南方科技大学知识苑(SUSTech KC): ON PROFILE MM ALGORITHMS FOR GAMMA FRAILTY SURVIVAL MODELS

题名	ON PROFILE MM ALGORITHMS FOR GAMMA FRAILTY SURVIVAL MODELS
作者	Huang, Xifen 1; Xu, Jinfeng 2; Tian, Guoliang3
通讯作者	Huang, Xifen
发表日期	2019-04
DOI	10.5705/ss.202016.0516
发表期刊	STATISTICA SINICA 影响因子和分区
ISSN	1017-0405
EISSN	1996-8507
卷号	29 期号:2页码:895-916
摘要	Gamma frailty survival models have been extensively used for the analysis of such multivariate failure time data as clustered failure times and recurrent events. Estimation and inference procedures in these models often center on the nonparametric maximum likelihood method and its numerical implementation via the EM algorithm. Despite its success in dealing with incomplete data problems, the algorithm may not fare well in high-dimensional situations. To address this problem, we propose a class of profile MM algorithms with good convergence properties. As a key step in constructing minorizing functions, the high-dimensional objective function is decomposed as a sum of separable low-dimensional functions. This allows the algorithm to bypass the difficulty of inverting large matrix and facilitates its pertinent use in high-dimensional problems. Simulation studies show that the proposed algorithms perform well in various situations and converge reliably with practical sample sizes. The method is illustrated using data from a colorectal cancer study.
关键词	MM algorithm nonparametric maximum likelihood survival data
相关链接	[来源记录]
收录类别	SCI
语种	英语
学校署名	其他
资助项目	National Natural Science Foundation of China[11771199] ; National Natural Science Foundation of China[71772153] ; National Natural Science Foundation of China[11601524]
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000462741700017
出版者	STATISTICA SINICA
ESI学科分类	MATHEMATICS
来源库	Web of Science
引用统计	被引频次[WOS]：7
成果类型	期刊论文
条目标识符	http://sustech.caswiz.com/handle/2SGJ60CL/26142
专题	理学院_数学系工学院_材料科学与工程系
作者单位	1.Yunnan Normal Univ, Sch Math, Kunming, Yunnan, Peoples R China 2.Univ Hong Kong, Dept Stat & Actuarial Sci, Hong Kong, Peoples R China 3.Southern Univ Sci & Technol, Dept Math, 1088 Xueyuan Rd, Shenzhen, Guangdong, Peoples R China
推荐引用方式 GB/T 7714	Huang, Xifen,Xu, Jinfeng,Tian, Guoliang. ON PROFILE MM ALGORITHMS FOR GAMMA FRAILTY SURVIVAL MODELS[J]. STATISTICA SINICA,2019,29(2):895-916.
APA	Huang, Xifen,Xu, Jinfeng,&Tian, Guoliang.(2019).ON PROFILE MM ALGORITHMS FOR GAMMA FRAILTY SURVIVAL MODELS.STATISTICA SINICA,29(2),895-916.
MLA	Huang, Xifen,et al."ON PROFILE MM ALGORITHMS FOR GAMMA FRAILTY SURVIVAL MODELS".STATISTICA SINICA 29.2(2019):895-916.