Bayesian methodology for dynamic modelling

Currie, C.S.M. (2007) Bayesian methodology for dynamic modelling. Journal of Simulation, 1, (2), 97-107. (doi:10.1057/palgrave.jos.4250014).


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We describe a Bayesian methodology for fitting deterministic dynamic models, demonstrating how this can be used to estimate the uncertainty around model outputs. By its nature, Bayesian statistics allows all available sources of information to be incorporated: prior knowledge of the model parameter values and data corresponding to the model outputs, thus allowing for a thorough analysis of the uncertainty. The methodology is demonstrated with an example: a deterministic compartmental model of tuberculosis and HIV disease. We discuss how this method might be modified to allow a similar analysis of stochastic simulation models.

Item Type: Article
Digital Object Identifier (DOI): doi:10.1057/palgrave.jos.4250014
ISSNs: 1747-7778 (print)
Related URLs:
Keywords: Bayesian statistics, disease modelling, simulation
Subjects: Q Science > QA Mathematics > QA75 Electronic computers. Computer science
H Social Sciences > HA Statistics
Divisions: University Structure - Pre August 2011 > School of Mathematics > Operational Research
ePrint ID: 54094
Date Deposited: 28 Jul 2008
Last Modified: 06 Aug 2015 02:43

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