Philipson, Pete, Hickey, Graeme L, Crowther, Michael J and Kolamunnage-Dona, Ruwanthi 
ORCID: 0000-0003-3886-6208
(2020)
Faster Monte Carlo estimation of joint models for time-to-event and multivariate longitudinal data.
Computational Statistics & Data Analysis, 151.
p. 107010.
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Abstract
Quasi-Monte Carlo (QMC) methods using quasi-random sequences, as opposed to pseudo-random samples, are proposed for use in the joint modelling of time-to-event and multivariate longitudinal data. The QMC integration framework extends the Monte Carlo Expectation Maximisation approaches that are commonly adopted, namely using ordinary and antithetic variates. The motivation of QMC integration is to increase the convergence speed by using nodes that are scattered more uniformly. Through simulation, estimates and computational times are compared and this is followed with an application to a clinical dataset. There is a distinct speed advantage in using QMC methods for small sample sizes and QMC is comparable to the antithetic MC method for moderate sample sizes. The new method is available in an updated version of the R package joineRML.
| Item Type: | Article |
|---|---|
| Uncontrolled Keywords: | Quasi Monte Carlo, Joint modelling, Multivariate longitudinal, Time-to-event, EM algorithms |
| Depositing User: | Symplectic Admin |
| Date Deposited: | 01 Jun 2020 08:45 |
| Last Modified: | 18 Jan 2023 23:50 |
| DOI: | 10.1016/j.csda.2020.107010 |
| Related URLs: | |
| URI: | https://livrepository.liverpool.ac.uk/id/eprint/3089260 |
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