用贝叶斯方法精准估计截断生存数据的分布参数,提升小样本下结果可靠性。
Bayesian Inference for Left-Truncated Log-Logistic Distributions for Time-to-event Data Analysis
- 基于马尔可夫链蒙特卡洛与梅特罗波利斯-哈斯廷斯算法进行贝叶斯推断
- 在左截断情形下,参数估计更稳定,尤其适用于不规则似然面
- 适合处理具有已知下限的生存分析、降水等时间事件数据
参数估计是统计建模的基础步骤,用于从数据中提取知识并有效应用。贝叶斯参数估计将先验信念与观测数据结合,概率化地推断分布参数,并提供完整的后验分布,实现不确定性量化和正则化,特别适用于小样本或截断样本。左截断对数逻辑斯蒂(LTLL)分布适用于建模具有已知下限的时间至事件数据,如降水数据和癌症生存时间。本文提出一种针对固定截断点 $ x_L > 0 $ 的 LTLL 分布参数贝叶斯估计方法。对于随机变量 $ X \sim LL(α, β; x_L) $,其中 $ α>0 $ 为尺度参数,$ β>0 $ 为形状参数,基于满足 $ X_i > x_L $ 的截断样本 $ X_1, X_2, \dots, X_N $ 推导似然函数。假设参数独立先验,通过马尔可夫链蒙特卡洛采样,特别是梅特罗波利斯-哈斯廷斯算法,获得后验估计 $ \hatα $ 与 $ \hatβ $。通过模拟研究和真实数据应用,表明贝叶斯估计在似然面不规则时仍具更高稳定性与可靠性,显著优于传统方法,尤其在截断分布的时间至事件数据分析中体现更强参数不确定性估计能力。
原文摘要 · Abstract (English)
Parameter estimation is a foundational step in statistical modeling, enabling us to extract knowledge from data and apply it effectively. Bayesian estimation of parameters incorporates prior beliefs with observed data to infer distribution parameters probabilistically and robustly. Moreover, it provides full posterior distributions, allowing uncertainty quantification and regularization, especially useful in small or truncated samples. Utilizing the left-truncated log-logistic (LTLL) distribution is particularly well-suited for modeling time-to-event data where observations are subject to a known lower bound such as precipitation data and cancer survival times. In this paper, we propose a Bayesian approach for estimating the parameters of the LTLL distribution with a fixed truncation point \( x_L > 0 \). Given a random variable \( X \sim LL(α, β; x_L) \), where \( α> 0 \) is the scale parameter and \( β> 0 \) is the shape parameter, the likelihood function is derived based on a truncated sample \( X_1, X_2, \dots, X_N \) with \( X_i > x_L \). We assume independent prior distributions for the parameters, and the posterior inference is conducted via Markov Chain Monte Carlo sampling, specifically using the Metropolis-Hastings algorithm to obtain posterior estimates \( \hatα \) and \( \hatβ \). Through simulation studies and real-world applications, we demonstrate that Bayesian estimation provides more stable and reliable parameter estimates, particularly when the likelihood surface is irregular due to left truncation. The results highlight the advantages of Bayesian inference outperform the estimation of parameter uncertainty in truncated distributions for time to event data analysis.
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