Analysis of recurrent failure times: A time-dependent Yule process approach

Analysis of recurrent events has been widely discussed in medical, health services, insurance, and engineering areas in recent years. This research proposes to use a nonhomogeneous Yule process with the proportional intensity assumption to model the hazard function on recurrent events data and the associated risk factors. This method assumes that repeated events occur for each individual, with given covariates, according to a nonhomogeneous Yule process with intensity function λx(t) = λ 0(t) · exp( x′β). One of the advantages of using a non-homogeneous Yule process for recurrent events is that it assumes that the recurrent rate is proportional to the number of events that occur up to time t. Maximum likelihood estimation is used to provide estimates of the parameters in the model, and a generalized scoring iterative procedure is applied in numerical computation. ^ Model comparisons between the proposed method and other existing recurrent models are addressed by simulation. One example concerning recurrent myocardial infarction events compared between two distinct populations, Mexican-American and Non-Hispanic Whites in the Corpus Christi Heart Project is examined. ^

Simulation study of joint transition and Weibull survival model with shared parameters

This study investigates a theoretical model where a longitudinal process, that is a stationary Markov-Chain, and a Weibull survival process share a bivariate random effect. Furthermore, a Quality-of-Life adjusted survival is calculated as the weighted sum of survival time. Theoretical values of population mean adjusted survival of the described model are computed numerically. The parameters of the bivariate random effect do significantly affect theoretical values of population mean. Maximum-Likelihood and Bayesian methods are applied on simulated data to estimate the model parameters. Based on the parameter estimates, predicated population mean adjusted survival can then be calculated numerically and compared with the theoretical values. Bayesian method and Maximum-Likelihood method provide parameter estimations and population mean prediction with comparable accuracy; however Bayesian method suffers from poor convergence due to autocorrelation and inter-variable correlation. ^

A coalescent analysis for modeling the mutation process in colorectal cancer

Colorectal cancer is the forth most common diagnosed cancer in the United States. Every year about a hundred forty-seven thousand people will be diagnosed with colorectal cancer and fifty-six thousand people lose their lives due to this disease. Most of the hereditary nonpolyposis colorectal cancer (HNPCC) and 12% of the sporadic colorectal cancer show microsatellite instability. Colorectal cancer is a multistep progressive disease. It starts from a mutation in a normal colorectal cell and grows into a clone of cells that further accumulates mutations and finally develops into a malignant tumor. In terms of molecular evolution, the process of colorectal tumor progression represents the acquisition of sequential mutations. ^ Clinical studies use biomarkers such as microsatellite or single nucleotide polymorphisms (SNPs) to study mutation frequencies in colorectal cancer. Microsatellite data obtained from single genome equivalent PCR or small pool PCR can be used to infer tumor progression. Since tumor progression is similar to population evolution, we used an approach known as coalescent, which is well established in population genetics, to analyze this type of data. Coalescent theory has been known to infer the sample's evolutionary path through the analysis of microsatellite data. ^ The simulation results indicate that the constant population size pattern and the rapid tumor growth pattern have different genetic polymorphic patterns. The simulation results were compared with experimental data collected from HNPCC patients. The preliminary result shows the mutation rate in 6 HNPCC patients range from 0.001 to 0.01. The patients' polymorphic patterns are similar to the constant population size pattern which implies the tumor progression is through multilineage persistence instead of clonal sequential evolution. The results should be further verified using a larger dataset. ^

Interim analysis of clinical trials: Simulation studies of fractional Brownian motion

Interim clinical trial monitoring procedures were motivated by ethical and economic considerations. Classical Brownian motion (Bm) techniques for statistical monitoring of clinical trials were widely used. Conditional power argument and α-spending function based boundary crossing probabilities are popular statistical hypothesis testing procedures under the assumption of Brownian motion. However, it is not rare that the assumptions of Brownian motion are only partially met for trial data. Therefore, I used a more generalized form of stochastic process, called fractional Brownian motion (fBm), to model the test statistics. Fractional Brownian motion does not hold Markov property and future observations depend not only on the present observations but also on the past ones. In this dissertation, we simulated a wide range of fBm data, e.g., H = 0.5 (that is, classical Bm) vs. 0.5< H <1, with treatment effects vs. without treatment effects. Then the performance of conditional power and boundary-crossing based interim analyses were compared by assuming that the data follow Bm or fBm. Our simulation study suggested that the conditional power or boundaries under fBm assumptions are generally higher than those under Bm assumptions when H > 0.5 and also matches better with the empirical results. ^