An Empirical Comparison of Parametric and Semiparametric Cure Models

Parametric and semiparametric cure models have been proposed for cure proportion estimation in cancer clinical research. In this paper, several parametric and semiparametric models are compared, and their estimation methods are discussed within the framework of the EM algorithm. We show that the semiparametric PH cure model can achieve efficiency levels similar to those of parametric cure models, provided that the failure time distribution is well specified and uncured patients have an increasing hazard rate. Therefore the semiparametric model is a viable alternative to parametric cure models. When the hazard rate of uncured patients is rapidly decreasing, the estimates from the semiparametric cure model tend to have large variations and biases. However, all other models also tend to have large variations and biases in this case.     

On computation of semiparametric maximum likelihood estimators with shape constraints

Large sample theory of semiparametric models based on maximum likelihood estimation (MLE) with shape constraint on the nonparametric component is well studied. Relatively less attention has been paid to the computational aspect of semiparametric MLE. The computation of semiparametric MLE based on existing approaches such as the expectation‐maximization (EM) algorithm can be computationally prohibitive when the missing rate is high. In this paper, we propose a computational framework for semiparametric MLE based on an inexact block coordinate ascent (BCA) algorithm. We show theoretically that the proposed algorithm converges. This computational framework can be applied to a wide range of data with different structures, such as panel count data, interval‐censored data, and degradation data, among others. Simulation studies demonstrate favorable performance compared with existing algorithms in terms of accuracy and speed. Two data sets are used to illustrate the proposed computational method. We further implement the proposed computational method in R package BCA1SG , available at CRAN.     

Genetic analysis of growth curves using the SAEM algorithm

The analysis of nonlinear function-valued characters is very important in genetic studies, especially for growth traits of agricultural and laboratory species. Inference in nonlinear mixed effects models is, however, quite complex and is usually based on likelihood approximations or Bayesian methods. The aim of this paper was to present an efficient stochastic EM procedure, namely the SAEM algorithm, which is much faster to converge than the classical Monte Carlo EM algorithm and Bayesian estimation procedures, does not require specification of prior distributions and is quite robust to the choice of starting values. The key idea is to recycle the simulated values from one iteration to the next in the EM algorithm, which considerably accelerates the convergence. A simulation study is presented which confirms the advantages of this estimation procedure in the case of a genetic analysis. The SAEM algorithm was applied to real data sets on growth measurements in beef cattle and in chickens. The proposed estimation procedure, as the classical Monte Carlo EM algorithm, provides significance tests on the parameters and likelihood based model comparison criteria to compare the nonlinear models with other longitudinal methods.     

Regularized EM algorithm for sparse parameter estimation in nonlinear dynamic systems with application to gene regulatory network inference

Parameter estimation in dynamic systems finds applications in various disciplines, including system biology. The well-known expectation-maximization (EM) algorithm is a popular method and has been widely used to solve system identification and parameter estimation problems. However, the conventional EM algorithm cannot exploit the sparsity. On the other hand, in gene regulatory network inference problems, the parameters to be estimated often exhibit sparse structure. In this paper, a regularized expectation-maximization (rEM) algorithm for sparse parameter estimation in nonlinear dynamic systems is proposed that is based on the maximum a posteriori (MAP) estimation and can incorporate the sparse prior. The expectation step involves the forward Gaussian approximation filtering and the backward Gaussian approximation smoothing. The maximization step employs a re-weighted iterative thresholding method. The proposed algorithm is then applied to gene regulatory network inference. Results based on both synthetic and real data show the effectiveness of the proposed algorithm.     

Application of dynamic metabolic flux analysis for process modeling: Robust flux estimation with regularization,confidence bounds,and selection of elementary modes

In macroscopic dynamic models of fermentation processes, elementary modes (EM) derived from metabolic networks are often used to describe the reaction stoichiometry in a simplified manner and to build predictive models by parameterizing kinetic rate equations for the EM. In this procedure, the selection of a set of EM is a key step which is followed by an estimation of their reaction rates and of the associated confidence bounds. In this paper, we present a method for the computation of reaction rates of cellular reactions and EM as well as an algorithm for the selection of EM for process modeling. The method is based on the dynamic metabolic flux analysis (DMFA) proposed by Leighty and Antoniewicz (2011, Metab Eng, 13(6), 745–755) with additional constraints, regularization and analysis of uncertainty. Instead of using estimated uptake or secretion rates, concentration measurements are used directly to avoid an amplification of measurement errors by numerical differentiation. It is shown that the regularized DMFA for EM method is significantly more robust against measurement noise than methods using estimated rates. The confidence intervals for the estimated reaction rates are obtained by bootstrapping. For the selection of a set of EM for a given st oichiometric model, the DMFA for EM method is combined with a multiobjective genetic algorithm. The method is applied to real data from a CHO fed-batch process. From measurements of six fed-batch experiments, 10 EM were identified as the smallest subset of EM based upon which the data can be described sufficiently accurately by a dynamic model. The estimated EM reaction rates and their confidence intervals at different process conditions provide useful information for the kinetic modeling and subsequent process optimization.     

Maximum likelihood with multiparameter models of substitution

Maximum-likelihood approaches to phylogenetic estimation have the potential of great flexibility, even though current implementations are highly constrained. One such constraint has been the limitation to one-parameter models of substitution. A general implementation of Newton's maximization procedure was developed that allows the maximum likelihood method to be used with multiparameter models. The Estimate and Maximize (EM) algorithm was also used to obtain a good approximation to the maximum likelihood for a certain class of multiparameter models. The condition for which a multiparameter model will only have a single maximum on the likelihood surface was identified. Two-and three-parameter models of substitution in base-paired regions of RNA sequences were used as examples for computer simulations to show that these implementations of the maximum likelihood method are not substantially slower than one-parameter models. Newton's method is much faster than the EM method but may be subject to divergence in some circumstances. In these cases the EM method can be used to restore convergence.     

Standard errors for EM estimates in generalized linear models with random effects

A procedure is derived for computing standard errors of EM estimates in generalized linear models with random effects. Quadrature formulas are used to approximate the integrals in the EM algorithm, where two different approaches are pursued, i.e., Gauss-Hermite quadrature in the case of Gaussian random effects and nonparametric maximum likelihood estimation for an unspecified random effect distribution. An approximation of the expected Fisher information matrix is derived from an expansion of the EM estimating equations. This allows for inferential arguments based on EM estimates, as demonstrated by an example and simulations.     

REML estimation of variance parameters in nonlinear mixed effects models using the SAEM algorithm

Nonlinear mixed effects models are now widely used in biometrical studies, especially in pharmacokinetic research or for the analysis of growth traits for agricultural and laboratory species. Most of these studies, however, are often based on ML estimation procedures, which are known to be biased downwards. A few REML extensions have been proposed, but only for approximated methods. The aim of this paper is to present a REML implementation for nonlinear mixed effects models within an exact estimation scheme, based on an integration of the fixed effects and a stochastic estimation procedure. This method was implemented via a stochastic EM, namely the SAEM algorithm. The simulation study showed that the proposed REML estimation procedure considerably reduced the bias observed with the ML estimation, as well as the residual mean squared error of the variance parameter estimations, especially in the unbalanced cases. ML and REML based estimators of fixed effects were also compared via simulation. Although the two kinds of estimates were very close in terms of bias and mean square error, predictions of individual profiles were clearly improved when using REML vs. ML. An application of this estimation procedure is presented for the modelling of growth in lines of chicken.     

非线性再生散度随机效应模型的极大似然估计及EM算法

非线性再生散度随机效应模型是指数族非线性随机效应模型和非线性再生散度模型的推广和发展．通过视模型中的随机效应为假想的缺失数据和应用Metropolis-Hastings（MH）算法,提出了模型参数极大似然估计的Monte-Carlo EM（MCEM）算法,并用模拟研究和实例分析说明了该算法的可行性．     

Shared frailty models for recurrent events and a terminal event

There has been an increasing interest in the analysis of recurrent event data (Cook and Lawless, 2002, Statistical Methods in Medical Research 11, 141-166). In many situations, a terminating event such as death can happen during the follow-up period to preclude further occurrence of the recurrent events. Furthermore, the death time may be dependent on the recurrent event history. In this article we consider frailty proportional hazards models for the recurrent and terminal event processes. The dependence is modeled by conditioning on a shared frailty that is included in both hazard functions. Covariate effects can be taken into account in the model as well. Maximum likelihood estimation and inference are carried out through a Monte Carlo EM algorithm with Metropolis-Hastings sampler in the E-step. An analysis of hospitalization and death data for waitlisted dialysis patients is presented to illustrate the proposed methods. Methods to check the validity of the proposed model are also demonstrated. This model avoids the difficulties encountered in alternative approaches which attempt to specify a dependent joint distribution with marginal proportional hazards and yields an estimate of the degree of dependence.     

Identification of metabolic network models from incomplete high-throughput datasets

MOTIVATION: High-throughput measurement techniques for metabolism and gene expression provide a wealth of information for the identification of metabolic network models. Yet, missing observations scattered over the dataset restrict the number of effectively available datapoints and make classical regression techniques inaccurate or inapplicable. Thorough exploitation of the data by identification techniques that explicitly cope with missing observations is therefore of major importance. RESULTS: We develop a maximum-likelihood approach for the estimation of unknown parameters of metabolic network models that relies on the integration of statistical priors to compensate for the missing data. In the context of the linlog metabolic modeling framework, we implement the identification method by an Expectation-Maximization (EM) algorithm and by a simpler direct numerical optimization method. We evaluate performance of our methods by comparison to existing approaches, and show that our EM method provides the best results over a variety of simulated scenarios. We then apply the EM algorithm to a real problem, the identification of a model for the Escherichia coli central carbon metabolism, based on challenging experimental data from the literature. This leads to promising results and allows us to highlight critical identification issues.     

Finite Mixture Models for Mapping Spatially Dependent Disease Counts

A vast literature has recently been concerned with the analysis of variation in disease counts recorded across geographical areas with the aim of detecting clusters of regions with homogeneous behavior. Most of the proposed modeling approaches have been discussed for the univariate case and only very recently spatial models have been extended to predict more than one outcome simultaneously. In this paper we extend the standard finite mixture models to the analysis of multiple, spatially correlated, counts. Dependence among outcomes is modeled using a set of correlated random effects and estimation is carried out by numerical integration through an EM algorithm without assuming any specific parametric distribution for the random effects. The spatial structure is captured by the use of a Gibbs representation for the prior probabilities of component membership through a Strauss‐like model. The proposed model is illustrated using real data (© 2009 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

Estimation of dominance components in noninbred populations by using additive animal model residuals

In the case of noninbred and unselected populations with linkage equilibrium, the additive and dominance genetic effects are uncorrelated and the variance-covariance matrix of the second component is simply a product of its variance by a matrix that can be computed from the numerator relationship matrix A. The aim of this study is to present a new approach to estimate the dominance part with a reduced set of equations and hence a lower computing cost. The method proposed is based on the processing of the residual terms resulting from the BLUP methodology applied to an additive animal model. Best linear unbiased prediction of the dominance component d is almost identical to the one given by the full mixed model equations. Based on this approach, an algorithm for restricted maximum likelihood (REML) estimation of the variance components is also presented. By way of illustration, two numerical examples are given and a comparison between the parameters estimated with the expectation maximization (EM) algorithm and those obtained by the proposed algorithm is made. The proposed algorithm is iterative and yields estimates that are close to those obtained by EM, which is also iterative.     

基于EM算法的遗传重组率估计方法

EM算法是在不完全信息资料下实现参数极大似然估计的一种通用方法．本文导出了双位点不同标记类型,包括共显性-共显性,共显性-显性和显性-显性3种模式下,估计遗传重组率的EM算法,以及获得重组率抽样方差的Bootstrap方法;并将之推广到部分个体缺失标记基因型(未检测到电泳谱带)下的重组率估计．通过大量Monte Carlo模拟研究发现: (1)连锁紧密时,样本容量对重组率的估计影响不大;连锁松散时,需要较大样本容量才可检测到连锁以及实现重组率的较精确估计．(2)用包含缺失标记的所有个体估计重组率比仅用其中的非缺失标记个体估计更准确,且可显著提高连锁检测的统计功效．     

Estimating Diagnostic Accuracy of Raters Without a Gold Standard by Exploiting a Group of Experts

Summary In diagnostic medicine, estimating the diagnostic accuracy of a group of raters or medical tests relative to the gold standard is often the primary goal. When a gold standard is absent, latent class models where the unknown gold standard test is treated as a latent variable are often used. However, these models have been criticized in the literature from both a conceptual and a robustness perspective. As an alternative, we propose an approach where we exploit an imperfect reference standard with unknown diagnostic accuracy and conduct sensitivity analysis by varying this accuracy over scientifically reasonable ranges. In this article, a latent class model with crossed random effects is proposed for estimating the diagnostic accuracy of regional obstetrics and gynaecological (OB/GYN) physicians in diagnosing endometriosis. To avoid the pitfalls of models without a gold standard, we exploit the diagnostic results of a group of OB/GYN physicians with an international reputation for the diagnosis of endometriosis. We construct an ordinal reference standard based on the discordance among these international experts and propose a mechanism for conducting sensitivity analysis relative to the unknown diagnostic accuracy among them. A Monte Carlo EM algorithm is proposed for parameter estimation and a BIC‐type model selection procedure is presented. Through simulations and data analysis we show that this new approach provides a useful alternative to traditional latent class modeling approaches used in this setting.     

A Probit Latent Class Model with General Correlation Structures for Evaluating Accuracy of Diagnostic Tests

Summary Traditional latent class modeling has been widely applied to assess the accuracy of dichotomous diagnostic tests. These models, however, assume that the tests are independent conditional on the true disease status, which is rarely valid in practice. Alternative models using probit analysis have been proposed to incorporate dependence among tests, but these models consider restricted correlation structures. In this article, we propose a probit latent class model that allows a general correlation structure. When combined with some helpful diagnostics, this model provides a more flexible framework from which to evaluate the correlation structure and model fit. Our model encompasses several other PLC models but uses a parameter‐expanded Monte Carlo EM algorithm to obtain the maximum‐likelihood estimates. The parameter‐expanded EM algorithm was designed to accelerate the convergence rate of the EM algorithm by expanding the complete‐data model to include a larger set of parameters and it ensures a simple solution in fitting the PLC model. We demonstrate our estimation and model selection methods using a simulation study and two published medical studies.     

Estimating regression parameters and degree of dependence for multivariate failure time data

Multivariate failure time data are frequently encountered in longitudinal studies when subjects may experience several events or when there is a grouping of individuals into a cluster. To take into account the dependence of the failure times within the unit (the individual or the cluster) as well as censoring, two multivariate generalizations of the Cox proportional hazards model are commonly used. The marginal hazard model is used when the purpose is to estimate mean regression parameters, while the frailty model is retained when the purpose is to assess the degree of dependence within the unit. We propose a new approach based on the combination of the two aforementioned models to estimate both these quantities. This two-step estimation procedure is quicker and more simple to implement than the EM algorithm used in frailty models estimation. Simulation results are provided to illustrate robustness, consistency, and large-sample properties of estimators. Finally, this method is exemplified on a diabetic retinopathy study in order to assess the effect of photocoagulation in delaying the onset of blindness as well as the dependence between the two eyes blindness times of a patient.     

Maximum likelihood estimation in random effects cure rate models with nonignorable missing covariates

We introduce a method of parameter estimation for a random effects cure rate model. We also propose a methodology that allows us to account for nonignorable missing covariates in this class of models. The proposed method corrects for possible bias introduced by complete case analysis when missing data are not missing completely at random and is motivated by data from a pair of melanoma studies conducted by the Eastern Cooperative Oncology Group in which clustering by cohort or time of study entry was suspected. In addition, these models allow estimation of cure rates, which is desirable when we do not wish to assume that all subjects remain at risk of death or relapse from disease after sufficient follow-up. We develop an EM algorithm for the model and provide an efficient Gibbs sampling scheme for carrying out the E-step of the algorithm.     

A self-organizing state-space-model approach for parameter estimation in hodgkin-huxley-type models of single neurons

Traditional approaches to the problem of parameter estimation in biophysical models of neurons and neural networks usually adopt a global search algorithm (for example, an evolutionary algorithm), often in combination with a local search method (such as gradient descent) in order to minimize the value of a cost function, which measures the discrepancy between various features of the available experimental data and model output. In this study, we approach the problem of parameter estimation in conductance-based models of single neurons from a different perspective. By adopting a hidden-dynamical-systems formalism, we expressed parameter estimation as an inference problem in these systems, which can then be tackled using a range of well-established statistical inference methods. The particular method we used was Kitagawa's self-organizing state-space model, which was applied on a number of Hodgkin-Huxley-type models using simulated or actual electrophysiological data. We showed that the algorithm can be used to estimate a large number of parameters, including maximal conductances, reversal potentials, kinetics of ionic currents, measurement and intrinsic noise, based on low-dimensional experimental data and sufficiently informative priors in the form of pre-defined constraints imposed on model parameters. The algorithm remained operational even when very noisy experimental data were used. Importantly, by combining the self-organizing state-space model with an adaptive sampling algorithm akin to the Covariance Matrix Adaptation Evolution Strategy, we achieved a significant reduction in the variance of parameter estimates. The algorithm did not require the explicit formulation of a cost function and it was straightforward to apply on compartmental models and multiple data sets. Overall, the proposed methodology is particularly suitable for resolving high-dimensional inference problems based on noisy electrophysiological data and, therefore, a potentially useful tool in the construction of biophysical neuron models.     

A general maximum likelihood analysis of variance components in generalized linear models

This paper describes an EM algorithm for nonparametric maximum likelihood (ML) estimation in generalized linear models with variance component structure. The algorithm provides an alternative analysis to approximate MQL and PQL analyses (McGilchrist and Aisbett, 1991, Biometrical Journal 33, 131-141; Breslow and Clayton, 1993; Journal of the American Statistical Association 88, 9-25; McGilchrist, 1994, Journal of the Royal Statistical Society, Series B 56, 61-69; Goldstein, 1995, Multilevel Statistical Models) and to GEE analyses (Liang and Zeger, 1986, Biometrika 73, 13-22). The algorithm, first given by Hinde and Wood (1987, in Longitudinal Data Analysis, 110-126), is a generalization of that for random effect models for overdispersion in generalized linear models, described in Aitkin (1996, Statistics and Computing 6, 251-262). The algorithm is initially derived as a form of Gaussian quadrature assuming a normal mixing distribution, but with only slight variation it can be used for a completely unknown mixing distribution, giving a straightforward method for the fully nonparametric ML estimation of this distribution. This is of value because the ML estimates of the GLM parameters can be sensitive to the specification of a parametric form for the mixing distribution. The nonparametric analysis can be extended straightforwardly to general random parameter models, with full NPML estimation of the joint distribution of the random parameters. This can produce substantial computational saving compared with full numerical integration over a specified parametric distribution for the random parameters. A simple method is described for obtaining correct standard errors for parameter estimates when using the EM algorithm. Several examples are discussed involving simple variance component and longitudinal models, and small-area estimation.