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Investing efficiently in future research to improve policy decisions is an important goal. Expected Value of Sample Information (EVSI) can be used to select the specific design and sample size of a proposed study by assessing the benefit of…

Background: The Expected Value of Sample Information (EVSI) determines the economic value of any future study with a specific design aimed at reducing uncertainty in a health economic model. This has potential as a tool for trial design;…

Methodology · Statistics 2018-04-26 Anna Heath , Ioanna Manolopoulou , Gianluca Baio

Objectives: Value of information (VOI) analyses can help policy-makers make informed decisions about whether to conduct and how to design future studies. Historically, a computationally expensive method to compute the Expected Value of…

Objective: The Expected Value of Sample Information (EVSI) quantifies the economic benefit of reducing uncertainty in a health economic model by collecting additional information. This has the potential to improve the allocation of research…

Methodology · Statistics 2018-04-26 Anna Heath , Gianluca Baio

The Expected Value of Sample Information (EVSI) is used to calculate the economic value of a new research strategy. While this value would be important to both researchers and funders, there are very few practical applications of the EVSI.…

Statistics Theory · Mathematics 2017-09-08 Anna Heath , Ioanna Manolopoulou , Gianluca Baio

In designing external validation studies of clinical prediction models, contemporary sample size calculation methods are based on the frequentist inferential paradigm. One of the widely reported metrics of model performance is net benefit…

Applications · Statistics 2025-02-28 Mohsen Sadatsafavi , Andrew J Vickers , Tae Yoon Lee , Paul Gustafson , Laure Wynants

Background. The Expected Value of Sample Information (EVSI) measures the expected benefits that could be obtained by collecting additional data. Estimating EVSI using the traditional nested Monte Carlo method is computationally expensive…

Methodology · Statistics 2024-02-01 Linke Li , Hawre Jalal , Anna Heath

Over recent years Value of Information analysis has become more widespread in health-economic evaluations, specifically as a tool to perform Probabilistic Sensitivity Analysis. This is largely due to methodological advancements allowing for…

Applications · Statistics 2015-07-10 Anna Heath , Ioanna Manolopoulou , Gianluca Baio

Risk prediction models are often advertised as deterministic functions that map covariates to predicted risks. However, they are typically trained using finite samples, and as such, their predictions are inherently uncertain. This…

Methodology · Statistics 2025-06-03 Abdollah Safari , Paul Gustafson , Mohsen Sadatsafavi

The European Medicines Agency has in recent years allowed licensing of new pharmaceuticals at an earlier stage in the clinical trial process. When trial evidence is obtained at an early stage, the events of interest, such as disease…

Background: Before being used to inform patient care, a risk prediction model needs to be validated in a representative sample from the target population. The finite size of the validation sample entails that there is uncertainty with…

Applications · Statistics 2023-07-20 Mohsen Sadatsafavi , Tae Yoon Lee , Laure Wynants , Andrew Vickers , Paul Gustafson

The Expected Value of Perfect Partial Information (EVPPI) is a decision-theoretic measure of the "cost" of parametric uncertainty in decision making used principally in health economic decision making. Despite this decision-theoretic…

Applications · Statistics 2016-11-07 Anna Heath , Ioanna Manolopoulou , Gianluca Baio

Background: Due to the finite size of the development sample, predicted probabilities from a risk prediction model are inevitably uncertain. We apply Value of Information methodology to evaluate the decision-theoretic implications of…

Applications · Statistics 2022-04-15 Mohsen Sadatsafavi , Tae Yoon Lee , Paul Gustafson

The effective sample size (ESS) measures the informational value of a probability distribution in terms of an equivalent number of study participants. The ESS plays a crucial role in estimating the Expected Value of Sample Information…

Methodology · Statistics 2024-01-31 Linke Li , Hawre Jalal , Anna Heath

The expected value of information (EVI) is the most powerful measure of sensitivity to uncertainty in a decision model: it measures the potential of information to improve the decision, and hence measures the expected value of outcome.…

Artificial Intelligence · Computer Science 2013-02-28 Tom Chavez , Max Henrion

We study Monte Carlo estimation of the expected value of sample information (EVSI) which measures the expected benefit of gaining additional information for decision making under uncertainty. EVSI is defined as a nested expectation in which…

Numerical Analysis · Mathematics 2020-10-05 Tomohiko Hironaka , Michael B. Giles , Takashi Goda , Howard Thom

This paper derives analytic expressions for the expected value of sample information (EVSI), the expected value of distribution information (EVDI), and the optimal sample size when data consists of independent draws from a bounded sequence…

Methodology · Statistics 2024-03-13 Adam Fleischhacker , Pak-Wing Fok , Mokshay Madiman , Nan Wu

Individual-level state-transition microsimulations (iSTMs) have proliferated for economic evaluations in place of cohort state transition models (cSTMs). Probabilistic economic evaluations quantify decision uncertainty and value of…

Quantitative Methods · Quantitative Biology 2024-09-10 Jeremy D. Goldhaber-Fiebert , Hawre Jalal , Fernando Alarid Escudero

In ecological and environmental contexts, management actions must sometimes be chosen urgently. Value of information (VoI) analysis provides a quantitative toolkit for projecting the improved management outcomes expected after making…

We consider the optimal value of information (VoI) problem, where the goal is to sequentially select a set of tests with a minimal cost, so that one can efficiently make the best decision based on the observed outcomes. Existing algorithms…

Artificial Intelligence · Computer Science 2017-07-18 Yuxin Chen , Jean-Michel Renders , Morteza Haghir Chehreghani , Andreas Krause
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