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Related papers: Markov Models for Health Economic Evaluations: The…

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Health economic models simulate the costs and effects of health technologies for use in health technology assessment (HTA) to inform efficient use of scarce resources. Models have historically been developed using spreadsheet software…

Applications · Statistics 2021-03-10 Devin Incerti , Jeroen P Jansen

Latent Markov (LM) models represent an important class of models for the analysis of longitudinal data (Bartolucci et. al., 2013), especially when response variables are categorical. These models have a great potential of application for…

Computation · Statistics 2015-01-20 Francesco Bartolucci , Alessio Farcomeni , Silvia Pandolfi , Fulvia Pennoni

This paper introduces the hhsmm R package, which involves functions for initializing, fitting, and predication of hidden hybrid Markov/semi-Markov models. These models are flexible models with both Markovian and semi-Markovian states, which…

Computation · Statistics 2022-05-31 Morteza Amini , Afarin Bayat , Reza Salehian

We describe in detail how to perform health economic cost-effectiveness analyses (CEA) using the R package $\textbf{BCEA}$ (Bayesian Cost-Effectiveness Analysis). CEA consist of analytic approaches for combining costs and health…

Computation · Statistics 2022-03-21 Nathan Green , Anna Heath , Gianluca Baio

As an alternative to using administrative areas for the evaluation of small-area health inequalities, Sauzet et al. suggested to take an ego-centred approach and model the spatial correlation structure of health outcomes at the individual…

Computation · Statistics 2024-05-14 Julia Dyck , Jan-Ole Koslik , Odile Sauzet

Statistical models that involve latent Markovian state processes have become immensely popular tools for analysing time series and other sequential data. However, the plethora of model formulations, the inconsistent use of terminology, and…

Methodology · Statistics 2025-06-04 Sina Mews , Jan-Ole Koslik , Roland Langrock

Hidden Markov models (HMMs) are widely applied in studies where a discrete-valued process of interest is observed indirectly. They have for example been used to model behaviour from human and animal tracking data, disease status from…

Methodology · Statistics 2025-05-22 Théo Michelot

Sequence analysis is being more and more widely used for the analysis of social sequences and other multivariate categorical time series data. However, it is often complex to describe, visualize, and compare large sequence data, especially…

Computation · Statistics 2021-03-22 Satu Helske , Jouni Helske

This article introduces epidemia, an R package for Bayesian, regression-oriented modeling of infectious diseases. The implemented models define a likelihood for all observed data while also explicitly modeling transmission dynamics: an…

Partially observed Markov process (POMP) models, also known as hidden Markov models or state space models, are ubiquitous tools for time series analysis. The R package pomp provides a very flexible framework for Monte Carlo statistical…

Methodology · Statistics 2021-05-27 Aaron A. King , Dao Nguyen , Edward L. Ionides

The numerical availability of statistical inference methods for a modern and robust analysis of longitudinal- and multivariate data in factorial experiments is an essential element in research and education. While existing approaches that…

Computation · Statistics 2018-01-25 Sarah Friedrich , Frank Konietschke , Markus Pauly

Health policy decisions are often informed by estimates of long-term survival based primarily on short-term data. A range of methods are available to include longer-term information, but there has previously been no comprehensive and…

Methodology · Statistics 2025-05-05 Christopher Jackson

Background: Time-to-event data with multiple time scales are observed in many epidemiological and clinical studies. While models that allow for simultaneous consideration of multiple time scales for the hazard of an event have been…

Methodology · Statistics 2026-03-16 Angela Carollo , Paul H. C. Eilers , Hein Putter , Jutta Gampe

We introduce the BMRMM package implementing Bayesian inference for a class of Markov renewal mixed models which can characterize the stochastic dynamics of a collection of sequences, each comprising alternative instances of categorical…

Methodology · Statistics 2024-09-18 Yutong Wu , Abhra Sarkar

Background. Health economic evaluations of interventions against infectious diseases are commonly based on the predictions of ordinary differential equation (ODE) systems or Markov models (MMs). Standard MMs are static, whereas ODE systems…

Methodology · Statistics 2018-09-05 Katrin Haeussler , Ardo van den Hout , Gianluca Baio

Machine learning models deployed in healthcare systems face data drawn from continually evolving environments. However, researchers proposing such models typically evaluate them in a time-agnostic manner, with train and test splits sampling…

Machine Learning · Computer Science 2022-11-15 Helen Zhou , Yuwen Chen , Zachary C. Lipton

Most health economic analyses are undertaken with the aid of computers. However, the research ethics of implementing health economic models as software (or computational health economic models (CHEMs)) are poorly understood. We propose that…

We present the R package MSTest, which implements hypothesis testing procedures to identify the number of regimes in Markov switching models. These models have wide-ranging applications in economics, finance, and numerous other fields. The…

Methodology · Statistics 2024-11-14 Gabriel Rodriguez-Rondon , Jean-Marie Dufour

Motivation: Model selection is a ubiquitous challenge in statistics. For penalized models, model selection typically entails tuning hyperparameters to maximize a measure of fit or minimize out-of-sample prediction error. However, these…

Methodology · Statistics 2025-05-29 Priyam Das , Sarah Robinson , Christine B. Peterson

Due to their flexibility and superior performance, machine learning models frequently complement and outperform traditional statistical survival models. However, their widespread adoption is hindered by a lack of user-friendly tools to…

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