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Competing-risk Weibull survival model with multiple causes

Kai Wang, Yuqin Mu, Shenyi Zhang, Zhengjun Zhang, Chengxiu Ling

TL;DR

The paper addresses survival data with multiple contributing causes by introducing a competing-Weibull, min-structured model that yields time-varying, data-driven winning probabilities for each cause. It develops an EM-based maximum likelihood estimation framework with group-wise updates and sparsity penalties, and proves consistency and asymptotic normality under standard regularity conditions. Key contributions include the latent time representation, the explicit winning-probability formula, and the ability to identify informative biomarker combinations while handling high-dimensional covariates. The Alzheimer’s disease application demonstrates improved short-term prediction and interpretable biomarker ordering, highlighting the method’s potential for cause-mixture analysis and biomarker discovery in aging and neurodegenerative disease contexts.

Abstract

The failure of a system can result from the simultaneous effects of multiple causes, where assigning a specific cause may be inappropriate or unavailable. Examples include contributing causes of death in epidemiology and the aetiology of neurodegenerative diseases like Alzheimer's. We propose a parametric Weibull accelerated failure time model for multiple causes, incorporating a data-driven, individualized, and time-varying winning probability (relative importance) matrix. Using maximum likelihood estimation and the expectation-maximization (EM) algorithm, our approach enables simultaneous estimation of regression coefficients and relative cause importance, ensuring consistency and asymptotic normality. A simulation study and an application to Alzheimer's disease demonstrate its effectiveness in addressing cause-mixture problems and identifying informative biomarker combinations, with comparisons to Weibull and Cox proportional hazards models.

Competing-risk Weibull survival model with multiple causes

TL;DR

The paper addresses survival data with multiple contributing causes by introducing a competing-Weibull, min-structured model that yields time-varying, data-driven winning probabilities for each cause. It develops an EM-based maximum likelihood estimation framework with group-wise updates and sparsity penalties, and proves consistency and asymptotic normality under standard regularity conditions. Key contributions include the latent time representation, the explicit winning-probability formula, and the ability to identify informative biomarker combinations while handling high-dimensional covariates. The Alzheimer’s disease application demonstrates improved short-term prediction and interpretable biomarker ordering, highlighting the method’s potential for cause-mixture analysis and biomarker discovery in aging and neurodegenerative disease contexts.

Abstract

The failure of a system can result from the simultaneous effects of multiple causes, where assigning a specific cause may be inappropriate or unavailable. Examples include contributing causes of death in epidemiology and the aetiology of neurodegenerative diseases like Alzheimer's. We propose a parametric Weibull accelerated failure time model for multiple causes, incorporating a data-driven, individualized, and time-varying winning probability (relative importance) matrix. Using maximum likelihood estimation and the expectation-maximization (EM) algorithm, our approach enables simultaneous estimation of regression coefficients and relative cause importance, ensuring consistency and asymptotic normality. A simulation study and an application to Alzheimer's disease demonstrate its effectiveness in addressing cause-mixture problems and identifying informative biomarker combinations, with comparisons to Weibull and Cox proportional hazards models.

Paper Structure

This paper contains 10 sections, 9 theorems, 80 equations, 2 figures, 6 tables.

Key Result

Theorem 3.1

Denote $\boldsymbol\theta_0$ as the true parameter and $\widehat{\boldsymbol\theta}_n$ as the MLE. Under assumptions A1$\sim$A3, as $n\to \infty$, If assumptions A1$\sim$A5 are satisfied, then as $n\to \infty$, where $I(\boldsymbol\theta_0)$ is the Fisher information matrix.

Figures (2)

  • Figure 1: Time-dependent ROCs for competing-Weibull, Cox, and Weibull models at their median survival times. All cases refer to the 10% random censorship for Example 1 (left), Example 2 (middle), and Example 3 (right).
  • Figure 2: Time-dependent ROCs (left, middle) for competing-Weibull, Cox, and Weibull models at 10 percentile survival time ($t=357$) and at 2 years ($t=730$). Estimated time-varying winning probability (right) of four competing groups for uncensored samples.

Theorems & Definitions (15)

  • Theorem 3.1
  • Theorem 3.2
  • Lemma 6.1
  • Lemma 6.2: Jennrich1969
  • proof : Proof of Lemma \ref{['Lemma: 2.1']}
  • Lemma 6.3
  • proof
  • Lemma 6.4: Extremum Consistency Theorem, newey1994large
  • Lemma 6.5
  • proof
  • ...and 5 more