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A Hidden Absorbing Semi-Markov Model for Informatively Censored Temporal Data: Learning and Inference

2016/12/18 by Ahmed M. Alaa, Mihaela van der Schaar, Alaa, Ahmed M. +1
Computer Science · Mathematics · #Artificial Intelligence (cs.AI) #Bayesian Methods and Mixture Models #FOS: Computer and information sciences #Gaussian Processes and Bayesian Inference #Machine Learning (stat.ML) #Statistical Methods and Inference

paper · pdf · doi:10.48550/arxiv.1612.06007

openalex publication_date 2016/12/18 · openalex created_date 2017/02/10 · openalex updated_date 2026/07/28

Abstract

Modeling continuous-time physiological processes that manifest a patient's evolving clinical states is a key step in approaching many problems in healthcare. In this paper, we develop the Hidden Absorbing Semi-Markov Model (HASMM): a versatile probabilistic model that is capable of capturing the modern electronic health record (EHR) data. Unlike exist- ing models, an HASMM accommodates irregularly sampled, temporally correlated, and informatively censored physiological data, and can describe non-stationary clinical state transitions. Learning an HASMM from the EHR data is achieved via a novel forward- filtering backward-sampling Monte-Carlo EM algorithm that exploits the knowledge of the end-point clinical outcomes (informative censoring) in the EHR data, and implements the E-step by sequentially sampling the patients' clinical states in the reverse-time direction while conditioning on the future states. Real-time inferences are drawn via a forward- filtering algorithm that operates on a virtually constructed discrete-time embedded Markov chain that mirrors the patient's continuous-time state trajectory. We demonstrate the di- agnostic and prognostic utility of the HASMM in a critical care prognosis setting using a real-world dataset for patients admitted to the Ronald Reagan UCLA Medical Center.

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