Summer school: Bayesian Methods in Health Economics

12-16 June 2017, Centro Studi CISL, Florence (Italy)

Instructors: Gianluca Baio (UCL), Anna Heath (UCL), Chris Jackson (MRC Biostatistics Unit), Mark Strong (Sheffield) & Nicky Welton (Bristol)

This residential summer school aims at providing an introduction to Bayesian analysis and Markov Chain Monte Carlo (MCMC) methods using R and MCMC sampling software (such as OpenBUGS and JAGS), as applied to cost-effectiveness analysis and typical models used in health economic evaluations. We will also focus on more recent methods for Probabilistic Sensitivity Analysis including Value of Information calculations. As such, it is intended for health economists, statisticians, and decision modellers interested in the practice of Bayesian modelling and will be based on a mixture of lectures and computer practicals. The emphasis will be on examples of applied analysis: software and code to carry out the analyses will be provided. 

Participants are encouraged to bring their own laptops for the practicals. We shall assume a basic knowledge of standard methods in health economics and some familiarity with a range of probability distributions, regression analysis, Markov models and random-effects meta-analysis. However, statistical concepts are reviewed in the context of applied health economic evaluations in the lectures. Lectures and practicals are based on Bayesian Methods in Health Economics (BMHE), The BUGS Book (BB) and Evidence Synthesis for Decision Making in Healthcare (ESDM), which will all be provided as part of the course material (ie included in the registration fee).

The summer school is hosted in the beautiful complex of the Centro Studi Cisl (check it out here), overlooking and a short distance from Florence. The registration fees include full board accommodation in the Centro Studi. There are 10 single rooms and 10 double rooms available, which will be allocated on a first-come-first-served basis. Participants can request to share a double rooms when registering. 

Lecture Topics
  1. Introduction to health economic evaluations
  2. Introduction to Bayesian inference
  3. Introduction to Markov Chain Monte Carlo in BUGS
  4. Cost and cost-utility data
  5. Statistical cost-effectiveness analysis
  6. Probabilistic sensitivity analysis (PSA)
  7. Advanced topics in PSA
  8. Model error and structural uncertainty
  9. Evidence synthesis (1) - hierarchical models
  10. Evidence synthesis (2) - network meta-analysis
  11. Markov models
  12. Introduction to the theory of the value of information
  13. Expected value of partial information (1) - theory & algebraic tricks
  14. Expected value of partial information (2) - nested Monte Carlo
  15. Expected value of partial information (3) - generalised additive models & GP regression
  16. Expected value of partial information (4) - GP regression via integrated nested Laplace approximation
  17. Expected value of sample information (1) - conjugated analysis
  18. Expected value of sample information (2) - regression-based methods
Software & useful information
  • OpenBUGS (free software for Bayesian analysis) 
  • R (free general statistical software) 
  • JAGS (alternative software for Bayesian analysis) - probably the easiest option for Linux or Mac users 
  • Stan (yet another software for Bayesian analysis) - this is based on a different method for MCMC (called Hamiltonian Monte Carlo)
  • R2OpenBUGS (R library to interface R and OpenBUGS) or R2jags (does the same for R and JAGS) or rstan (does the same for R and Stan)
  • BCEA (R library to perform Bayesian Cost Effectiveness Analysis). The current version is 2.2.  
  • Wine (a "compatibility layer" that allows to run Windows applications from Linux or Mac) 
  • Instructions to install OpenBUGS using Wine (for Mac users)
  • Course fees (registration can be made at this webpage) - include full board accommodation, copies of BMHE, BB and ESDM plus course material (slides, R/BUGS codes for the practicals, relevant papers)!