区间删失NPMLE的EMICM算法的高效实现

An Efficient Implementation of the EMICM Algorithm for the Interval Censored NPMLE

Journal of Computational and Graphical Statistics · 2016
被引 30
ABS 3

中文导读

提出EMICM算法的高效实现,每次迭代可在线性时间内完成,模拟显示比现有算法快得多,能分析规模大几个数量级的数据集。

Abstract

The EMICM algorithm is an established method for computing the interval-censored NPMLE, a generalization of the Kaplan Meier curves for interval censored data. The novel contribution in this work is an efficient implementation, allowing each iteration to be computed in linear time. Using simulated data, it is shown that this new implementation is significantly faster than alternative EMICM implementations or other competing algorithms, allowing for analyses of datasets orders of magnitude larger than previously available.

生存分析区间删失数据非参数最大似然估计算法优化