Bayesian methodology for dynamic modelling

Bayesian methodology for dynamic modelling

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Article ID: iaor20082769
Country: United Kingdom
Volume: 1
Issue: 2
Start Page Number: 97
End Page Number: 107
Publication Date: May 2007
Journal: Journal of Simulation
Authors:
Keywords: medicine, simulation: analysis
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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