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PubMed2004

Spatially adaptive wavelet denoising using the minimum description length principle.

This paper presents a new spatially adaptive wavelet denoising method. Based on a doubly stochastic process model of wavelet coefficients, the method gives a new threshold, which varies spatially according to the variances of the coefficients, using the minimum description length (MDL) principle. The new threshold is not only easier to analyze since it is in a closed form, but also provides more facility for future compression than several other methods, almost without deteriorating mean square error risk.

Algorithms↗
PubMed2000

[Nonlinear dynamics, chaos theory and wavelet analysis of the heart].

Over the past years, techniques of nonlinear dynamics have gained increasing attention in cardiology. This kind of partly interdisciplinary research is supposed to provide a better understanding of cardiac disease, especially in the field of tachyarrhythmia. This article intends to introduce the principles of diagnostic procedures in terms of nonlinear dynamics, chaos theory and stochastic processes related to cardiology. An introduction to a new technique of wavelet analysis is given, and possible applications in the quantitative classification of high-risk patients for sudden cardiac death are discussed.

Arrhythmias, Cardiac↗
PubMed2003

Regression analysis of incomplete medical cost data.

The accumulation of medical cost over time for each subject is an increasing stochastic process defined up to the instant of death. The stochastic structure of this process is complex. In most applications, the process can only be observed at a limited number of time points. Furthermore, the process is subject to right censoring so that it is unobservable after the censoring time. These special features of the medical cost data, especially the presence of death and censoring, pose major challenges in the construction of plausible statistical models and the development of the corresponding inference procedures. In this paper, we propose several classes of regression models which formulate the effects of possibly time-dependent covariates on the marginal mean of cost accumulation in the presence of death or on the conditional means of cost accumulation given specific survival patterns. We then develop estimating equations for these models by combining the approach of generalized estimating equations for longitudinal data with the inverse probability of censoring weighting technique. The resultant estimators are shown to be consistent and asymptotically normal with simple variance estimators. Simulation studies indicate that the proposed inference procedures behave well in practical situations. An application to data taken from a large cancer study reveals that the Medicare enrollees who are diagnosed with less aggressive ovarian cancer tend to accumulate medical cost at lower rates than those with more aggressive disease, but tend to have higher lifetime costs because they live longer.

Aged↗
PubMed1989

An illness-death process with time-dependent covariates.

A general model for the illness-death stochastic process with covariates has been developed for the analysis of survival data. This model incorporates important baseline and time-dependent covariates in order to make an appropriate adjustment for the transition and survival probabilities. The follow-up period is subdivided into small intervals and a constant hazard is assumed for each interval. An approximation formula is derived to estimate the transition parameters when the exact transition time is unknown. The method developed is illustrated with data from a study on the prevention of the recurrence of a myocardial infarction and subsequent mortality, the Beta-Blocker Heart Attack Trial (BHAT). This method provides an analytical approach with which the effectiveness of the treatment can be compared between the placebo and propranolol treatment groups with respect to fatal and nonfatal events simultaneously.

Biometry↗
PubMed2006

Analytic formulas for discrete stochastic models of cell populations with both differentiation and de-differentiation.

Cell differentiation often appears to be a stochastic process particularly in the hemopoietic system. One of the earliest stochastic models for the growth of stem cell populations was proposed by Till et al. in 1964. In this model there are just two cell types: stem cells and specialized cells. At each time step there is a fixed probability that a stem cell differentiates into a specialized cell and a fixed probability that it undergoes mitosis to produce two stem cells. Even though this model is conceptually simple the myriad of possible outcomes has made it difficult to analyse. We present original closed-form expressions for the probability functions and a fast algorithm for computing them. Renewed interest in stem cells has raised questions about the effect de-differentiation has on stem cell populations. We have extended the stochastic model to include de-differentiation and show that even a small amount of de-differentiation can have a large effect on stem cell population growth.

Algorithms↗
PubMed2006

Reduction and solution of the chemical master equation using time scale separation and finite state projection.

The dynamics of chemical reaction networks often takes place on widely differing time scales--from the order of nanoseconds to the order of several days. This is particularly true for gene regulatory networks, which are modeled by chemical kinetics. Multiple time scales in mathematical models often lead to serious computational difficulties, such as numerical stiffness in the case of differential equations or excessively redundant Monte Carlo simulations in the case of stochastic processes. We present a model reduction method for study of stochastic chemical kinetic systems that takes advantage of multiple time scales. The method applies to finite projections of the chemical master equation and allows for effective time scale separation of the system dynamics. We implement this method in a novel numerical algorithm that exploits the time scale separation to achieve model order reductions while enabling error checking and control. We illustrate the efficiency of our method in several examples motivated by recent developments in gene regulatory networks.

Biopolymers↗
PubMed2001

Iterated birth and death process as a model of radiation cell survival.

The iterated birth and death process is defined as an n-fold iteration of a stochastic process consisting of the combination of instantaneous random killing of individuals in a certain population with a given survival probability s with a Markov birth and death process describing subsequent population dynamics. A long standing problem of computing the distribution of the number of clonogenic tumor cells surviving a fractionated radiation schedule consisting of n equal doses separated by equal time intervals tau is solved within the framework of iterated birth and death processes. For any initial tumor size i, an explicit formula for the distribution of the number M of surviving clonogens at moment tau after the end of treatment is found. It is shown that if i-->infinity and s-->0 so that is(n) tends to a finite positive limit, the distribution of random variable M converges to a probability distribution, and a formula for the latter is obtained. This result generalizes the classical theorem about the Poisson limit of a sequence of binomial distributions. The exact and limiting distributions are also found for the number of surviving clonogens immediately after the nth exposure. In this case, the limiting distribution turns out to be a Poisson distribution.

Cell Survival↗
PubMed2003

A latent process model for joint modeling of events and marker.

The paper formulates joint modeling of a counting process and a sequence of longitudinal measurements, governed by a common latent stochastic process. The latent process is modeled as a function of explanatory variables and a Brownian motion process. The conditional likelihood given values of the latent process at the measurement times, has been drawn using Brownian bridge properties; then integrating over all possible values of the latent process at the measurement times leads to the desired joint likelihood. An estimation procedure using joint likelihood and a numerical optimization is described. The method is applied to the study of cognitive decline and Alzheimer's disease.

Aged↗
PubMed1978

Compartment model approach to the estimation of tumor incidence and growth: investigation of a model of cancer latency.

Consideration is made of the problems involved in determining the effects of a chronic disease process, such as stomach cancer, on the observed mortality of the U.S. population. Specifically, since the time of initiation of tumor growth is unknown and the tumor becomes clinically manifest only after reaching considerable size, the early rate and pattern of tumor growth is unobserved. As a possible solution to the analysis of such problems, it is proposed to use stochastic compartment modelling techniques which deal with the problems of estimating the transition probabilities of a partially observed stochastic process. Implementation of the stochastic compartment techniques in this case depends on the selection of certain mathematical expressions from theories of carcinogenesis, epidemiologic studies and animal studies which allow the calculation of transition probabilities to unobserved states by making them explicit functions of time or age. Though the selection of the specific functions might be subject to debate, the general strategy of explicitly selecting such functions, and thereby exposing them for review in terms of biologic reasonableness and consistency with the data, seems to be a valid and useful methodology. Furthermore, various ways of viewing the model results (say from its internal behavior, e.g., from implied distributions of waiting times in various disease states) yield different insights into the various factors in carcinogenesis. The model, with parameters representing tumor incidence, time to tumor death given onset, genetic susceptibility to tumor growth and the effects of competing forces of mortality, is fitted to data on deaths due to stomach cancer for male U.S. residents age 25 and over in 1969. Two basic forms of the model, one with a waiting time distribution for occupants of the latent state and another with a single latency time, achieved excellent fits to the data. Examination of parameter estimates and compartment waiting time distributions are consistent with theoretical expectations and intuition. It is concluded that such strategies, involving the integration of clinical, experimental and vital statistics data into a comprehensive model of population carcinogenesis, are potentially powerful tools for investigation of the temporal dimensions of disease development in a human population.

Adult↗
PubMed2006

State-dependent fire models and related renewal processes.

We introduce a general class of stochastic processes forced by instantaneous random fires (i.e., jumps) that reset the state variable x to a given value. Since in many physical systems the fire activity is often dependent on the actual value of the state variable, as in the case of natural fires in ecosystems and firing dynamics in neuronal activity, the frequency of fire occurrence is assumed to be state dependent. Such dynamics leads to independent interfire statistics--i.e., to renewal point processes. Various functions relating the frequency of fire occurrence to x(t) are analyzed and compared. The relation between the probabilistic dynamics of x(t) and the interfire statistics is derived and some exact probability distribution of both x(t) and the interfire times are obtained for systems with different degrees of complexity. After studying processes in which the fire activity is coupled only to a deterministic drift, we also analyze processes forced by either additive or multiplicative Gaussian white noise.

Journal Article↗
PubMed1999

A mixed model for two-state Markov processes under panel observation.

Many chronic medical conditions can be meaningfully characterized in terms of a two-state stochastic process. Here we consider the problem in which subjects make transitions among two such states in continuous time but are only observed at discrete, irregularly spaced time points that are possibly unique to each subject. Data arising from such an observation scheme are called panel data, and methods for related analyses are typically based on Markov assumptions. The purpose of this article is to present a conditionally Markov model that accommodates subject-to-subject variation in the model parameters by the introduction of random effects. We focus on a particular random effects formulation that generates a closed-form expression for the marginal likelihood. The methodology is illustrated by application to a data set from a parasitic field infection survey.

Biometry↗
PubMed2000

Dropouts in longitudinal studies: definitions and models.

The widely used distinction of Little and Rubin (1) about types of randomness for missing data presents difficulties in its application to dropouts in longitudinal repeated measurement studies. In its place, a new typology of randomness for dropouts is proposed that relies on using a survival model for the dropout process. In terms of a stochastic process, dropping out is a change of state. Then, the longitudinal measures and dropout processes can be modeled simultaneously, each conditional on the complete previous history of both repeated measures and states. In this context, Poisson regression is used to fit various proportional hazards models, some of which are new, to the dropout process using the longitudinal measurements responses as time-varying covariates. As examples of longitudinal measurement studies displaying nonrandom dropout processes, a dental study of testosterone production in rats and clinical trials for treatment of gallstones and of depression are analyzed.

Algorithms↗