Equations

论文作者

Tang, Weijing, He, Kevin, Xu, Gongjun, Zhu, Ji

论文摘要

本文介绍了用于生存分析的普通微分方程(ODE)概念。 ODE概念不仅提供了一个统一的建模框架,而且更重要的是,还可以开发广泛适用,可扩展且易于实现的过程,以进行估计和推理。具体而言,ODE建模框架统一了许多现有的生存模型,例如比例危害模型,线性转换模型,加速故障时间模型以及随时间变化的系数模型作为特殊情况。拟议框架的一般性是广泛适用估算程序的基础。作为一个说明性的示例,我们为一般半参数类模型开发了筛子最大似然估计量。与现有的估计方法相比,所提出的程序在计算可伸缩性和数值稳定性方面具有优势。此外,为了解决ODE概念引起的独特理论挑战,我们为捆绑参数建立了一个新的通用筛M结论,并表明所提出的筛估计器是一致且渐近正常的,并实现了半参数效率的界限。在模拟研究和现实世界数据示例中检查了所提出的估计器的有限样本性能。

This paper introduces an Ordinary Differential Equation (ODE) notion for survival analysis. The ODE notion not only provides a unified modeling framework, but more importantly, also enables the development of a widely applicable, scalable, and easy-to-implement procedure for estimation and inference. Specifically, the ODE modeling framework unifies many existing survival models, such as the proportional hazards model, the linear transformation model, the accelerated failure time model, and the time-varying coefficient model as special cases. The generality of the proposed framework serves as the foundation of a widely applicable estimation procedure. As an illustrative example, we develop a sieve maximum likelihood estimator for a general semi-parametric class of ODE models. In comparison to existing estimation methods, the proposed procedure has advantages in terms of computational scalability and numerical stability. Moreover, to address unique theoretical challenges induced by the ODE notion, we establish a new general sieve M-theorem for bundled parameters and show that the proposed sieve estimator is consistent and asymptotically normal, and achieves the semi-parametric efficiency bound. The finite sample performance of the proposed estimator is examined in simulation studies and a real-world data example.

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