Recurrent Event Analysis in the Presence of Real-Time High Frequency Data via Random Subsampling

Abstract

Digital monitoring studies collect real-time high frequency data via mobile sensors in the subjects’ natural environment. This data can be used to model the impact of changes in physiology on recurrent event outcomes such as smoking, drug use, alcohol use, or self-identified moments of suicide ideation. Likelihood calculations for the recurrent event analysis, however, become computationally prohibitive in this setting. Motivated by this, a random subsampling framework is proposed for computationally efficient, approximate likelihood-based estimation. A subsampling-unbiased estimator for the derivative of the cumulative hazard enters into an approximation of log-likelihood. The estimator has two sources of variation: the first due to the recurrent event model and the second due to subsampling. The latter can be reduced by increasing the sampling rate; however, this leads to increased computational costs. The approximate score equations are equivalent to logistic regression score equations, allowing for standard, “off-the-shelf” software to be used in fitting these models. Simulations demonstrate the method and efficiency-computation tradeoff. We end by illustrating our approach using data from a digital monitoring study of suicidal ideation. Supplementary materials for this article are available online.

Keywords:

• Estimating equations
• High frequency time series
• Logistic regression
• Probabilistic subsampling
• Recurrent events

Disclosure Statement

No potential conflict of interest was reported by the author(s).