Scalable Bayes under informative sampling

DOI10.1111/SJOS.12312zbMATH Open1403.62225arXiv1606.07488OpenAlexW2963413529MaRDI QIDQ4685442FDOQ4685442

Authors: Terrance D. Savitsky, Sanvesh Srivastava 

Publication date: 8 October 2018

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Abstract: The United States Bureau of Labor Statistics collects data using survey instruments under informative sampling designs that assign probabilities of inclusion to be correlated with the response. The bureau extensively uses Bayesian hierarchical models and posterior sampling to impute missing items in respondent-level data and to infer population parameters. Posterior sampling for survey data collected based on informative designs are computationally expensive and do not support production schedules of the bureau. Motivated by this problem, we propose a new method to scale Bayesian computations in informative sampling designs. Our method divides the data into smaller subsets, performs posterior sampling in parallel for every subset, and combines the collection of posterior samples from all the subsets through their mean in the Wasserstein space of order 2. Theoretically, we construct conditions on a class of sampling designs where posterior consistency of the proposed method is achieved. Empirically, we demonstrate that our method is competitive with traditional methods while being significantly faster in many simulations and in the Current Employment Statistics survey conducted by the bureau.

Full work available at URL: https://arxiv.org/abs/1606.07488

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zbMATH Keywords

Markov chain Monte CarloWasserstein distancesurvey samplingposterior consistencybarycentredistributed Bayesian computationscurrent employment statistics surveypseudo posterior distribution

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Sampling theory, sample surveys (62D05)

Cited In (11)

• Scalable approximate Bayesian inference for outlier detection under informative sampling
• Uncertainty Estimation for Pseudo‐Bayesian Inference Under Complex Sampling
• Distributed Bayesian inference in massive spatial data
• Bayesian estimation methods for survey data with potential applications to health disparities research
• Bayesian estimation under informative sampling
• Computationally efficient Bayesian unit-level models for non-Gaussian data under informative sampling with application to estimation of health insurance coverage
• Bayesian estimation under informative sampling with unattenuated dependence
• Emerging directions in Bayesian computation
• An algorithm for distributed Bayesian inference
• Introduction to ``Scalable inference for Markov processes with intractable likelihoods by J. Owen, D. Wilkinson, C. Gillespie
• Distributed Bayesian Inference in Linear Mixed-Effects Models

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