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Dynamic microsimulation has long been recognized as a powerful tool for policy analysis, but in fact most major health policy simulations lack path dependency, a critical feature for evaluating policies that depend on accumulated outcomes…

Applications · Statistics 2025-06-04 Adrienne M. Propp , Raffaele Vardavas , Carter C. Price , Kandice A. Kapinos

Decision models can combine information from different sources to simulate the long-term consequences of alternative strategies in the presence of uncertainty. A cohort state-transition model (cSTM) is a decision model commonly used in…

Health economic evaluation studies are widely used in public health to assess health strategies in terms of their cost-effectiveness and inform public policies. We developed an R package for Markov models implementing most of the modelling…

Applications · Statistics 2017-04-26 Antoine Filipović-Pierucci , Kevin Zarca , Isabelle Durand-Zaleski

Background: Clinical prediction models are increasingly used to inform healthcare decisions, but determining the minimum sample size for their development remains a critical and unresolved challenge. Inadequate sample sizes can lead to…

Machine Learning · Computer Science 2026-03-02 Diana Shamsutdinova , Felix Zimmer , Oyebayo Ridwan Olaniran , Sarah Markham , Daniel Stahl , Gordon Forbes , Ewan Carr

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

Modeling continuous-time physiological processes that manifest a patient's evolving clinical states is a key step in approaching many problems in healthcare. In this paper, we develop the Hidden Absorbing Semi-Markov Model (HASMM): a…

Artificial Intelligence · Computer Science 2016-12-28 Ahmed M. Alaa , Mihaela van der Schaar

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…

Many socio-economical critical domains (such as sustainability, public health, and disasters) are characterized by highly complex and dynamic systems, requiring data and model-driven simulations to support decision-making. Due to a large…

This paper presents a new and flexible prognostics framework based on a higher order hidden semi-Markov model (HOHSMM) for systems or components with unobservable health states and complex transition dynamics. The HOHSMM extends the basic…

Applications · Statistics 2020-02-14 Ying Liao , Yisha Xiang , Min Wang

In an introductory tutorial, we illustrated building cohort state-transition models (cSTMs) in R, where the state transitions probabilities were constant over time. However, in practice, many cSTMs require transitions, rewards, or both to…

The package High-dimensional Metrics (\Rpackage{hdm}) is an evolving collection of statistical methods for estimation and quantification of uncertainty in high-dimensional approximately sparse models. It focuses on providing confidence…

Machine Learning · Statistics 2017-09-28 Victor Chernozhukov , Chris Hansen , Martin Spindler

In this article the package High-dimensional Metrics (\texttt{hdm}) is introduced. It is a collection of statistical methods for estimation and quantification of uncertainty in high-dimensional approximately sparse models. It focuses on…

Methodology · Statistics 2017-09-28 Victor Chernozhukov , Chris Hansen , Martin Spindler

BHAM is a freely avaible R pakcage that implments Bayesian hierarchical additive models for high-dimensional clinical and genomic data. The package includes functions that generalized additive model, and Cox additive model with the…

Computation · Statistics 2022-07-07 Boyi Guo , Nengjun Yi

Background: Increasingly, decision-making in healthcare relies on computer models, be it clinical prediction models at point of care or decision-analytic models at the policymaking level. Given the important role models play in both…

Computation · Statistics 2022-02-22 Amin Adibi , Stephanie Harvard , Mohsen Sadatsafavi

This paper explores the application of Hidden Markov Models (HMM) and Long Short-Term Memory (LSTM) neural networks for economic forecasting, focusing on predicting CPI inflation rates. The study explores a new approach that integrates…

Machine Learning · Computer Science 2025-01-07 Guhan Sivakumar

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…

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

The R software has become popular among researchers due to its flexibility and open-source nature. However, researchers in the fields of public health and epidemiological studies are more customary to commercial statistical softwares such…

Patient-level health economic data collected alongside clinical trials are an important component of the process of technology appraisal, with a view to informing resource allocation decisions. For end of life treatments, such as cancer…

Applications · Statistics 2020-11-24 Andrea Gabrio

The R Package IBMPopSim aims to simulate the random evolution of heterogeneous populations using stochastic Individual-Based Models (IBMs). The package enables users to simulate population evolution, in which individuals are characterized…

Populations and Evolution · Quantitative Biology 2024-02-28 Daphné Giorgi , Sarah Kaakai , Vincent Lemaire
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