Stochastic volatility often implies increasing risks that are difficult to capture given the dynamic nature of real-world applications. We propose using arc length, a mathematical concept, to quantify cumulative variations (the total variability over time) to more fully characterize stochastic volatility. The hazard rate, as defined by the Cox proportional hazards model in survival analysis, is assumed to be impacted by the instantaneous value of a longitudinal variable. However, when cumulative variations pose a significant impact on the hazard, this assumption is questionable. Our proposed Bayesian Arc Length Survival Analysis Model (BALSAM) infuses arc length into a united statistical framework by synthesizing three parallel components (joint models, distributed lag models, and arc length). We illustrate the use of BALSAM in simulation studies and also apply it to an HIV/AIDS clinical trial to assess the impact of cumulative variations of CD4 count (a critical longitudinal biomarker) on mortality while accounting for measurement errors and relevant variables.
翻译:鉴于现实应用的动态性质,斯托氏波动往往意味着越来越难以捕捉的风险。我们提议使用一个数学概念,以弧长度来量化累积变异(随时间推移的总变异),以便更充分地描述随机变异。根据考克斯比例危害模型在生存分析中的定义,危险率假定会受到纵向变数瞬时值的影响。然而,当累积变数对危害产生重大影响时,这一假设是值得怀疑的。我们提议的巴伊西亚弧长生存分析模型(巴伊西亚弧长分析模型)通过综合三个平行组成部分(联合模型、分布式滞后模型和弧长),将弧长纳入一个统一的统计框架。我们举例说明了在模拟研究中使用BALSAM在艾滋病毒/艾滋病临床试验中使用的危险率,以评估CD4计数(关键纵向生物标记)累积变数对死亡率的影响,同时计算测量错误和相关变量。