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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Bibliografski detalji
Glavni autori: Fang, W, Wang, Z, Giles, MB, Jackson, C, Welton, N, Andrieu, C, Thom, H
Format: Journal article
Jezik:English
Izdano: SAGE Publications 2021