Second Order Markov multistate models

Authors Mireia Besalú, Guadalupe Gómez Melis

Publication date 16 April 2023

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Non-Markovian processes: estimation (62M09) Estimation in survival analysis and censored data (62N02)

Abstract: Multistate models (MSM) are well developed for continuous and discrete times under a first order Markov assumption. Motivated by a cohort of COVID-19 patients, an MSM was designed based on 14 transitions among 7 states of a patient. Since a preliminary analysis showed that the first order Markov condition was not met for some transitions, we have developed a second order Markov model where the future evolution not only depends on the current but also on the preceding state. Under a discrete time analysis, assuming homogeneity and that past information is restricted to 2 consecutive times, we expanded the transition probability matrix and proposed an extension of the Chapman- Kolmogorov equations.

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