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Bayesian Microsimulation×Markov-modell×
FagfeltSimuleringSimulering
FamilieProcess / pipelineProcess / pipeline
Opprinnelsesår1990s–2000s1906
OpphavspersonWilliamson, P.; Birkin, M.; Rees, P. H. and related health-economics researchersAndrei Markov
TypeIndividual-level probabilistic simulation with Bayesian updatingProbabilistic state-transition model
Opprinnelig kildeWilliamson, 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 ↗Norris, J. R. (1997). Markov Chains. Cambridge University Press, Cambridge. ISBN: 9780521633963
AliasBayesian micro-simulation, BMS, Bayesian individual-level simulation, Probabilistic microsimulationMarkov Chain, Discrete-Time Markov Chain, DTMC, Markov Process
Relaterte65
SammendragBayesian 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.A Markov Model represents a system as a finite set of states and specifies the probability of moving from one state to another at each time step. By capturing only the current state — not the full history — it enables tractable analysis of complex dynamic processes across health economics, engineering reliability, operations research, and social-science modeling.
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ScholarGateSammenlign metoder: Bayesian Microsimulation · Markov Model. Hentet 2026-06-15 fra https://scholargate.app/no/compare