Comparer des méthodes

	Microsimulation bayésienne	Microsimulation stochastique
Domaine	Simulation	Simulation
Famille	Process / pipeline	Process / pipeline
Année d'origine	1990s–2000s	1957
Auteur d'origine	Williamson, P.; Birkin, M.; Rees, P. H. and related health-economics researchers	Guy H. Orcutt
Type	Individual-level probabilistic simulation with Bayesian updating	Stochastic individual-level simulation
Source fondatrice	Williamson, P., Birkin, M., & Rees, P. H. (2000). The estimation of population microdata by using data from small area statistics and samples of anonymised records. Environment and Planning A, 30(5), 785-816.	Orcutt, G. H. (1957). A new type of socio-economic system. The Review of Economics and Statistics, 39(2), 116–123.
Alias	Bayesian micro-simulation, BMS, Bayesian individual-level simulation, Probabilistic microsimulation	Probabilistic Microsimulation, Monte Carlo Microsimulation, Stochastic Micro-simulation, SMSM
Apparentées	6	6
Résumé	Bayesian Microsimulation combines individual-level simulation of heterogeneous populations with Bayesian statistical inference. Each synthetic individual follows a probabilistic life path, while model parameters are governed by prior beliefs updated with observed data. This approach is widely used in health technology assessment, public policy costing, and demographic projection, where uncertainty in both model inputs and structural assumptions must be formally quantified and propagated through to output estimates.	Stochastic Microsimulation tracks a large population of individual units — people, households, or firms — through time by applying random draws from empirically estimated probability distributions at each transition event. Unlike deterministic counterparts, every state change is decided by chance, preserving realistic heterogeneity and allowing rigorous uncertainty quantification across multiple simulation runs.