FI/Center for Statistics Seminar with Benjamin Christoffersen, Karolinska Institutet
The Department of Finance and Center for Statistics are proud to announce the upcoming seminar with Benjamin Christoffersen, Karolinska Institutet and KTH Royal Institute of Technology.
Benjamin Christoffersen will present: Joint models with multiple longitudinal measurements and multiple time-to-event outcomes using variational approximations.
ABSTRACT: Joint models are well suited to modelling longitudinal measurements and time-to-event outcomes such as the observation process of the longitudinal measurements, other recurrent events or terminal events. However, there are few examples of joint models that allow for (a) multiple longitudinal measurements, (b) multiple time-to-event outcomes, (c) delayed entry and (d) scalability. We propose a full likelihood approach for joint models based on a Gaussian variational approximation to satisfy criteria (a)-(d). Our simulations and applications show that the variational approximation is close to the full likelihood, very fast to optimize, and scalable. Our open source implementation is available with support for general joint models and computation in parallel.
Location: Solbjerg Plads 3, SpS03