Sequentially calibrating a Bayesian microsimulation model to incorporate new information and assumptions

Microsimulation models are mathematical models that simulate event histories for individual members of a population. They are useful for policy decisions because they simulate a large number of individuals from an idealized population, with features that change over time, and the resulting event histories can be summarized to describe key population-level outcomes. Model calibration is the process of incorporating evidence into the model. Calibrated models can be used to make predictions about population trends in disease outcomes and effectiveness of interventions, but calibration can be challenging and computationally expensive.

This paper develops a technique for sequentially updating models to take full advantage of earlier calibration results, to ultimately speed up the calibration process. A Bayesian approach to calibration is used because it combines different sources of evidence and enables uncertainty quantification which is appealing for decision-making. We develop this method in order to re-calibrate a microsimulation model for the natural history of colorectal cancer to include new targets that better inform the time from initiation of preclinical cancer to presentation with clinical cancer (sojourn time), because model exploration and validation revealed that more information was needed on sojourn time, and that the predicted percentage of patients with cancers detected via colonoscopy screening was too low.

The sequential approach to calibration was more efficient than recalibrating the model from scratch. Incorporating new information on the percentage of patients with cancers detected upon screening changed the estimated sojourn time parameters significantly, increasing the estimated mean sojourn time for cancers in the colon and rectum, providing results with more validity.

A sequential approach to recalibration can be used to efficiently recalibrate a microsimulation model when new information becomes available that requires the original targets to be supplemented with additional targets.