Dictionary

The Dictionary provides concise definitions of health economics terms, arranged alphabetically for quick reference. Use it to understand unfamiliar terminology or confirm the meaning of a specific term.

3 terms matching “Monte Carlo Simulation”

C

Convergence AssessmentConvergence Diagnostics, MCMC Diagnostics
An evaluation of whether an iterative algorithm, such as a Markov chain Monte Carlo simulation, has run enough iterations to produce stable results.

I

Importance SamplingWeighted Sampling, Importance-Weighted Monte Carlo
A variance reduction technique for Monte Carlo simulation that deliberately oversamples important regions of a distribution, then reweights the samples to correct for this.

M

Monte Carlo SimulationMCS, Second-Order Simulation
Monte Carlo simulation uses repeated random sampling to show how uncertainty in model inputs produces uncertainty in model outputs.