Bayesian Arc Length Survival Analysis Model (BALSAM): Theory and Application to an HIV/AIDS Clinical Trial

Résumé : Stochastic volatility often implies increasing risks that are difficult to capture given the dynamic nature of real-world applications. We propose using arc length, a mathematical concept, to quantify cumulative variations (the total variability over time) to more fully characterize stochastic volatility. The hazard rate, as defined by the Cox proportional hazards model in survival analysis, is assumed to be impacted by the instantaneous value of a longitudinal variable. However, when cumulative variations pose a significant impact on the hazard, this assumption is questionable. Our proposed Bayesian Arc Length Survival Analysis Model (BALSAM) infuses arc length into a united statistical framework by synthesizing three parallel components (joint models, distributed lag models, and arc length). We illustrate the use of BALSAM in simulation studies and also apply it to an HIV/AIDS clinical trial to assess the impact of cumulative variations of CD4 count (a critical longitudinal biomarker) on mortality while accounting for measurement errors and relevant variables.