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

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. Furthermore, extra efforts have to be invested in diagnostic checks to monitor the reliability of the generated posterior samples. A sampling‐free strategy for fast and flexible Bayesian inference in the mixture cure model is suggested in this article 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 posterior 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 spline specification yields smooth estimates of survival curves and functions of latent variables together with their associated credible interval are estimated in seconds. A fully stochastic algorithm based on a Metropolis‐Langevin‐within‐Gibbs sampler is also suggested as an alternative to the proposed Laplacian‐P‐splines mixture cure (LPSMC) methodology. The statistical performance and computational efficiency of LPSMC is assessed in a simulation study. Results show that LPSMC is an appealing alternative to MCMC for approximate Bayesian inference in standard mixture cure models. Finally, the novel LPSMC approach is illustrated on three applications involving real survival data.