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Bayesian Microsimulation×Stochastic Microsimulation×
TudományterületSzimulációSzimuláció
MódszercsaládProcess / pipelineProcess / pipeline
Keletkezés éve1990s–2000s1957
MegalkotóWilliamson, P.; Birkin, M.; Rees, P. H. and related health-economics researchersGuy H. Orcutt
TípusIndividual-level probabilistic simulation with Bayesian updatingStochastic individual-level simulation
AlapműWilliamson, 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. DOI ↗Orcutt, G. H. (1957). A new type of socio-economic system. The Review of Economics and Statistics, 39(2), 116–123. DOI ↗
Alternatív nevekBayesian micro-simulation, BMS, Bayesian individual-level simulation, Probabilistic microsimulationProbabilistic Microsimulation, Monte Carlo Microsimulation, Stochastic Micro-simulation, SMSM
Kapcsolódó66
ÖsszefoglalóBayesian 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.
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ScholarGateMódszerek összehasonlítása: Bayesian Microsimulation · Stochastic Microsimulation. Letöltve 2026-06-15, forrás: https://scholargate.app/hu/compare