The Annals of Applied Statistics

Bayesian nonparametric multiresolution estimation for the American Community Survey

Terrance D. Savitsky

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Bayesian hierarchical methods implemented for small area estimation focus on reducing the noise variation in published government official statistics by borrowing information among dependent response values. Even the most flexible models confine parameters defined at the finest scale to link to each data observation in a one-to-one construction. We propose a Bayesian multiresolution formulation that utilizes an ensemble of observations at a variety of coarse scales in space and time to additively nest parameters we define at a finer scale, which serve as our focus for estimation. Our construction is motivated by and applied to the estimation of 1-year period employment totals, indexed by county, from statistics published at coarser areal domains and multi-year periods in the American Community Survey (ACS). We construct a nonparametric mixture of Gaussian processes as the prior on a set of regression coefficients of county-indexed latent functions over multiple survey years. We evaluate a modified Dirichlet process prior that incorporates county-year predictors as the mixing measure. Each county-year parameter of a latent function is estimated from multiple coarse-scale observations in space and time to which it links. The multiresolution formulation is evaluated on synthetic data and applied to the ACS.

Article information

Ann. Appl. Stat., Volume 10, Number 4 (2016), 2157-2181.

Received: June 2015
Revised: July 2016
First available in Project Euclid: 5 January 2017

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Zentralblatt MATH identifier

Survey sampling small area estimation latent models Gaussian process Dirichlet process Bayesian hierarchical models Markov chain Monte Carlo


Savitsky, Terrance D. Bayesian nonparametric multiresolution estimation for the American Community Survey. Ann. Appl. Stat. 10 (2016), no. 4, 2157--2181. doi:10.1214/16-AOAS968.

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Supplemental materials

  • Technical Appendices. The online supplement contains three technical appendices with detailed material on the following topics: 1. posterior computation; 2. posterior mixing; 3. simulation study 5-year county results.