A non-parametric Bayesian change-point method for recurrent events

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2020-07-21
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Li, Qing
Guo, Feng
Kim, Inyoung
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Li, Qing
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Industrial and Manufacturing Systems Engineering
The Department of Industrial and Manufacturing Systems Engineering teaches the design, analysis, and improvement of the systems and processes in manufacturing, consulting, and service industries by application of the principles of engineering. The Department of General Engineering was formed in 1929. In 1956 its name changed to Department of Industrial Engineering. In 1989 its name changed to the Department of Industrial and Manufacturing Systems Engineering.
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Industrial and Manufacturing Systems Engineering
Abstract

This paper proposes a non-parametric Bayesian approach to detect the change-points of intensity rates in the recurrent-event context and cluster subjects by the change-points. Recurrent events are commonly observed in medical and engineering research. The event counts are assumed to follow a non-homogeneous Poisson process with piecewise-constant intensity functions. We propose a Dirichlet process mixture model to accommodate heterogeneity in subject-specific change-points. The proposed approach provides an objective way of clustering subjects based on the change-points without the need of pre-specified number of latent clusters or model selection procedure. A simulation study shows that the proposed model outperforms the existing Bayesian finite mixture model in detecting the number of latent classes. The simulation study also suggests that the proposed method is robust to the violation of model assumptions. We apply the proposed methodology to the Naturalistic Teenage Driving Study data to assess the change in driving risk and detect subgroups of drivers.

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This is an Accepted Manuscript of an article published by Taylor & Francis in Journal of Statistical Computation and Simulation on July 21, 2020. DOI: 10.1080/00949655.2020.1792907. Posted with permission.

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Wed Jan 01 00:00:00 UTC 2020
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