Multilevel and Quasi Monte Carlo methods for the calculation of the Expected Value of Partial Perfect Information

Multilevel and Quasi Monte Carlo methods for the calculation of the Expected Value of Partial Perfect Information

The expected value of partial perfect information (EVPPI) provides an upper bound on the value of collecting further evidence on a set of inputs to a cost-effectiveness decision model. Standard Monte Carlo (MC) estimation of EVPPI is computationally expensive as it requires nested simulation. Altern...

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Dettagli Bibliografici
Autori principali:	Fang, W, Wang, Z, Giles, MB, Jackson, C, Welton, N, Andrieu, C, Thom, H
Natura:	Journal article
Lingua:	English
Pubblicazione:	SAGE Publications 2021

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