Dataset Information

Detecting multiple generalized change-points by isolating single ones.

ABSTRACT: We introduce a new approach, called Isolate-Detect (ID), for the consistent estimation of the number and location of multiple generalized change-points in noisy data sequences. Examples of signal changes that ID can deal with are changes in the mean of a piecewise-constant signal and changes, continuous or not, in the linear trend. The number of change-points can increase with the sample size. Our method is based on an isolation technique, which prevents the consideration of intervals that contain more than one change-point. This isolation enhances ID's accuracy as it allows for detection in the presence of frequent changes of possibly small magnitudes. In ID, model selection is carried out via thresholding, or an information criterion, or SDLL, or a hybrid involving the former two. The hybrid model selection leads to a general method with very good practical performance and minimal parameter choice. In the scenarios tested, ID is at least as accurate as the state-of-the-art methods; most of the times it outperforms them. ID is implemented in the R packages IDetect and breakfast, available from CRAN.

Supplementary information

The online version contains supplementary material available at 10.1007/s00184-021-00821-6.

SUBMITTER: Anastasiou A

PROVIDER: S-EPMC8142888 | biostudies-literature | 2021 May

REPOSITORIES: biostudies-literature

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Detecting multiple generalized change-points by isolating single ones.

Anastasiou Andreas A Fryzlewicz Piotr P

Metrika 20210524 2

We introduce a new approach, called Isolate-Detect (ID), for the consistent estimation of the number and location of multiple generalized change-points in noisy data sequences. Examples of signal changes that ID can deal with are changes in the mean of a piecewise-constant signal and changes, continuous or not, in the linear trend. The number of change-points can increase with the sample size. Our method is based on an isolation technique, which prevents the consideration of intervals that conta ...[more]

PMID: 34054146

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Project description:IntroductionParticipant noncompliance, in which participants do not follow their assigned treatment protocol, has long complicated the interpretation of randomized clinical trials. No gold standard has been identified for detecting noncompliance, but in some trials participants' biomarkers can provide objective information that suggests exposure to non-study treatments. However, existing methods are limited to retrospectively detecting noncompliance at a single time point based on a single biomarker measurement. We propose a novel method that can leverage participants' full biomarker history to detect noncompliance across multiple time points. Conditional on longitudinal biomarker data, our method can estimate the probability of compliance at (1) a single time point of the trial, (2) all time points, and (3) a future time point.MethodsAcross time points, we model the biomarker as a mixture density with (latent) components corresponding to longitudinal patterns of compliance. To estimate the mixture density, we fit mixed effects models for both compliance and the biomarker. We use the mixture density to derive compliance probabilities that condition on the longitudinal biomarker data. We evaluate our compliance probabilities by simulation and apply them to a trial in which current smokers were asked to only smoke low nicotine study cigarettes (Center for the Evaluation of Nicotine in Cigarettes Project 1 Study 2). In the simulation, we investigated three different effects of compliance on the biomarker, as well as the effect of misspecification of the covariance structures. We compared probability estimators (1) and (2) to those that ignore the longitudinal correlation in the data according to area under the receiver operating characteristic curve. We evaluated estimator (3) by plotting its calibration lines. For Center for the Evaluation of Nicotine in Cigarettes Project 1 Study 2, we compared estimators (1) and (3) to a probability estimator of compliance at the last time point that ignores the longitudinal correlation.ResultsIn the simulation, for both compliance at the last time point and at all time points, conditioning on the longitudinal biomarker data uniformly raised area under the receiver operating characteristic curve across all three compliance effect scenarios. The gains in area under the receiver operating characteristic curve were smaller under misspecification. The calibration lines for the prediction of compliance closely followed 45°, though with additional variability under misspecification. For compliance at the last time point of Center for the Evaluation of Nicotine in Cigarettes Project 1 Study 2, conditioning on participants' full biomarker history boosted area under the receiver operating characteristic curve by three percentage points. The prediction probabilities somewhat accurately approximated the non-longitudinal compliance probabilities.DiscussionCompared to existing methods that only use a single biomarker measurement, our method can account for the longitudinal correlation in the biomarker and compliance to more accurately identify noncompliant participants. Our method can also use participants' biomarker history to predict compliance at a future time point.

Dataset Information

Detecting multiple generalized change-points by isolating single ones.

Supplementary information

Publications

Detecting multiple generalized change-points by isolating single ones.

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