Estimation in a Semi-Markov Transformation Model

Estimation in a semi-Markov transformation model.

Semi-Markov and modulated renewal processes provide a large class of multi-state models which can be used for analysis of longitudinal failure time data. In biomedical applications, models of this kind are often used to describe evolution of a disease and assume that patient may move among a finite number of states representing different phases in the disease progression. Several authors propos...

Estimation with Right-Censored Observations Under A Semi-Markov Model.

The semi-Markov process often provides a better framework than the classical Markov process for the analysis of events with multiple states. The purpose of this paper is twofold. First, we show that in the presence of right censoring, when the right end-point of the support of the censoring time is strictly less than the right end-point of the support of the semi-Markov kernel, the transition p...

Efficient estimation for semiparametric semi-Markov processes

We consider semiparametric models of semi-Markov processes with arbitrary state space. Assuming that the process is geometrically ergodic, we characterize efficient estimators, in the sense of Hájek and Le Cam, for arbitrary real-valued smooth functionals of the distribution of the embedded Markov renewal process. We construct efficient estimators of the parameter and of linear functionals of t...

The KTH Visit in Semi-Markov Processes

Recurrent Hidden Semi-markov Model

Segmentation and labeling of high dimensional time series data has wide applications in behavior understanding and medical diagnosis. Due to the difficulty of obtaining a large amount the label information, realizing this objective in an unsupervised way is highly desirable. Hidden Semi-Markov Model (HSMM) is a classical tool for this problem. However, existing HSMM and its variants typically m...