Strategies for Efficient Computation of the Expected Value of Partial Perfect Information
نویسندگان
چکیده
منابع مشابه
Strategies for Efficient Computation of the Expected Value of Partial Perfect Information
Expected value of information methods evaluate the potential health benefits that can be obtained from conducting new research to reduce uncertainty in the parameters of a cost-effectiveness analysis model, hence reducing decision uncertainty. Expected value of partial perfect information (EVPPI) provides an upper limit to the health gains that can be obtained from conducting a new study on a s...
متن کاملAn efficient method for computing partial expected value of perfect information for correlated inputs
The value of learning an uncertain input in a decision model can be quantified by its partial expected value of perfect information (EVPI). This is commonly estimated via a two level nested Monte Carlo procedure in which the parameter of interest is sampled in an outer loop, and then conditional on this sampled value the remaining parameters are sampled in an inner loop. This two level method c...
متن کاملAn efficient method for computing single-parameter partial expected value of perfect information.
The value of learning an uncertain input in a decision model can be quantified by its partial expected value of perfect information (EVPI). This is commonly estimated via a 2-level nested Monte Carlo procedure in which the parameter of interest is sampled in an outer loop, and then conditional on this sampled value, the remaining parameters are sampled in an inner loop. This 2-level method can ...
متن کاملNeed for speed: an efficient algorithm for calculation of single-parameter expected value of partial perfect information.
BACKGROUND The expected value of partial perfect information (EVPPI) is a theoretically justifiable and informative measure of uncertainty in decision-analytic cost-effectiveness models, but its calculation is computationally intensive because it generally requires two-level Monte Carlo simulation. We introduce an efficient, one-level simulation method for the calculation of single-parameter EV...
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ارزش در معرض ریسک یکی از مهمترین معیارهای اندازه گیری ریسک در بنگاه های اقتصادی می باشد. برآورد دقیق ارزش در معرض ریسک موضوع بسیارمهمی می باشد و انحراف از آن می تواند موجب ورشکستگی و یا عدم تخصیص بهینه منابع یک بنگاه گردد. هدف اصلی این مطالعه بررسی کارایی روش copula-garch شرطی در برآورد ارزش در معرض ریسک پرتفویی متشکل از دو سهام می باشد و ارزش در معرض ریسک بدست آمده با روشهای سنتی برآورد ارزش د...
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ژورنال
عنوان ژورنال: Medical Decision Making
سال: 2014
ISSN: 0272-989X,1552-681X
DOI: 10.1177/0272989x13514774