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Bayesian methodology for dynamic modelling

Bayesian methodology for dynamic modelling
Bayesian methodology for dynamic modelling
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.
Bayesian statistics, disease modelling, simulation
1747-7778
97-107
Currie, C.S.M.
dcfd0972-1b42-4fac-8a67-0258cfdeb55a
Currie, C.S.M.
dcfd0972-1b42-4fac-8a67-0258cfdeb55a

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

Record type: Article

Abstract

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.

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More information

Published date: May 2007
Keywords: Bayesian statistics, disease modelling, simulation
Organisations: Operational Research

Identifiers

Local EPrints ID: 54094
URI: http://eprints.soton.ac.uk/id/eprint/54094
DOI: doi:10.1057/palgrave.jos.4250014
ISSN: 1747-7778
PURE UUID: 95c1743a-cc77-4e7a-9dcf-0d7a29188243
ORCID for C.S.M. Currie: ORCID iD orcid.org/0000-0002-7016-3652

Catalogue record

Date deposited: 28 Jul 2008
Last modified: 16 Mar 2024 03:30

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Author: C.S.M. Currie ORCID iD

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