Grid Search
An optimisation approach evaluating an objective function across a predefined set of candidate parameter combinations arranged in a regular grid.
Encyclopaedia
Explore comprehensive, evidence-informed explanations of key health economics concepts, including their development, application and relationships to other concepts. Published entries are validated through human expert review.
Hazard Function
A function describing the instantaneous risk of an event at a given point in time, conditional on having survived to that point.
Hazard Rate
The instantaneous probability of an event at a specific point in time, given survival without the event up to then, on a continuous scale.
Hazard-to-Probability Conversion
The mathematical transformation converting an instantaneous hazard rate into the probability of an event occurring over a specific discrete time interval.
Hidden Markov Model
A statistical model in which the true underlying state cannot be directly observed, only indicated indirectly and probabilistically by observable data.
Importance Sampling
A variance reduction technique for Monte Carlo simulation that deliberately oversamples important regions of a distribution, then reweights the samples to correct for this.
Individual Patient Simulation
A modelling technique simulating a large number of individual patients one at a time, each following their own pathway from random sampling.
Integer Programming Health
An optimisation technique for resource allocation problems where decision variables must take whole-number values, such as the number of clinics to open.
Interaction Effect
The portion of output variance attributable to two or more parameters varying together, beyond what each parameter's individual effect alone would explain.
Interpolation
A mathematical technique estimating an unknown value falling between two known data points, based on an assumed relationship between them.
Interval Censoring
A form of censoring in which an event's exact time is unknown but known to fall within a specific interval, such as between visits.
Interval Estimate
A range of values, such as a confidence interval, calculated to convey the uncertainty surrounding a point estimate of a parameter.
Joint Model
A statistical approach analysing a longitudinal outcome, such as a repeated biomarker, alongside a time-to-event outcome, accounting for the link between them.
Joint Probability
The probability that two or more events all occur together, calculated as one event's probability multiplied by the others' conditional probability.
Kalman Filter
A recursive algorithm estimating a dynamic system's unknown state over time by combining noisy observations with a model of how the system evolves.
Kaplan-Meier Curve
A graphical display of the Kaplan-Meier survival estimate, shown as a step function that decreases at each observed event over time.
Kaplan-Meier Estimator
A non-parametric method for estimating the survival function from censored data, calculated as the product of conditional survival probabilities at each event.
Kaplan-Meier Method
The overall approach of estimating and comparing survival functions using the Kaplan-Meier estimator, accounting for censored observations in time-to-event data.
Landmark Analysis
A survival technique restricting analysis to patients event-free up to a predefined time point, then examining survival from that point forward.
Latin Hypercube Sampling
A sampling technique dividing each input's range into equally probable intervals and sampling each exactly once, giving more even coverage than simple random sampling.