Comparar métodos

	Microssimulação Bayesiana	Modelo de Markov
Área	Simulação	Simulação
Família	Process / pipeline	Process / pipeline
Ano de origem	1990s–2000s	1906
Autor original	Williamson, P.; Birkin, M.; Rees, P. H. and related health-economics researchers	Andrei Markov
Tipo	Individual-level probabilistic simulation with Bayesian updating	Probabilistic state-transition model
Fonte seminal	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.	Norris, J. R. (1997). Markov Chains. Cambridge University Press, Cambridge. ISBN: 9780521633963
Outros nomes	Bayesian micro-simulation, BMS, Bayesian individual-level simulation, Probabilistic microsimulation	Markov Chain, Discrete-Time Markov Chain, DTMC, Markov Process
Relacionados	6	5
Resumo	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.	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.