Lifetime analysis with monotonic degradation: a boosted first hitting time model based on a homogeneous gamma process.

Clara Bertinelli Salucci, Azzeddine Bakdi, Ingrid Kristine Glad, Bo Henry Lindqvist, Erik Vanem, Riccardo De Bin

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Article in Lifetime data analysis, 2025. The graph could read no effect estimate from its abstract, so it casts no vote on the map. Not yet cited in PubMed.

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5 · Who and what money

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6 authors.

Clara Bertinelli SalucciDepartment of Mathematics, University of Oslo, Moltke Moes vei 35, 0851, Oslo, Norway. clarabe@math.uio.no.ORCID 0000-0001-7685-2486

Azzeddine BakdiCorvus Energy, Tormod Gjestlands veg 51, 3936, Porsgrunn, Norway.ORCID 0000-0002-0899-1692

Ingrid Kristine GladDepartment of Mathematics, University of Oslo, Moltke Moes vei 35, 0851, Oslo, Norway.ORCID 0000-0002-5156-7109

Bo Henry LindqvistDepartment of Mathematical Sciences, Norwegian University of Science and Technology, Alfred Getz vei 1, 7491, Trondheim, Norway.ORCID 0000-0001-8952-9311

Erik VanemDepartment of Mathematics, University of Oslo, Moltke Moes vei 35, 0851, Oslo, Norway.ORCID 0000-0002-0875-0389

Riccardo De BinDepartment of Mathematics, University of Oslo, Moltke Moes vei 35, 0851, Oslo, Norway.ORCID 0000-0002-7441-6880

Funding

Norges Forskningsråd 237718

6 · The paper itself

Abstract

In the context of time-to-event analysis, First hitting time methods consider the event occurrence as the ending point of some evolving process. The characteristics of the process are of great relevance for the analysis, which makes this class of models interesting and particularly suitable for applications where something about the degradation path is known. In cases where the degradation can only worsen, a monotonic process is the most suitable choice. This paper proposes a boosting algorithm for first hitting time models based on an underlying homogeneous gamma process to account for the monotonicity of the degradation trend. The predictive power and versatility of the algorithm are shown with real data examples from both engineering and biomedical applications, as well as with simulated examples.

Indexed as

AlgorithmsModels, StatisticalComputer SimulationHumansSurvival AnalysisTime FactorsCox modelFirst hitting timeGradient boostingHomogeneous gamma processTime-to-event outcome

Identifiers

PMID40186714

DOI10.1007/s10985-025-09648-z

PMCPMC12043765

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