Mixed-Effects State-Space Models for Analysis of Longitudinal Dynamic Systems

Dacheng Liu, Tao Lu, Xu Feng Niu, Hulin Wu

Research output: Contribution to journalArticlepeer-review

9 Scopus citations


The rapid development of new biotechnologies allows us to deeply understand biomedical dynamic systems in more detail and at a cellular level. Many of the subject-specific biomedical systems can be described by a set of differential or difference equations that are similar to engineering dynamic systems. In this article, motivated by HIV dynamic studies, we propose a class of mixed-effects state-space models based on the longitudinal feature of dynamic systems. State-space models with mixed-effects components are very flexible in modeling the serial correlation of within-subject observations and between-subject variations. The Bayesian approach and the maximum likelihood method for standard mixed-effects models and state-space models are modified and investigated for estimating unknown parameters in the proposed models. In the Bayesian approach, full conditional distributions are derived and the Gibbs sampler is constructed to explore the posterior distributions. For the maximum likelihood method, we develop a Monte Carlo EM algorithm with a Gibbs sampler step to approximate the conditional expectations in the E-step. Simulation studies are conducted to compare the two proposed methods. We apply the mixed-effects state-space model to a data set from an AIDS clinical trial to illustrate the proposed methodologies. The proposed models and methods may also have potential applications in other biomedical system analyses such as tumor dynamics in cancer research and genetic regulatory network modeling.

Original languageEnglish
Pages (from-to)476-485
Number of pages10
Issue number2
StatePublished - Jun 2011


  • EM algorithm
  • Gibbs sampler
  • Kalman filter
  • Mixed-effects models
  • Parameter estimation
  • State-space models


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