Multilevel and Quasi Monte Carlo Methods for the Calculation of the Expected Value of Partial Perfect Information
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DOI: 10.1177/0272989X211026305
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- Jason Madan & Anthony E. Ades & Malcolm Price & Kathryn Maitland & Julie Jemutai & Paul Revill & Nicky J. Welton, 2014. "Strategies for Efficient Computation of the Expected Value of Partial Perfect Information," Medical Decision Making, , vol. 34(3), pages 327-342, April.
- Hawre Jalal & Jeremy D. Goldhaber-Fiebert & Karen M. Kuntz, 2015. "Computing Expected Value of Partial Sample Information from Probabilistic Sensitivity Analysis Using Linear Regression Metamodeling," Medical Decision Making, , vol. 35(5), pages 584-595, July.
- Briggs, Andrew & Sculpher, Mark & Claxton, Karl, 2006. "Decision Modelling for Health Economic Evaluation," OUP Catalogue, Oxford University Press, number 9780198526629, November.
- Anna Heath & Ioanna Manolopoulou & Gianluca Baio, 2018. "Efficient Monte Carlo Estimation of the Expected Value of Sample Information Using Moment Matching," Medical Decision Making, , vol. 38(2), pages 163-173, February.
- Alan Brennan & Samer Kharroubi & Anthony O'Hagan & Jim Chilcott, 2007. "Calculating Partial Expected Value of Perfect Information via Monte Carlo Sampling Algorithms," Medical Decision Making, , vol. 27(4), pages 448-470, July.
- Michael B. Giles, 2008. "Multilevel Monte Carlo Path Simulation," Operations Research, INFORMS, vol. 56(3), pages 607-617, June.
- A. E. Ades & G. Lu & K. Claxton, 2004. "Expected Value of Sample Information Calculations in Medical Decision Modeling," Medical Decision Making, , vol. 24(2), pages 207-227, March.
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Keywords
expected value of partial perfect information; nested expectations; multilevel Monte Carlo; quasi Monte Carlo;All these keywords.
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