EXACT AND SAME-ESTIMAND ACCELERATION OF MULTILEVEL NETWORK META-REGRESSION: INTEGRATION-BLOCK DEDUPLICATION, TIE AGGREGATION, AND STRUCTURE-EXPLOITING QUADRATURE
Author(s)
Ahmad Sofi-Mahmudi, DDS, MSc1, Tim Disher, BSc, RN, PhD2, Conor Chandler, BS, MSc3.
1Thermo Fisher Scientific, Toronto, ON, Canada, 2Sandpiper Analytics, West Porters Lake, NS, Canada, 3Thermo Fisher Scientific, Waltham, MA, USA.
1Thermo Fisher Scientific, Toronto, ON, Canada, 2Sandpiper Analytics, West Porters Lake, NS, Canada, 3Thermo Fisher Scientific, Waltham, MA, USA.
OBJECTIVES: Multilevel network meta-regression (ML-NMR) synthesizes individual patient and aggregate data for population-adjusted indirect treatment comparisons by marginalizing an individual-level model over each aggregate study’s covariate distribution. In multinma this requires numerical integration within Hamiltonian Monte Carlo and dominates per-gradient cost. We sought posterior-preserving accelerations, validated per gradient.
METHODS: We developed three accelerations, graded by effect on the target. Two are exact, leaving the posterior invariant up to floating-point reassociation. Integration-block deduplication exploits invariance of the aggregate design block across an arm’s reconstructed pseudo-individuals, evaluating the per-arm linear predictor, exponential, and M-spline softmax on unique blocks and gathering results. Tie aggregation applies the distributive law to pseudo-individuals with identical likelihood inputs, replacing repeated evaluations with a count-weighted term. One is same-estimand: structure-exploiting quadrature marginalizes discrete covariates by exact enumeration and continuous covariates by Gauss-Hermite cubature with copula-consistent weights. Exactness was verified by log-density and gradient agreement to 1e-9 at shared unconstrained parameters and bit-exact reductions. Posterior agreement used standardized differences for treatment and regression estimands.
RESULTS: In the survival network (NDMM), Kaplan-Meier reconstruction replicated the integration block about 700-fold. Deduplication removed this redundancy exactly, halving per-gradient cost while preserving estimands within Monte Carlo error and producing no divergent transitions, reaching 4.79x speedup. Tie aggregation was exact and complementary, with data-dependent gain: about 1.3-fold block reduction under continuous event times and larger gains under coarsened times, leading to 1.08x speedup alone and 5.41x with deduplication. Structure-exploiting quadrature eliminated Monte Carlo error on the discrete margin and was advantageous when discrete covariates dominate.
CONCLUSIONS: ML-NMR admits substantial, independently verifiable acceleration without altering the posterior. Deduplication is the dominant exact lever under data reconstruction; tie aggregation augments it; structure-exploiting quadrature is a regime-conditional, same-estimand alternative for feasible population-adjusted inference.
METHODS: We developed three accelerations, graded by effect on the target. Two are exact, leaving the posterior invariant up to floating-point reassociation. Integration-block deduplication exploits invariance of the aggregate design block across an arm’s reconstructed pseudo-individuals, evaluating the per-arm linear predictor, exponential, and M-spline softmax on unique blocks and gathering results. Tie aggregation applies the distributive law to pseudo-individuals with identical likelihood inputs, replacing repeated evaluations with a count-weighted term. One is same-estimand: structure-exploiting quadrature marginalizes discrete covariates by exact enumeration and continuous covariates by Gauss-Hermite cubature with copula-consistent weights. Exactness was verified by log-density and gradient agreement to 1e-9 at shared unconstrained parameters and bit-exact reductions. Posterior agreement used standardized differences for treatment and regression estimands.
RESULTS: In the survival network (NDMM), Kaplan-Meier reconstruction replicated the integration block about 700-fold. Deduplication removed this redundancy exactly, halving per-gradient cost while preserving estimands within Monte Carlo error and producing no divergent transitions, reaching 4.79x speedup. Tie aggregation was exact and complementary, with data-dependent gain: about 1.3-fold block reduction under continuous event times and larger gains under coarsened times, leading to 1.08x speedup alone and 5.41x with deduplication. Structure-exploiting quadrature eliminated Monte Carlo error on the discrete margin and was advantageous when discrete covariates dominate.
CONCLUSIONS: ML-NMR admits substantial, independently verifiable acceleration without altering the posterior. Deduplication is the dominant exact lever under data reconstruction; tie aggregation augments it; structure-exploiting quadrature is a regime-conditional, same-estimand alternative for feasible population-adjusted inference.
Conference/Value in Health Info
2026-11, ISPOR Europe 2026, Vienna, Austria
Value in Health, Volume 29, Issue 12S
Code
MSR61
Topic
Methodological & Statistical Research
Disease
No Additional Disease & Conditions/Specialized Treatment Areas