Laplacian-P-splines for Bayesian inference in the mixture cure model

TL;DR

This paper introduces Laplacian-P-splines, a fast and flexible Bayesian inference method for mixture cure models that avoids slow MCMC sampling by combining Laplace approximations with penalized B-splines, demonstrated through simulations and real data.

Contribution

It proposes a novel Laplacian-P-splines approach for Bayesian inference in mixture cure models, improving computational speed and efficiency over traditional MCMC methods.

Findings

LPSMC provides accurate posterior approximations in simulations.

LPSMC significantly reduces computation time compared to MCMC.

The method performs well on real survival data applications.

Abstract

The mixture cure model for analyzing survival data is characterized by the assumption that the population under study is divided into a group of subjects who will experience the event of interest over some finite time horizon and another group of cured subjects who will never experience the event irrespective of the duration of follow-up. When using the Bayesian paradigm for inference in survival models with a cure fraction, it is common practice to rely on Markov chain Monte Carlo (MCMC) methods to sample from posterior distributions. Although computationally feasible, the iterative nature of MCMC often implies long sampling times to explore the target space with chains that may suffer from slow convergence and poor mixing. An alternative strategy for fast and flexible sampling-free Bayesian inference in the mixture cure model is suggested in this paper by combining Laplace approximations and penalized B-splines. A logistic regression model is assumed for the cure proportion and a Cox proportional hazards model with a P-spline approximated baseline hazard is used to specify the conditional survival function of susceptible subjects. Laplace approximations to the conditional latent vector are based on analytical formulas for the gradient and Hessian of the log-likelihood, resulting in a substantial speed-up in approximating posterior distributions. The statistical performance and computational efficiency of the proposed Laplacian-P-splines mixture cure (LPSMC) model is assessed in a simulation study. Results show that LPSMC is an appealing alternative to classic MCMC for approximate Bayesian inference in standard mixture cure models. Finally, the novel LPSMC approach is illustrated on three applications involving real survival data.