  Treatment protocols, disease understanding, and viral characteristics changed
over the course of the COVID-19 pandemic; as a result, the risks associated
with patient comorbidities and biomarkers also changed. We add to the
conversation regarding inflammation, hemostasis and vascular function in
COVID-19 by performing a time-varying observational analysis of over 4000
patients hospitalized for COVID-19 in a New York City hospital system from
March 2020 to August 2021. To perform this analysis, we apply tree-based
generalized additive models with temporal interactions which recover
discontinuous risk changes caused by discrete protocols changes. We find that
the biomarkers of thrombosis increasingly predicted mortality from March 2020
to August 2021, while the association between biomarkers of inflammation and
thrombosis weakened. Beyond COVID-19, this presents a straightforward
methodology to estimate unknown and discontinuous time-varying effects.
