Markov Renewal Proportional Hazards is All You Need

Fuente: arXiv
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Auteur principal: Cui, Elvis Han
Format: Preprint
Publié: 2025
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author Cui, Elvis Han
author_facet Cui, Elvis Han
contents Transition probability estimation plays a critical role in multi-state modeling, especially in clinical research. This paper investigates the application of semi-Markov and Markov renewal frameworks to the EBMT dataset, focusing on six clinical states encountered during hematopoietic stem cell transplantation. By comparing Aalen-Johansen (AJ) and Dabrowska-Sun-Horowitz (DSH) estimators, we demonstrate that semi-Markov models, which incorporate sojourn times, provide a more nuanced and temporally sensitive depiction of patient trajectories compared to memoryless Markov models. The DSH estimator consistently yields smoother probability curves, particularly for transitions involving prolonged states. We use empirical process theory and Burkholder-Davis-Gundy inequality to show weak convergence of the estimator. Future work includes extending the framework to accommodate advanced covariate structures and non-Markovian dynamics.
format Preprint
id arxiv_https___arxiv_org_abs_2502_03479
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Markov Renewal Proportional Hazards is All You Need
Cui, Elvis Han
Applications
Computation
Transition probability estimation plays a critical role in multi-state modeling, especially in clinical research. This paper investigates the application of semi-Markov and Markov renewal frameworks to the EBMT dataset, focusing on six clinical states encountered during hematopoietic stem cell transplantation. By comparing Aalen-Johansen (AJ) and Dabrowska-Sun-Horowitz (DSH) estimators, we demonstrate that semi-Markov models, which incorporate sojourn times, provide a more nuanced and temporally sensitive depiction of patient trajectories compared to memoryless Markov models. The DSH estimator consistently yields smoother probability curves, particularly for transitions involving prolonged states. We use empirical process theory and Burkholder-Davis-Gundy inequality to show weak convergence of the estimator. Future work includes extending the framework to accommodate advanced covariate structures and non-Markovian dynamics.
title Markov Renewal Proportional Hazards is All You Need
topic Applications
Computation
url https://arxiv.org/abs/2502.03479