Microsimulation model calibration using incremental mixture approximate Bayesian computation
From MaRDI portal
Abstract: Microsimulation models (MSMs) are used to predict population-level effects of health care policies by simulating individual-level outcomes. Simulated outcomes are governed by unknown parameters that are chosen so that the model accurately predicts specific targets, a process referred to as model calibration. Calibration targets can come from randomized controlled trials, observational studies, and expert opinion, and are typically summary statistics. A well calibrated model can reproduce a wide range of targets. MSM calibration generally involves searching a high dimensional parameter space and predicting many targets through model simulation. This requires efficient methods for exploring the parameter space and sufficient computational resources. We develop Incremental Mixture Approximate Bayesian Computation (IMABC) as a method for MSM calibration and implement it via a high-performance computing workflow, which provides the necessary computational scale. IMABC begins with a rejection-based approximate Bayesian computation (ABC) step, drawing a sample of parameters from the prior distribution and simulating calibration targets. Next, the sample is iteratively updated by drawing additional points from a mixture of multivariate normal distributions, centered at the points that yield simulated targets that are near observed targets. Posterior estimates are obtained by weighting sampled parameter vectors to account for the adaptive sampling scheme. We demonstrate IMABC by calibrating a MSM for the natural history of colorectal cancer to obtain simulated draws from the joint posterior distribution of model parameters.
Recommendations
- Bayesian calibration of microsimulation models
- Statistical inference in micro-simulation models: Incorporating external information
- Simulation based calibration using extended balanced augmented empirical likelihood
- Bayesian calibration of multistate stochastic simulators
- Recalibration: a post-processing method for approximate Bayesian computation
Cites work
- scientific article; zbMATH DE number 3242901 (Why is no real title available?)
- A Simplex Method for Function Minimization
- A unified approach to the Richards-model family for use in growth analyses: why we need only two model forms
- Adaptive approximate Bayesian computation
- Approximate Bayesian computation and simulation-based inference for complex stochastic epidemic models
- Approximate Bayesian computational methods
- Asymptotic properties of approximate Bayesian computation
- Bayesian calibration of microsimulation models
- Estimating and Projecting Trends in HIV/AIDS Generalized Epidemics Using Incremental Mixture Importance Sampling
- Handbook of approximate Bayesian computation
- Monte Carlo strategies in scientific computing
- On the asymptotic efficiency of approximate Bayesian computation estimators
- Sequential Monte Carlo without likelihoods
Cited in
(8)- Analyzing stochastic computer models: a review with opportunities
- A review on computer model calibration
- Batch-sequential design and heteroskedastic surrogate modeling for delta smelt conservation
- Statistical inference in micro-simulation models: Incorporating external information
- Bayesian calibration of microsimulation models
- Bayesian inference using Gaussian process surrogates in cancer modeling
- imabc
- Bayesian hidden Markov model for natural history of colorectal cancer: handling misclassified observations, varying observation schemes and unobserved data
This page was built for publication: Microsimulation model calibration using incremental mixture approximate Bayesian computation
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q128019)
