Combining Mixed Effects Hidden Markov Models with Latent Alternating Recurrent Event Processes to Model Diurnal Active-Rest Cycles

Data collected from wearable devices and smartphones can shed light on an individual's patterns of behavior and circadian routine. Phone use can be modeled as alternating between the state of active use and the state of being idle. Markov chains and alternating recurrent event models are commonly used to model state transitions in cases such as these, and the incorporation of random effects can be used to introduce time-of-day effects. While state labels can be derived prior to modeling dynamics, this approach omits informative regression covariates that can influence state memberships. We instead propose a recurrent event proportional hazards (PH) regression to model the transitions between latent states. We propose an Expectation-Maximization (EM) algorithm for imputing latent state labels and estimating regression parameters. We show that our E-step simplifies to the hidden Markov model (HMM) forward-backward algorithm, allowing us to recover a HMM in addition to PH models. We derive asymptotic distributions for our model parameter estimates and compare our approach against competing methods through simulation as well as in a digital phenotyping study that followed smartphone use in a cohort of adolescents with mood disorders.