Searcharxiv⌕ Search
Home/Archive/arXiv

arXiv · 1905.00008

A guide to Value of Information methods for prioritising research in health impact modelling

Rob Johnson·James Woodcock·Audrey de Nazelle·Thiago de Sa·Rahul Goel·Marko Tainio·Christopher Jackson
View original source ↗Read source document ↗Export metadata ↓

Abstract

Health impact simulation models are used to predict how a proposed intervention or scenario will affect public health outcomes, based on available data and knowledge of the process. The outputs of these models are uncertain due to uncertainty in the structure and inputs to the model. In order to assess the extent of uncertainty in the outcome we must quantify all potentially relevant uncertainties. Then to reduce uncertainty we should obtain and analyse new data, but it may be unclear which parts of the model would benefit from such extra research. This paper presents methods for uncertainty quantification and research prioritisation in health impact models based on Value of Information (VoI) analysis. Specifically, we 1. discuss statistical methods for quantifying uncertainty in this type of model, given the typical kinds of data that are available, which are often weaker than the ideal data that are desired; 2. show how the expected value of partial perfect information (EVPPI) can be calculated to compare how uncertainty in each model parameter influences uncertainty in the output; 3. show how research time can be prioritised efficiently, in the light of which components contribute most to outcome uncertainty. The same methods can be used whether the purpose of the model is to estimate quantities of interest to a policy maker, or to explicitly decide between policies. We demonstrate how these methods might be used in a model of the impact of air pollution on health outcomes.

Explore related subjects

stat.ME

Keep this discovery

BibTeXRIS

Rob Johnson, James Woodcock, Audrey de Nazelle, Thiago de Sa, Rahul Goel, Marko Tainio, Christopher Jackson. 2019-04-30. A guide to Value of Information methods for prioritising research in health impact modelling. https://doi.org/10.1515/em-2021-0012

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

arXiv2026

Surprise Reduction and Nullification in Bayesian and Inverse Bayesian Inference under Ambiguous Prediction-Error Attribution

In non-stationary environments, prediction errors may signal environmental change or transient outliers, and adaptive systems must track such changes without overreacting to outliers. We distinguish surprise reduction, which updates beliefs to fit observations, from surprise nullification, which weakens constraints imposed by the predictive structure, and formalize both within Bayesian and inverse Bayesian (BIB) inference. Belief and likelihood updates are derived from variational objectives sharing a nullification strength, determined endogenously by minimizing surprise under the candidate post-update predictive distribution. In the Gaussian case, nullification expands belief and likelihood variances by a common factor relative to standard Bayesian updating, leaving the ratio unchanged. BIB thus defers attribution of the prediction error, committing to neither latent-state change nor observation-process uncertainty. The nullification strength is carried over as a candidate and is maintained or released according to the predictive surprise of the next observation. In a mean estimation task with outliers and changepoints, no scanned parameter setting of a Sage-Husa-type adaptive Kalman filter, fixed-strength BIB variant, or belief-forgetting-only variant outperforms BIB in both changepoint tracking and post-outlier stability. An oracle-informed reduced Bayesian model tracks changepoints better but is less stable after outliers. Although BIB maintains no explicit hypotheses about changepoints or outliers, it generates event-dependent dynamics. The learning rate increases after changepoints, whereas after outliers, nullification is released, and this increase is suppressed. Deferring attribution and letting subsequent observations differentiate the responses may constitute a principle of adaptive inference in non-stationary environments.

stat.ME↗
arXiv2026

Generalized Ridge Refitting for the Lasso and Prediction Improvement Bounds

We study a class of Lasso based estimators obtained by applying a quadratic correction on the Lasso equicorrelation set. The penalty matrix determines both the magnitude and geometry of the correction and contains, among other cases, the isotropic Lasso--Ridge correction, least squares refitting, Gram proportional interpolation between the Lasso and least squares, and coordinate specific penalties. We first derive a closed form representation and isolate the positive gain component of the resulting prediction improvement. We then control the remaining stochastic linear term in expectation by localizing the random signed equicorrelation model around a deterministic reference support. This yields a finite sample expectation bound that explicitly accounts for the randomness induced by Lasso model selection. The resulting decomposition provides a unified framework for understanding when Lasso based quadratic corrections can improve prediction.

stat.ME↗
arXiv2026

Discretization in covariate-adaptive randomization: gains and losses

Covariate-adaptive randomization(CAR) is widely implemented in clinical trials to balance prognostic covariates across treatment arms. Continuous covariates are often discretized into strata in practice, yet their consequences are not clearly understood. This paper provides a comprehensive study of the impact of discretization on both the CAR design process and the inferential results thereafter. We establish the asymptotic properties of both imbalance measures and treatment effect estimators under discretized and non-discretized settings. Practical recommendations are given on when and how discretization should be employed. We show that discretization in design is generally recommended, as it enhances robustness against model misspecification. However, if the true model is known, the most efficient strategy is to balance covariates according to that model in the design. The theoretical results are corroborated by extensive simulation studies and an empirical application to a diabetes trial dataset. Together, the results clarify the gains and losses of discretization in CAR and pave the way for learning impact of discretization to other designs and beyond.

stat.ME↗