Kalman Filter
A recursive estimator that predicts an evolving latent state and updates that estimate and its uncertainty when a new noisy measurement arrives.
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A concept page is a published entry on the wiki. Some concepts also have a full encyclopaedia article. The Health Economics Ontology (HEO) holds every concept, including dictionary terms without an article, so it is larger than the list of published pages. The knowledge graph shows how concepts relate to each other.
A recursive estimator that predicts an evolving latent state and updates that estimate and its uncertainty when a new noisy measurement arrives.
A graphical display of the Kaplan-Meier survival estimate, shown as a step function that decreases at each observed event over time.
The Kaplan–Meier estimator calculates a non-parametric estimate of the survival function when follow-up can be right-censored.
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 is a survival method that starts follow-up at a set time, keeps only patients still event-free then and groups them by their status then.
Latin hypercube sampling is a stratified Monte Carlo design that draws each input to a health economic model once from each of n equally likely intervals.
Left censoring occurs when a patient's event, such as disease onset, is known only to have happened before the first observation, at an unknown time.
Left truncation (delayed entry) occurs when people join a survival analysis risk set after time zero and are observed only if still event free at entry.
A life table shows how many of an imagined group survive and die at each age under set death rates, giving survival and life expectancy for health models.
The life table (actuarial) method estimates survival from deaths and withdrawals in fixed intervals, treating withdrawals as at risk for half an interval.
The likelihood ratio test (LRT) compares nested models, such as Weibull and exponential survival curves, to judge whether extra parameters improve fit.
The linear pool is a weighted average of several experts' probability distributions, giving one input distribution for a health economic model.
An optimisation technique identifying the resource allocation that maximises or minimises a linear objective subject to linear constraints, such as a fixed budget.
A two-parameter continuous distribution for positive event times whose logarithm is logistic; its survival function has a heavy tail, and its hazard may rise and then fall.
The log-logistic model is a parametric survival model, used in health economics, whose hazard can rise to one peak then fall, giving a long survival tail.
A probability distribution in which the logarithm of the variable follows a normal distribution, often used for hazards that rise then fall.
A survival model based on the log-normal distribution, capable of representing a hazard that rises then falls, similar in shape to log-logistic.
The log-rank test is a nonparametric test of whether groups such as trial arms have the same survival curve, widely used for time-to-event outcomes in HTA.
The logarithmic pool combines several experts' probability distributions for an uncertain model input into one by taking their weighted geometric mean.
The Markov assumption is that the next transition in a state-transition model depends only on the current state and model time, not on earlier history.